2019-05-08 |
MARKET DATA |
No 87 (3617) |
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 |
255,00 |
257,88 |
28 |
830,00 |
886,55 |
7 |
1 085,00 |
1 144,44 |
35 |
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 |
100,38 |
100,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,87 |
101,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
99,97 |
99,970 |
99,970 |
99,970 |
99,970 |
99,970 |
10 000 |
10,00 |
1 |
OK0720 |
PL0000110375 |
98,15 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,26 |
105,34 |
105,260 |
105,260 |
105,260 |
105,260 |
105,260 |
10 000 |
10,81 |
1 |
PS0421 |
PL0000108916 |
100,58 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,62 |
96,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,07 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,68 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,96 |
101,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,16 |
112,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,47 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,53 |
107,64 |
107,660 |
107,670 |
107,660 |
107,670 |
107,665 |
20 000 |
21,96 |
2 |
PS0424 |
PL0000111191 |
100,96 |
100,90 |
100,940 |
100,950 |
100,900 |
100,900 |
100,930 |
30 000 |
30,31 |
3 |
DS0725 |
PL0000108197 |
104,20 |
104,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,95 |
98,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,00 |
97,80 |
97,800 |
98,040 |
97,800 |
97,880 |
97,913 |
180 000 |
179,80 |
20 |
WS0428 |
PL0000107611 |
99,25 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,33 |
125,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,33 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,06 |
145,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
113,50 |
113,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,86 |
113,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,25 |
100,30 |
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 |
99,93 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,23 |
99,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
99,00 |
98,98 |
98,980 |
98,980 |
98,980 |
98,980 |
98,980 |
5 000 |
4,99 |
1 |
WZ0126 |
PL0000108817 |
97,83 |
97,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,16 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
255 000 |
257,88 |
28 |
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 |
101,94 |
1,48 |
1,23 |
101,88 |
1,35 |
WZ0120 |
PL0000108601 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,91 |
100,02 |
1,59 |
1,48 |
99,97 |
1,53 |
OK0720 |
PL0000110375 |
98,10 |
98,28 |
1,60 |
1,44 |
98,19 |
1,52 |
DS1020 |
PL0000106126 |
105,20 |
105,39 |
1,61 |
1,48 |
105,30 |
1,54 |
WZ0121 |
PL0000106068 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,72 |
1,71 |
1,62 |
100,64 |
1,66 |
OK0521 |
PL0000111274 |
96,58 |
96,80 |
1,72 |
1,60 |
96,69 |
1,66 |
PS0721 |
PL0000109153 |
100,00 |
100,19 |
1,75 |
1,66 |
100,10 |
1,70 |
DS1021 |
PL0000106670 |
109,59 |
109,77 |
1,73 |
1,66 |
109,68 |
1,69 |
PS0422 |
PL0000109492 |
100,85 |
101,09 |
1,95 |
1,87 |
100,97 |
1,91 |
WS0922 |
PL0000102646 |
112,02 |
112,29 |
2,02 |
1,94 |
112,16 |
1,98 |
WZ1122 |
PL0000109377 |
99,86 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,35 |
101,58 |
2,11 |
2,05 |
101,47 |
2,08 |
IZ0823 |
PL0000105359 |
112,69 |
113,58 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
107,40 |
107,67 |
2,23 |
2,17 |
107,54 |
2,20 |
WZ0124 |
PL0000107454 |
99,13 |
99,40 |
--- |
--- |
99,27 |
--- |
PS0424 |
PL0000111191 |
100,75 |
100,95 |
2,34 |
2,29 |
100,85 |
2,31 |
WZ0524 |
PL0000110615 |
98,92 |
99,16 |
--- |
--- |
99,04 |
--- |
DS0725 |
PL0000108197 |
103,94 |
104,29 |
2,55 |
2,49 |
104,12 |
2,52 |
WZ0126 |
PL0000108817 |
97,61 |
98,04 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
98,51 |
98,93 |
2,73 |
2,66 |
98,72 |
2,69 |
DS0727 |
PL0000109427 |
97,64 |
97,86 |
2,82 |
2,79 |
97,75 |
2,81 |
WS0428 |
PL0000107611 |
98,78 |
99,21 |
2,90 |
2,85 |
99,00 |
2,88 |
WZ0528 |
PL0000110383 |
96,02 |
96,30 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
124,79 |
125,45 |
2,85 |
2,79 |
125,12 |
2,82 |
DS1029 |
PL0000111498 |
97,90 |
98,34 |
2,98 |
2,93 |
98,12 |
2,96 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,84 |
101,94 |
1,43 |
1,23 |
101,89 |
1,33 |
WZ0120 |
PL0000108601 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,02 |
1,56 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,13 |
98,28 |
1,57 |
1,44 |
98,21 |
1,50 |
DS1020 |
PL0000106126 |
105,24 |
105,41 |
1,58 |
1,47 |
105,33 |
1,52 |
WZ0121 |
PL0000106068 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,75 |
1,70 |
1,61 |
100,66 |
1,65 |
OK0521 |
PL0000111274 |
96,60 |
96,81 |
1,71 |
1,60 |
96,71 |
1,65 |
PS0721 |
PL0000109153 |
100,05 |
100,22 |
1,72 |
1,64 |
100,14 |
1,68 |
DS1021 |
PL0000106670 |
109,64 |
109,80 |
1,71 |
1,65 |
109,72 |
1,68 |
PS0422 |
PL0000109492 |
100,93 |
101,12 |
1,92 |
1,86 |
101,03 |
1,89 |
WS0922 |
PL0000102646 |
112,10 |
112,28 |
2,00 |
1,95 |
112,19 |
1,97 |
WZ1122 |
PL0000109377 |
99,87 |
99,99 |
--- |
--- |
99,93 |
--- |
PS0123 |
PL0000110151 |
101,41 |
101,58 |
2,10 |
2,05 |
101,50 |
2,07 |
IZ0823 |
PL0000105359 |
112,75 |
113,53 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
107,45 |
107,70 |
2,22 |
2,17 |
107,58 |
2,19 |
WZ0124 |
PL0000107454 |
99,15 |
99,33 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
100,84 |
100,99 |
2,32 |
2,28 |
100,92 |
2,30 |
WZ0524 |
PL0000110615 |
98,95 |
99,15 |
--- |
--- |
99,05 |
--- |
DS0725 |
PL0000108197 |
104,06 |
104,37 |
2,53 |
2,48 |
104,22 |
2,50 |
WZ0126 |
PL0000108817 |
97,75 |
97,95 |
--- |
--- |
97,85 |
--- |
DS0726 |
PL0000108866 |
98,82 |
99,10 |
2,68 |
2,64 |
98,96 |
2,66 |
DS0727 |
PL0000109427 |
97,83 |
98,00 |
2,80 |
2,77 |
97,92 |
2,78 |
WS0428 |
PL0000107611 |
99,07 |
99,33 |
2,87 |
2,83 |
99,20 |
2,85 |
WZ0528 |
PL0000110383 |
96,07 |
96,28 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
125,04 |
125,58 |
2,83 |
2,77 |
125,31 |
2,80 |
DS1029 |
PL0000111498 |
98,21 |
98,46 |
2,95 |
2,92 |
98,34 |
2,93 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0123 |
PL0000110151 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
30 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
330 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
355 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
10 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
85 |
TOTAL |
830 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.