2019-05-09 |
MARKET DATA |
No 88 (3618) |
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 |
285,00 |
285,06 |
28 |
715,00 |
715,52 |
8 |
1 000,00 |
1 000,59 |
36 |
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 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,83 |
101,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,17 |
98,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,24 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,59 |
100,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,64 |
96,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,10 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,64 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
100,98 |
101,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,12 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,53 |
101,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,61 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
100,98 |
100,95 |
101,030 |
101,030 |
101,030 |
101,030 |
101,030 |
15 000 |
15,17 |
1 |
DS0725 |
PL0000108197 |
104,22 |
104,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
98,94 |
99,05 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
5 000 |
5,05 |
1 |
DS0727 |
PL0000109427 |
98,00 |
97,92 |
97,920 |
98,140 |
97,920 |
98,140 |
98,023 |
215 000 |
215,05 |
22 |
WS0428 |
PL0000107611 |
99,32 |
99,27 |
99,400 |
99,450 |
99,400 |
99,450 |
99,439 |
50 000 |
49,79 |
4 |
WS0429 |
PL0000105391 |
125,42 |
125,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,45 |
98,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,13 |
145,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
113,75 |
118,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,85 |
113,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,23 |
100,27 |
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 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,98 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,74 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,13 |
96,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
285 000 |
285,06 |
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 |
101,81 |
101,91 |
1,43 |
1,21 |
101,86 |
1,32 |
WZ0120 |
PL0000108601 |
100,19 |
100,32 |
--- |
--- |
100,26 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,12 |
98,29 |
1,59 |
1,44 |
98,21 |
1,51 |
DS1020 |
PL0000106126 |
105,21 |
105,38 |
1,58 |
1,47 |
105,30 |
1,52 |
WZ0121 |
PL0000106068 |
100,22 |
100,38 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,56 |
100,75 |
1,70 |
1,60 |
100,66 |
1,65 |
OK0521 |
PL0000111274 |
96,63 |
96,83 |
1,70 |
1,60 |
96,73 |
1,65 |
PS0721 |
PL0000109153 |
100,03 |
100,22 |
1,73 |
1,64 |
100,13 |
1,69 |
DS1021 |
PL0000106670 |
109,61 |
109,80 |
1,71 |
1,63 |
109,71 |
1,67 |
PS0422 |
PL0000109492 |
100,92 |
101,12 |
1,92 |
1,85 |
101,02 |
1,89 |
WS0922 |
PL0000102646 |
112,06 |
112,28 |
2,00 |
1,94 |
112,17 |
1,97 |
WZ1122 |
PL0000109377 |
99,87 |
100,01 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,42 |
101,61 |
2,09 |
2,04 |
101,52 |
2,07 |
IZ0823 |
PL0000105359 |
112,72 |
113,53 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,46 |
107,72 |
2,22 |
2,16 |
107,59 |
2,19 |
WZ0124 |
PL0000107454 |
99,09 |
99,39 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
100,87 |
101,06 |
2,31 |
2,27 |
100,97 |
2,29 |
WZ0524 |
PL0000110615 |
98,88 |
99,14 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,10 |
104,43 |
2,52 |
2,47 |
104,27 |
2,49 |
WZ0126 |
PL0000108817 |
97,67 |
97,96 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
98,85 |
99,14 |
2,67 |
2,63 |
99,00 |
2,65 |
DS0727 |
PL0000109427 |
97,86 |
98,09 |
2,79 |
2,76 |
97,98 |
2,78 |
WS0428 |
PL0000107611 |
99,04 |
99,45 |
2,87 |
2,82 |
99,25 |
2,84 |
WZ0528 |
PL0000110383 |
96,02 |
96,29 |
--- |
--- |
96,16 |
--- |
WS0429 |
PL0000105391 |
125,13 |
125,67 |
2,82 |
2,76 |
125,40 |
2,79 |
DS1029 |
PL0000111498 |
98,21 |
98,51 |
2,95 |
2,91 |
98,36 |
2,93 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,81 |
101,91 |
1,43 |
1,21 |
101,86 |
1,32 |
WZ0120 |
PL0000108601 |
100,19 |
100,30 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,14 |
98,30 |
1,57 |
1,44 |
98,22 |
1,50 |
DS1020 |
PL0000106126 |
105,22 |
105,38 |
1,58 |
1,47 |
105,30 |
1,52 |
WZ0121 |
PL0000106068 |
100,22 |
100,37 |
--- |
--- |
100,30 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,76 |
1,69 |
1,60 |
100,67 |
1,65 |
OK0521 |
PL0000111274 |
96,63 |
96,84 |
1,70 |
1,59 |
96,74 |
1,64 |
PS0721 |
PL0000109153 |
100,08 |
100,24 |
1,71 |
1,63 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,61 |
109,77 |
1,71 |
1,64 |
109,69 |
1,68 |
PS0422 |
PL0000109492 |
100,95 |
101,15 |
1,91 |
1,84 |
101,05 |
1,88 |
WS0922 |
PL0000102646 |
112,10 |
112,29 |
1,99 |
1,94 |
112,20 |
1,96 |
WZ1122 |
PL0000109377 |
99,88 |
100,00 |
--- |
--- |
99,94 |
--- |
PS0123 |
PL0000110151 |
101,49 |
101,60 |
2,07 |
2,04 |
101,55 |
2,06 |
IZ0823 |
PL0000105359 |
112,72 |
113,53 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,57 |
107,76 |
2,19 |
2,15 |
107,67 |
2,17 |
WZ0124 |
PL0000107454 |
99,07 |
99,32 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
100,95 |
101,10 |
2,29 |
2,26 |
101,03 |
2,27 |
WZ0524 |
PL0000110615 |
98,92 |
99,10 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,19 |
104,45 |
2,51 |
2,46 |
104,32 |
2,49 |
WZ0126 |
PL0000108817 |
97,67 |
98,05 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
98,91 |
99,27 |
2,67 |
2,61 |
99,09 |
2,64 |
DS0727 |
PL0000109427 |
97,96 |
98,12 |
2,78 |
2,76 |
98,04 |
2,77 |
WS0428 |
PL0000107611 |
99,27 |
99,46 |
2,84 |
2,82 |
99,37 |
2,83 |
WZ0528 |
PL0000110383 |
96,05 |
96,28 |
--- |
--- |
96,17 |
--- |
WS0429 |
PL0000105391 |
125,37 |
125,77 |
2,79 |
2,75 |
125,57 |
2,77 |
DS1029 |
PL0000111498 |
98,40 |
98,60 |
2,93 |
2,90 |
98,50 |
2,92 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
1,400 |
1,400 |
1,400 |
160 |
PS0123 |
PL0000110151 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
10 |
WZ0524 |
PL0000110615 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
210 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
5 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,440 |
1,450 |
1,443 |
30 |
DS0727 |
PL0000109427 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
250 |
WZ0528 |
PL0000110383 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
50 |
TOTAL |
715 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.