2019-05-10 |
MARKET DATA |
No 89 (3619) |
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 |
315,00 |
317,76 |
27 |
2 690,00 |
2 731,96 |
21 |
3 005,00 |
3 049,72 |
48 |
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 |
100,33 |
100,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,82 |
101,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,96 |
99,99 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,17 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,25 |
105,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,62 |
100,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,09 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,64 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,01 |
101,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,20 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,58 |
101,60 |
101,580 |
101,580 |
101,580 |
101,580 |
101,580 |
10 000 |
10,23 |
1 |
DS1023 |
PL0000107264 |
107,65 |
107,73 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,09 |
101,05 |
101,050 |
101,100 |
101,050 |
101,090 |
101,074 |
160 000 |
161,93 |
9 |
DS0725 |
PL0000108197 |
104,33 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,11 |
99,08 |
99,080 |
99,130 |
99,080 |
99,130 |
99,110 |
60 000 |
60,67 |
7 |
DS0727 |
PL0000109427 |
98,17 |
98,13 |
98,140 |
98,250 |
98,140 |
98,250 |
98,172 |
25 000 |
25,04 |
4 |
WS0428 |
PL0000107611 |
99,48 |
99,40 |
99,400 |
99,530 |
99,400 |
99,510 |
99,470 |
50 000 |
49,81 |
5 |
WS0429 |
PL0000105391 |
125,50 |
125,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,62 |
98,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,62 |
146,24 |
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 |
112,91 |
113,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,22 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,93 |
99,92 |
99,930 |
99,930 |
99,930 |
99,930 |
99,930 |
10 000 |
10,08 |
1 |
WZ0124 |
PL0000107454 |
99,16 |
99,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
99,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
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 |
315 000 |
317,76 |
27 |
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 |
101,79 |
101,88 |
1,45 |
1,25 |
101,84 |
1,34 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,14 |
98,29 |
1,58 |
1,45 |
98,22 |
1,51 |
DS1020 |
PL0000106126 |
105,20 |
105,37 |
1,58 |
1,47 |
105,29 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,37 |
--- |
--- |
100,29 |
--- |
PS0421 |
PL0000108916 |
100,60 |
100,76 |
1,68 |
1,60 |
100,68 |
1,64 |
OK0521 |
PL0000111274 |
96,63 |
96,85 |
1,70 |
1,59 |
96,74 |
1,64 |
PS0721 |
PL0000109153 |
100,06 |
100,25 |
1,72 |
1,63 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,59 |
109,76 |
1,71 |
1,65 |
109,68 |
1,68 |
PS0422 |
PL0000109492 |
100,97 |
101,16 |
1,91 |
1,84 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,11 |
112,34 |
1,98 |
1,92 |
112,23 |
1,95 |
WZ1122 |
PL0000109377 |
99,88 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0123 |
PL0000110151 |
101,48 |
101,68 |
2,08 |
2,02 |
101,58 |
2,05 |
IZ0823 |
PL0000105359 |
112,68 |
113,59 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
107,54 |
107,77 |
2,20 |
2,15 |
107,66 |
2,17 |
WZ0124 |
PL0000107454 |
99,08 |
99,39 |
--- |
--- |
99,24 |
--- |
PS0424 |
PL0000111191 |
100,98 |
101,15 |
2,29 |
2,25 |
101,07 |
2,27 |
WZ0524 |
PL0000110615 |
98,87 |
99,14 |
--- |
--- |
