2019-05-13 |
MARKET DATA |
No 90 (3620) |
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 |
345,00 |
362,41 |
31 |
920,00 |
999,59 |
12 |
1 265,00 |
1 362,01 |
43 |
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 |
100,38 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,78 |
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 |
98,19 |
98,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,26 |
105,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,65 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,73 |
96,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,15 |
100,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,70 |
109,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,12 |
101,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
112,30 |
112,25 |
112,250 |
112,300 |
112,250 |
112,300 |
112,283 |
90 000 |
104,37 |
8 |
PS0123 |
PL0000110151 |
101,78 |
101,67 |
101,700 |
101,700 |
101,700 |
101,700 |
101,700 |
10 000 |
10,25 |
1 |
DS1023 |
PL0000107264 |
107,88 |
107,83 |
107,880 |
107,880 |
107,880 |
107,880 |
107,880 |
5 000 |
5,50 |
1 |
PS0424 |
PL0000111191 |
101,34 |
101,15 |
101,150 |
101,350 |
101,150 |
101,320 |
101,213 |
155 000 |
157,09 |
10 |
DS0725 |
PL0000108197 |
104,62 |
104,58 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,43 |
99,35 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
5 000 |
5,07 |
1 |
DS0727 |
PL0000109427 |
98,57 |
98,30 |
98,380 |
98,550 |
98,380 |
98,550 |
98,439 |
35 000 |
35,16 |
6 |
WS0428 |
PL0000107611 |
99,74 |
99,62 |
99,620 |
99,930 |
99,620 |
99,930 |
99,783 |
45 000 |
44,97 |
4 |
WS0429 |
PL0000105391 |
126,04 |
125,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,08 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
107,17 |
146,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
114,50 |
118,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,85 |
113,40 |
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 |
100,25 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,93 |
99,09 |
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 |
96,10 |
96,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
345 000 |
362,41 |
31 |
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 |
101,76 |
101,87 |
1,49 |
1,25 |
101,82 |
1,36 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,15 |
98,30 |
1,57 |
1,44 |
98,23 |
1,50 |
DS1020 |
PL0000106126 |
105,19 |
105,35 |
1,58 |
1,48 |
105,27 |
1,53 |
WZ0121 |
PL0000106068 |
100,19 |
100,35 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,76 |
1,69 |
1,60 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,67 |
96,85 |
1,68 |
1,59 |
96,76 |
1,64 |
PS0721 |
PL0000109153 |
100,07 |
100,24 |
1,71 |
1,63 |
100,16 |
1,67 |
DS1021 |
PL0000106670 |
109,60 |
109,79 |
1,70 |
1,63 |
109,70 |
1,66 |
PS0422 |
PL0000109492 |
100,98 |
101,16 |
1,90 |
1,84 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,13 |
112,35 |
1,98 |
1,91 |
112,24 |
1,94 |
WZ1122 |
PL0000109377 |
99,83 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,49 |
101,70 |
2,07 |
2,02 |
101,60 |
2,04 |
IZ0823 |
PL0000105359 |
112,67 |
113,59 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,58 |
107,86 |
2,19 |
2,12 |
107,72 |
2,16 |
WZ0124 |
PL0000107454 |
99,05 |
99,35 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,01 |
101,19 |
2,28 |
2,24 |
101,10 |
2,26 |
WZ0524 |
PL0000110615 |
98,81 |
99,12 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,30 |
104,62 |
2,49 |
2,43 |
104,46 |
2,46 |
WZ0126 |
PL0000108817 |
97,59 |
97,95 |
--- |
--- |
97,77 |
--- |
DS0726 |
PL0000108866 |
99,02 |
99,42 |
2,65 |
2,59 |
99,22 |
2,62 |
DS0727 |
PL0000109427 |
98,15 |
98,35 |
2,75 |
2,72 |
98,25 |
2,74 |
WS0428 |
PL0000107611 |
99,36 |
99,68 |
2,83 |
2,79 |
99,52 |
2,81 |
WZ0528 |
PL0000110383 |
95,91 |
96,35 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
125,49 |
126,03 |
2,78 |
2,72 |
125,76 |
2,75 |
DS1029 |
PL0000111498 |
98,59 |
99,00 |
2,91 |
2,86 |
98,80 |
2,88 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,76 |
101,87 |
1,49 |
1,25 |
101,82 |
1,36 |
WZ0120 |
PL0000108601 |
100,19 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,02 |
1,56 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,17 |
98,33 |
1,55 |
1,42 |
98,25 |
1,49 |
DS1020 |
PL0000106126 |
105,23 |
105,41 |
1,56 |
1,44 |
105,32 |
1,50 |
WZ0121 |
PL0000106068 |
100,20 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,80 |
1,67 |
1,58 |
100,72 |
1,62 |
OK0521 |
PL0000111274 |
96,71 |
96,91 |
1,66 |
1,56 |
96,81 |
1,61 |
PS0721 |
PL0000109153 |
100,12 |
100,24 |
1,69 |
1,63 |
100,18 |
1,66 |
DS1021 |
PL0000106670 |
109,67 |
109,80 |
1,68 |
1,63 |
109,74 |
1,65 |
PS0422 |
PL0000109492 |
101,08 |
101,27 |
1,87 |
1,80 |
101,18 |
1,83 |
WS0922 |
PL0000102646 |
112,26 |
112,38 |
1,94 |
1,90 |
112,32 |
1,92 |
WZ1122 |
PL0000109377 |
99,84 |
99,99 |
--- |
--- |
99,92 |
--- |
PS0123 |
PL0000110151 |
101,73 |
101,85 |
2,01 |
1,97 |
101,79 |
1,99 |
IZ0823 |
PL0000105359 |
112,70 |
113,56 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,82 |
107,97 |
2,13 |
2,10 |
107,90 |
2,12 |
WZ0124 |
PL0000107454 |
99,09 |
99,31 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,28 |
101,42 |
2,22 |
2,19 |
101,35 |
2,21 |
WZ0524 |
PL0000110615 |
98,88 |
99,12 |
--- |
--- |
99,00 |
--- |
DS0725 |
PL0000108197 |
104,59 |
104,90 |
2,44 |
2,39 |
104,75 |
2,41 |
WZ0126 |
PL0000108817 |
97,63 |
97,95 |
--- |
--- |
97,79 |
--- |
DS0726 |
PL0000108866 |
99,38 |
99,59 |
2,59 |
2,56 |
99,49 |
2,58 |
DS0727 |
PL0000109427 |
98,48 |
98,68 |
2,71 |
2,68 |
98,58 |
2,69 |
WS0428 |
PL0000107611 |
99,70 |
100,04 |
2,79 |
2,74 |
99,87 |
2,76 |
WZ0528 |
PL0000110383 |
95,99 |
96,26 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
126,01 |
126,60 |
2,73 |
2,67 |
126,31 |
2,70 |
DS1029 |
PL0000111498 |
99,06 |
99,51 |
2,85 |
2,80 |
99,29 |
2,83 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
WS0428 |
PL0000107611 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
20 |
DS0725 |
PL0000108197 |
0/1 |
1 |
1,460 |
1,460 |
1,460 |
5 |
DS1029 |
PL0000111498 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
30 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,490 |
1,490 |
1,490 |
30 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
350 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
140 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
250 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
55 |
TOTAL |
920 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.