2019-05-06 |
MARKET DATA |
No 85 (3615) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
25,00 |
25,19 |
1 |
2 115,00 |
2 244,91 |
17 |
2 140,00 |
2 270,09 |
18 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0719 |
PL0000108148 |
100,36 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,84 |
101,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,94 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,10 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,20 |
105,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,54 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,57 |
96,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
99,98 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,58 |
109,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,92 |
100,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,12 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,30 |
101,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,40 |
107,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,65 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
103,85 |
104,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,30 |
98,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
97,42 |
97,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
98,53 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
124,48 |
124,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,54 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
104,82 |
144,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,01 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,21 |
100,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,92 |
99,94 |
99,940 |
99,940 |
99,940 |
99,940 |
99,940 |
25 000 |
25,19 |
1 |
WZ0124 |
PL0000107454 |
99,11 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,01 |
99,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,68 |
97,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,00 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
25 000 |
25,19 |
1 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,82 |
101,93 |
1,52 |
1,29 |
101,88 |
1,40 |
WZ0120 |
PL0000108601 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,90 |
99,99 |
1,60 |
1,51 |
99,95 |
1,55 |
OK0720 |
PL0000110375 |
98,08 |
98,25 |
1,61 |
1,46 |
98,17 |
1,53 |
DS1020 |
PL0000106126 |
105,19 |
105,39 |
1,63 |
1,50 |
105,29 |
1,56 |
WZ0121 |
PL0000106068 |
100,21 |
100,40 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,52 |
100,70 |
1,73 |
1,63 |
100,61 |
1,68 |
OK0521 |
PL0000111274 |
96,55 |
96,75 |
1,73 |
1,63 |
96,65 |
1,68 |
PS0721 |
PL0000109153 |
99,96 |
100,16 |
1,77 |
1,67 |
100,06 |
1,72 |
DS1021 |
PL0000106670 |
109,54 |
109,75 |
1,76 |
1,67 |
109,65 |
1,71 |
PS0422 |
PL0000109492 |
100,86 |
101,04 |
1,95 |
1,88 |
100,95 |
1,92 |
WS0922 |
PL0000102646 |
112,01 |
112,27 |
2,03 |
1,96 |
112,14 |
1,99 |
WZ1122 |
PL0000109377 |
99,85 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,21 |
101,43 |
2,15 |
2,09 |
101,32 |
2,12 |
IZ0823 |
PL0000105359 |
112,85 |
113,81 |
--- |
--- |
113,33 |
--- |
DS1023 |
PL0000107264 |
107,25 |
107,55 |
2,27 |
2,20 |
107,40 |
2,24 |
WZ0124 |
PL0000107454 |
99,05 |
99,34 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
100,59 |
100,76 |
2,37 |
2,33 |
100,68 |
2,35 |
WZ0524 |
PL0000110615 |
98,86 |
99,19 |
--- |
--- |
99,03 |
--- |
DS0725 |
PL0000108197 |
103,70 |
104,05 |
2,59 |
2,53 |
103,88 |
2,56 |
WZ0126 |
PL0000108817 |
97,56 |
98,00 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
98,20 |
98,63 |
2,78 |
2,71 |
98,42 |
2,74 |
DS0727 |
PL0000109427 |
97,25 |
97,52 |
2,88 |
2,84 |
97,39 |
2,86 |
WS0428 |
PL0000107611 |
98,37 |
98,82 |
2,96 |
2,90 |
98,60 |
2,93 |
WZ0528 |
PL0000110383 |
95,90 |
96,33 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
124,26 |
124,98 |
2,91 |
2,83 |
124,62 |
2,87 |
DS1029 |
PL0000111498 |
97,42 |
97,85 |
3,04 |
2,99 |
97,64 |
3,01 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,82 |
101,93 |
1,52 |
1,29 |
101,88 |
1,40 |
WZ0120 |
PL0000108601 |
100,18 |
100,32 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,00 |
1,59 |
1,50 |
99,96 |
1,54 |
OK0720 |
PL0000110375 |
98,06 |
98,24 |
1,62 |
1,47 |
98,15 |
1,55 |
DS1020 |
PL0000106126 |
105,19 |
105,38 |
1,63 |
1,50 |
105,29 |
1,56 |
WZ0121 |
PL0000106068 |
100,21 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,66 |
1,72 |
1,65 |
100,60 |
1,68 |
OK0521 |
PL0000111274 |
96,56 |
96,76 |
1,72 |
1,62 |
96,66 |
1,67 |
PS0721 |
PL0000109153 |
99,97 |
100,15 |
1,76 |
1,68 |
100,06 |
1,72 |
DS1021 |
PL0000106670 |
109,55 |
109,75 |
1,75 |
1,67 |
109,65 |
1,71 |
PS0422 |
PL0000109492 |
100,85 |
101,05 |
1,95 |
1,88 |
100,95 |
1,92 |
WS0922 |
PL0000102646 |
112,08 |
112,25 |
2,01 |
1,96 |
112,17 |
1,98 |
WZ1122 |
PL0000109377 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,25 |
101,45 |
2,14 |
2,09 |
101,35 |
2,12 |
IZ0823 |
PL0000105359 |
112,81 |
113,63 |
--- |
--- |
113,22 |
--- |
DS1023 |
PL0000107264 |
107,32 |
107,53 |
2,25 |
2,21 |
107,43 |
2,23 |
WZ0124 |
PL0000107454 |
99,06 |
99,30 |
--- |
--- |
99,18 |
--- |
PS0424 |
PL0000111191 |
100,63 |
100,78 |
2,36 |
2,33 |
100,71 |
2,34 |
WZ0524 |
PL0000110615 |
98,94 |
99,17 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
103,80 |
104,08 |
2,58 |
2,53 |
103,94 |
2,55 |
WZ0126 |
PL0000108817 |
97,61 |
98,01 |
--- |
--- |
97,81 |
--- |
DS0726 |
PL0000108866 |
98,25 |
98,67 |
2,77 |
2,70 |
98,46 |
2,74 |
DS0727 |
PL0000109427 |
97,37 |
97,58 |
2,86 |
2,83 |
97,48 |
2,85 |
WS0428 |
PL0000107611 |
98,48 |
98,90 |
2,94 |
2,89 |
98,69 |
2,92 |
WZ0528 |
PL0000110383 |
95,94 |
96,31 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
124,35 |
124,97 |
2,90 |
2,84 |
124,66 |
2,87 |
DS1029 |
PL0000111498 |
97,49 |
97,92 |
3,03 |
2,98 |
97,71 |
3,00 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1021 |
PL0000106670 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
350 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
240 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,370 |
1,400 |
1,386 |
415 |
WS0428 |
PL0000107611 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
200 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,370 |
1,370 |
1,370 |
140 |
PS0721 |
PL0000109153 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
10 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
140 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
115 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
100 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
15 |
TOTAL |
2 115 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.