99,01 |
--- |
DS0725 |
PL0000108197 |
104,24 |
104,52 |
2,50 |
2,45 |
104,38 |
2,48 |
WZ0126 |
PL0000108817 |
97,67 |
98,05 |
--- |
--- |
97,86 |
--- |
DS0726 |
PL0000108866 |
98,91 |
99,32 |
2,67 |
2,60 |
99,12 |
2,63 |
DS0727 |
PL0000109427 |
98,00 |
98,21 |
2,77 |
2,74 |
98,11 |
2,76 |
WS0428 |
PL0000107611 |
99,33 |
99,56 |
2,83 |
2,80 |
99,45 |
2,82 |
WZ0528 |
PL0000110383 |
96,03 |
96,32 |
--- |
--- |
96,18 |
--- |
WS0429 |
PL0000105391 |
125,32 |
125,89 |
2,80 |
2,74 |
125,61 |
2,77 |
DS1029 |
PL0000111498 |
98,45 |
98,87 |
2,92 |
2,87 |
98,66 |
2,90 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,76 |
101,88 |
1,51 |
1,25 |
101,82 |
1,38 |
WZ0120 |
PL0000108601 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,14 |
98,30 |
1,58 |
1,44 |
98,22 |
1,51 |
DS1020 |
PL0000106126 |
105,21 |
105,37 |
1,58 |
1,47 |
105,29 |
1,52 |
WZ0121 |
PL0000106068 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,76 |
1,69 |
1,60 |
100,68 |
1,64 |
OK0521 |
PL0000111274 |
96,66 |
96,86 |
1,69 |
1,58 |
96,76 |
1,63 |
PS0721 |
PL0000109153 |
100,06 |
100,25 |
1,72 |
1,63 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,61 |
109,77 |
1,70 |
1,64 |
109,69 |
1,67 |
PS0422 |
PL0000109492 |
100,98 |
101,16 |
1,90 |
1,84 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,13 |
112,33 |
1,98 |
1,92 |
112,23 |
1,95 |
WZ1122 |
PL0000109377 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,53 |
101,66 |
2,06 |
2,03 |
101,60 |
2,04 |
IZ0823 |
PL0000105359 |
112,76 |
113,47 |
--- |
--- |
113,12 |
--- |
DS1023 |
PL0000107264 |
107,60 |
107,77 |
2,18 |
2,15 |
107,69 |
2,16 |
WZ0124 |
PL0000107454 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,03 |
101,16 |
2,27 |
2,25 |
101,10 |
2,26 |
WZ0524 |
PL0000110615 |
98,88 |
99,12 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,50 |
2,50 |
2,45 |
104,38 |
2,48 |
WZ0126 |
PL0000108817 |
97,64 |
98,00 |
--- |
--- |
97,82 |
--- |
DS0726 |
PL0000108866 |
99,03 |
99,23 |
2,65 |
2,62 |
99,13 |
2,63 |
DS0727 |
PL0000109427 |
98,11 |
98,27 |
2,76 |
2,74 |
98,19 |
2,75 |
WS0428 |
PL0000107611 |
99,38 |
99,59 |
2,83 |
2,80 |
99,49 |
2,81 |
WZ0528 |
PL0000110383 |
95,98 |
96,30 |
--- |
--- |
96,14 |
--- |
WS0429 |
PL0000105391 |
125,43 |
126,00 |
2,78 |
2,73 |
125,72 |
2,76 |
DS1029 |
PL0000111498 |
98,57 |
98,90 |
2,91 |
2,87 |
98,74 |
2,89 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,430 |
1,430 |
1,430 |
130 |
PS0123 |
PL0000110151 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
10 |
PS0424 |
PL0000111191 |
0/3 |
3 |
1,460 |
1,470 |
1,466 |
450 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
10 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
70 |
WS0428 |
PL0000107611 |
3/10 |
7 |
1,400 |
1,400 |
1,400 |
320 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
140 |
DS0726 |
PL0000108866 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
20 |
PS0421 |
PL0000108916 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
290 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
140 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
200 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
190 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,470 |
1,480 |
1,471 |
490 |
WZ0528 |
PL0000110383 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
90 |
WZ0524 |
PL0000110615 |
3/10 |
7 |
1,480 |
1,480 |
1,480 |
140 |
TOTAL |
2 690 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.