2019-05-14 |
MARKET DATA |
No 91 (3621) |
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 |
182,50 |
189,04 |
10 |
140,00 |
142,46 |
4 |
322,50 |
331,49 |
14 |
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 |
101,78 |
101,80 |
101,780 |
101,780 |
101,780 |
101,780 |
101,780 |
97 500 |
102,22 |
1 |
PS0420 |
PL0000108510 |
99,97 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,19 |
98,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,26 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,74 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,14 |
100,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,68 |
109,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,10 |
101,14 |
101,080 |
101,080 |
101,080 |
101,080 |
101,080 |
10 000 |
10,12 |
1 |
WS0922 |
PL0000102646 |
112,30 |
112,28 |
112,300 |
112,300 |
112,300 |
112,300 |
112,300 |
5 000 |
5,80 |
1 |
PS0123 |
PL0000110151 |
101,79 |
101,78 |
101,790 |
101,790 |
101,780 |
101,780 |
101,785 |
20 000 |
20,51 |
2 |
DS1023 |
PL0000107264 |
107,85 |
107,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,33 |
101,28 |
101,320 |
101,330 |
101,320 |
101,330 |
101,325 |
20 000 |
20,29 |
2 |
PS1024 |
PL0000111720 |
99,68 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,65 |
104,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,42 |
99,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,52 |
98,45 |
98,460 |
98,460 |
98,460 |
98,460 |
98,460 |
10 000 |
10,05 |
1 |
WS0428 |
PL0000107611 |
99,83 |
99,79 |
99,720 |
99,720 |
99,720 |
99,720 |
99,720 |
10 000 |
9,99 |
1 |
WS0429 |
PL0000105391 |
126,11 |
126,26 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,05 |
99,13 |
99,050 |
99,050 |
99,050 |
99,050 |
99,050 |
10 000 |
10,06 |
1 |
WS0437 |
PL0000104857 |
107,27 |
146,94 |
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 |
112,95 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,18 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,93 |
98,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,70 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,05 |
96,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
182 500 |
189,04 |
10 |
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 |
1,46 |
1,23 |
101,82 |
1,33 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,02 |
1,57 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,13 |
98,32 |
1,59 |
1,43 |
98,23 |
1,51 |
DS1020 |
PL0000106126 |
105,17 |
105,36 |
1,59 |
1,46 |
105,27 |
1,52 |
WZ0121 |
PL0000106068 |
100,20 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,74 |
1,69 |
1,61 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,70 |
96,91 |
1,67 |
1,56 |
96,81 |
1,61 |
PS0721 |
PL0000109153 |
100,09 |
100,29 |
1,70 |
1,61 |
100,19 |
1,66 |
DS1021 |
PL0000106670 |
109,65 |
109,85 |
1,68 |
1,60 |
109,75 |
1,64 |
PS0422 |
PL0000109492 |
101,04 |
101,21 |
1,88 |
1,82 |
101,13 |
1,85 |
WS0922 |
PL0000102646 |
112,18 |
112,33 |
1,96 |
1,92 |
112,26 |
1,94 |
WZ1122 |
PL0000109377 |
99,83 |
99,99 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,60 |
101,82 |
2,04 |
1,98 |
101,71 |
2,01 |
IZ0823 |
PL0000105359 |
112,63 |
113,62 |
--- |
--- |
113,13 |
--- |
DS1023 |
PL0000107264 |
107,67 |
107,88 |
2,17 |
2,12 |
107,78 |
2,14 |
WZ0124 |
PL0000107454 |
99,08 |
99,34 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,13 |
101,32 |
2,25 |
2,21 |
101,23 |
2,23 |
WZ0524 |
PL0000110615 |
98,86 |
99,11 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,50 |
104,80 |
2,45 |
2,40 |
104,65 |
2,43 |
WZ0126 |
PL0000108817 |
97,62 |
97,94 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
99,21 |
99,52 |
2,62 |
2,57 |
99,37 |
2,59 |
DS0727 |
PL0000109427 |
98,38 |
98,54 |
2,72 |
2,70 |
98,46 |
2,71 |
WS0428 |
PL0000107611 |
99,60 |
99,84 |
2,80 |
2,77 |
99,72 |
2,78 |
WZ0528 |
PL0000110383 |
95,93 |
96,26 |
--- |
--- |
96,10 |
--- |
WS0429 |
PL0000105391 |
125,89 |
126,33 |
2,74 |
2,69 |
126,11 |
2,72 |
DS1029 |
PL0000111498 |
98,88 |
99,31 |
2,87 |
2,82 |
99,10 |
2,85 |
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 |
1,46 |
1,23 |
101,82 |
1,33 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,02 |
1,56 |
1,48 |
99,98 |
1,52 |
OK0720 |
PL0000110375 |
98,16 |
98,32 |
1,57 |
1,43 |
98,24 |
1,50 |
DS1020 |
PL0000106126 |
105,23 |
105,37 |
1,55 |
1,45 |
105,30 |
1,50 |
WZ0121 |
PL0000106068 |
100,20 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,63 |
100,73 |
1,66 |
1,61 |
100,68 |
1,64 |
OK0521 |
PL0000111274 |
96,71 |
96,89 |
1,66 |
1,57 |
96,80 |
1,62 |
PS0721 |
PL0000109153 |
100,11 |
100,29 |
1,70 |
1,61 |
100,20 |
1,65 |
DS1021 |
PL0000106670 |
109,64 |
109,77 |
1,68 |
1,63 |
109,71 |
1,66 |
PS0422 |
PL0000109492 |
101,06 |
101,18 |
1,87 |
1,83 |
101,12 |
1,85 |
WS0922 |
PL0000102646 |
112,23 |
112,36 |
1,94 |
1,91 |
112,30 |
1,92 |
WZ1122 |
PL0000109377 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,73 |
101,84 |
2,01 |
1,98 |
101,79 |
1,99 |
IZ0823 |
PL0000105359 |
112,72 |
113,46 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
107,80 |
107,97 |
2,14 |
2,10 |
107,89 |
2,12 |
WZ0124 |
PL0000107454 |
99,11 |
99,28 |
--- |
--- |
99,20 |
--- |
PS0424 |
PL0000111191 |
101,27 |
101,39 |
2,22 |
2,20 |
101,33 |
2,21 |
WZ0524 |
PL0000110615 |
98,88 |
99,08 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,75 |
2,44 |
2,41 |
104,66 |
2,43 |
WZ0126 |
PL0000108817 |
97,62 |
97,94 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
99,33 |
99,50 |
2,60 |
2,57 |
99,42 |
2,59 |
DS0727 |
PL0000109427 |
98,42 |
98,58 |
2,72 |
2,69 |
98,50 |
2,70 |
WS0428 |
PL0000107611 |
99,69 |
99,87 |
2,79 |
2,76 |
99,78 |
2,78 |
WZ0528 |
PL0000110383 |
95,95 |
96,19 |
--- |
--- |
96,07 |
--- |
WS0429 |
PL0000105391 |
125,85 |
126,44 |
2,74 |
2,68 |
126,15 |
2,71 |
DS1029 |
PL0000111498 |
98,92 |
99,24 |
2,87 |
2,83 |
99,08 |
2,85 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0422 |
PL0000109492 |
0/1 |
1 |
1,700 |
1,700 |
1,700 |
80 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
10 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,530 |
1,530 |
1,530 |
20 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
30 |
TOTAL |
140 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.