2019-05-07 |
MARKET DATA |
No 86 (3616) |
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 |
355,00 |
366,84 |
26 |
430,00 |
432,76 |
3 |
785,00 |
799,60 |
29 |
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 |
100,39 |
100,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,85 |
101,91 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,94 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,12 |
98,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,25 |
105,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,62 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,04 |
100,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,65 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,97 |
101,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,16 |
112,22 |
112,160 |
112,160 |
112,160 |
112,160 |
112,160 |
75 000 |
86,81 |
1 |
PS0123 |
PL0000110151 |
101,41 |
101,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,45 |
107,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,83 |
100,74 |
100,850 |
100,880 |
100,850 |
100,880 |
100,871 |
95 000 |
95,92 |
5 |
DS0725 |
PL0000108197 |
104,00 |
104,04 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,73 |
98,67 |
98,730 |
98,730 |
98,720 |
98,720 |
98,725 |
20 000 |
20,14 |
2 |
DS0727 |
PL0000109427 |
97,75 |
97,50 |
97,500 |
97,780 |
97,500 |
97,770 |
97,690 |
85 000 |
84,71 |
12 |
WS0428 |
PL0000107611 |
98,83 |
98,65 |
98,800 |
99,000 |
98,800 |
99,000 |
98,964 |
80 000 |
79,26 |
6 |
WS0429 |
PL0000105391 |
124,92 |
124,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
97,96 |
97,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
105,32 |
144,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
112,50 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
113,05 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,94 |
99,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,22 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,00 |
99,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,80 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,10 |
96,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
355 000 |
366,84 |
26 |
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 |
101,83 |
101,93 |
1,48 |
1,27 |
101,88 |
1,37 |
WZ0120 |
PL0000108601 |
100,19 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,00 |
1,59 |
1,50 |
99,96 |
1,54 |
OK0720 |
PL0000110375 |
98,07 |
98,26 |
1,62 |
1,46 |
98,17 |
1,53 |
DS1020 |
PL0000106126 |
105,19 |
105,37 |
1,62 |
1,50 |
105,28 |
1,56 |
WZ0121 |
PL0000106068 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,53 |
100,67 |
1,72 |
1,65 |
100,60 |
1,68 |
OK0521 |
PL0000111274 |
96,57 |
96,77 |
1,72 |
1,62 |
96,67 |
1,67 |
PS0721 |
PL0000109153 |
99,98 |
100,16 |
1,76 |
1,67 |
100,07 |
1,71 |
DS1021 |
PL0000106670 |
109,56 |
109,74 |
1,74 |
1,67 |
109,65 |
1,71 |
PS0422 |
PL0000109492 |
100,87 |
101,06 |
1,94 |
1,88 |
100,97 |
1,91 |
WS0922 |
PL0000102646 |
112,03 |
112,26 |
2,02 |
1,96 |
112,15 |
1,99 |
WZ1122 |
PL0000109377 |
99,86 |
100,00 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,26 |
101,48 |
2,14 |
2,08 |
101,37 |
2,11 |
IZ0823 |
PL0000105359 |
112,84 |
113,50 |
--- |
--- |
113,17 |
--- |
DS1023 |
PL0000107264 |
107,35 |
107,57 |
2,25 |
2,20 |
107,46 |
2,22 |
WZ0124 |
PL0000107454 |
99,06 |
99,36 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
100,62 |
100,79 |
2,36 |
2,33 |
100,71 |
2,34 |
WZ0524 |
PL0000110615 |
98,91 |
99,16 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
103,76 |
104,10 |
2,58 |
2,53 |
103,93 |
2,55 |
WZ0126 |
PL0000108817 |
97,64 |
98,03 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
98,29 |
98,70 |
2,76 |
2,70 |
98,50 |
2,73 |
DS0727 |
PL0000109427 |
97,39 |
97,56 |
2,86 |
2,83 |
97,48 |
2,85 |
WS0428 |
PL0000107611 |
98,52 |
98,74 |
2,94 |
2,91 |
98,63 |
2,92 |
WZ0528 |
PL0000110383 |
95,95 |
96,28 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
124,45 |
124,98 |
2,89 |
2,83 |
124,72 |
2,86 |
DS1029 |
PL0000111498 |
97,59 |
97,97 |
3,02 |
2,98 |
97,78 |
3,00 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,83 |
101,93 |
1,48 |
1,27 |
101,88 |
1,37 |
WZ0120 |
PL0000108601 |
100,20 |
100,31 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,92 |
100,02 |
1,58 |
1,48 |
99,97 |
1,53 |
OK0720 |
PL0000110375 |
98,11 |
98,29 |
1,58 |
1,43 |
98,20 |
1,51 |
DS1020 |
PL0000106126 |
105,21 |
105,33 |
1,61 |
1,53 |
105,27 |
1,57 |
WZ0121 |
PL0000106068 |
100,23 |
100,38 |
--- |
--- |
100,31 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,68 |
1,70 |
1,64 |
100,63 |
1,67 |
OK0521 |
PL0000111274 |
96,59 |
96,79 |
1,71 |
1,61 |
96,69 |
1,66 |
PS0721 |
PL0000109153 |
100,01 |
100,17 |
1,74 |
1,67 |
100,09 |
1,70 |
DS1021 |
PL0000106670 |
109,61 |
109,77 |
1,72 |
1,66 |
109,69 |
1,69 |
PS0422 |
PL0000109492 |
100,89 |
101,11 |
1,94 |
1,86 |
101,00 |
1,90 |
WS0922 |
PL0000102646 |
112,05 |
112,31 |
2,02 |
1,94 |
112,18 |
1,98 |
WZ1122 |
PL0000109377 |
99,88 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,36 |
101,54 |
2,11 |
2,06 |
101,45 |
2,09 |
IZ0823 |
PL0000105359 |
112,85 |
113,48 |
--- |
--- |
113,17 |
--- |
DS1023 |
PL0000107264 |
107,41 |
107,67 |
2,23 |
2,17 |
107,54 |
2,20 |
WZ0124 |
PL0000107454 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
100,77 |
100,90 |
2,33 |
2,30 |
100,84 |
2,32 |
WZ0524 |
PL0000110615 |
98,95 |
99,16 |
--- |
--- |
99,06 |
--- |
DS0725 |
PL0000108197 |
103,94 |
104,24 |
2,55 |
2,50 |
104,09 |
2,53 |
WZ0126 |
PL0000108817 |
97,71 |
98,05 |
--- |
--- |
97,88 |
--- |
DS0726 |
PL0000108866 |
98,64 |
98,79 |
2,71 |
2,68 |
98,72 |
2,69 |
DS0727 |
PL0000109427 |
97,65 |
97,80 |
2,82 |
2,80 |
97,73 |
2,81 |
WS0428 |
PL0000107611 |
98,76 |
99,05 |
2,91 |
2,87 |
98,91 |
2,89 |
WZ0528 |
PL0000110383 |
95,95 |
96,27 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
124,82 |
125,36 |
2,85 |
2,80 |
125,09 |
2,82 |
DS1029 |
PL0000111498 |
97,89 |
98,25 |
2,98 |
2,94 |
98,07 |
2,96 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0727 |
PL0000109427 |
0/1 |
1 |
1,370 |
1,370 |
1,370 |
80 |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,330 |
1,370 |
1,353 |
350 |
TOTAL |
430 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.