2019-05-15 |
MARKET DATA |
No 92 (3622) |
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 |
395,00 |
399,80 |
30 |
450,00 |
485,84 |
6 |
845,00 |
885,64 |
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 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
102,04 |
101,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,20 |
98,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,28 |
105,34 |
105,280 |
105,280 |
105,280 |
105,280 |
105,280 |
10 000 |
10,82 |
1 |
PS0421 |
PL0000108916 |
100,66 |
100,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,73 |
96,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,16 |
100,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,71 |
109,72 |
109,700 |
109,700 |
109,700 |
109,700 |
109,700 |
10 000 |
11,29 |
1 |
PS0422 |
PL0000109492 |
101,16 |
101,16 |
101,160 |
101,160 |
101,140 |
101,140 |
101,150 |
30 000 |
30,39 |
3 |
WS0922 |
PL0000102646 |
112,35 |
112,34 |
112,340 |
112,340 |
112,340 |
112,340 |
112,340 |
10 000 |
11,61 |
1 |
PS0123 |
PL0000110151 |
101,80 |
101,79 |
101,790 |
101,790 |
101,790 |
101,790 |
101,790 |
35 000 |
35,89 |
2 |
DS1023 |
PL0000107264 |
107,95 |
107,92 |
107,950 |
107,950 |
107,950 |
107,950 |
107,950 |
10 000 |
11,02 |
1 |
PS0424 |
PL0000111191 |
101,51 |
101,36 |
101,440 |
101,440 |
101,360 |
101,360 |
101,401 |
80 000 |
81,24 |
6 |
PS1024 |
PL0000111720 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
104,88 |
104,74 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,69 |
99,51 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,85 |
98,54 |
98,840 |
98,840 |
98,540 |
98,540 |
98,745 |
65 000 |
65,50 |
7 |
WS0428 |
PL0000107611 |
100,20 |
99,90 |
99,920 |
100,170 |
99,920 |
100,000 |
100,059 |
40 000 |
40,09 |
6 |
WS0429 |
PL0000105391 |
126,51 |
126,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,49 |
99,40 |
99,400 |
99,400 |
99,400 |
99,400 |
99,400 |
5 000 |
5,05 |
1 |
WS0437 |
PL0000104857 |
107,87 |
147,25 |
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 |
100,21 |
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 |
99,89 |
99,93 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,17 |
99,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
99,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,73 |
97,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,05 |
96,07 |
96,050 |
96,050 |
96,050 |
96,050 |
96,050 |
100 000 |
96,91 |
1 |
TOTAL |
395 000 |
399,80 |
30 |
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 |
101,72 |
101,82 |
1,53 |
1,31 |
101,77 |
1,42 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,56 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,17 |
98,34 |
1,56 |
1,41 |
98,26 |
1,48 |
DS1020 |
PL0000106126 |
105,21 |
105,38 |
1,56 |
1,44 |
105,30 |
1,50 |
WZ0121 |
PL0000106068 |
100,21 |
100,34 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,59 |
100,75 |
1,69 |
1,60 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,68 |
96,88 |
1,68 |
1,58 |
96,78 |
1,63 |
PS0721 |
PL0000109153 |
100,10 |
100,26 |
1,70 |
1,63 |
100,18 |
1,66 |
DS1021 |
PL0000106670 |
109,62 |
109,79 |
1,69 |
1,62 |
109,71 |
1,65 |
PS0422 |
PL0000109492 |
101,06 |
101,28 |
1,87 |
1,80 |
101,17 |
1,84 |
WS0922 |
PL0000102646 |
112,27 |
112,39 |
1,93 |
1,90 |
112,33 |
1,91 |
WZ1122 |
PL0000109377 |
99,84 |
99,98 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,68 |
101,95 |
2,02 |
1,94 |
101,82 |
1,98 |
IZ0823 |
PL0000105359 |
112,76 |
113,41 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
107,77 |
108,08 |
2,14 |
2,07 |
107,93 |
2,11 |
WZ0124 |
PL0000107454 |
99,10 |
99,31 |
--- |
--- |
99,21 |
--- |
PS0424 |
PL0000111191 |
101,32 |
101,50 |
2,21 |
2,17 |
101,41 |
2,19 |
WZ0524 |
PL0000110615 |
98,86 |
99,08 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,56 |
104,89 |
2,44 |
2,39 |
104,73 |
2,41 |
WZ0126 |
PL0000108817 |
97,61 |
97,94 |
--- |
--- |
97,78 |
--- |
DS0726 |
PL0000108866 |
99,32 |
99,73 |
2,60 |
2,54 |
99,53 |
2,57 |
DS0727 |
PL0000109427 |
98,47 |
98,73 |
2,71 |
2,67 |
98,60 |
2,69 |
WS0428 |
PL0000107611 |
99,70 |
100,08 |
2,79 |
2,74 |
99,89 |
2,76 |
WZ0528 |
PL0000110383 |
95,95 |
96,17 |
--- |
--- |
96,06 |
--- |
WS0429 |
PL0000105391 |
125,97 |
126,56 |
2,73 |
2,67 |
126,27 |
2,70 |
DS1029 |
PL0000111498 |
99,02 |
99,46 |
2,86 |
2,81 |
99,24 |
2,83 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,71 |
101,82 |
1,55 |
1,31 |
101,77 |
1,42 |
WZ0120 |
PL0000108601 |
100,17 |
100,29 |
--- |
--- |
100,23 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,04 |
1,56 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,17 |
98,33 |
1,56 |
1,42 |
98,25 |
1,49 |
DS1020 |
PL0000106126 |
105,22 |
105,37 |
1,55 |
1,45 |
105,30 |
1,50 |
WZ0121 |
PL0000106068 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,77 |
1,68 |
1,59 |
100,69 |
1,63 |
OK0521 |
PL0000111274 |
96,67 |
96,88 |
1,69 |
1,58 |
96,78 |
1,63 |
PS0721 |
PL0000109153 |
100,12 |
100,23 |
1,69 |
1,64 |
100,18 |
1,66 |
DS1021 |
PL0000106670 |
109,64 |
109,83 |
1,68 |
1,60 |
109,74 |
1,64 |
PS0422 |
PL0000109492 |
101,08 |
101,21 |
1,87 |
1,82 |
101,15 |
1,84 |
WS0922 |
PL0000102646 |
112,23 |
112,39 |
1,94 |
1,90 |
112,31 |
1,92 |
WZ1122 |
PL0000109377 |
99,83 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,71 |
101,86 |
2,01 |
1,97 |
101,79 |
1,99 |
IZ0823 |
PL0000105359 |
112,71 |
113,46 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
107,83 |
108,02 |
2,13 |
2,09 |
107,93 |
2,11 |
WZ0124 |
PL0000107454 |
99,04 |
99,28 |
--- |
--- |
99,16 |
--- |
PS0424 |
PL0000111191 |
101,35 |
101,51 |
2,21 |
2,17 |
101,43 |
2,19 |
WZ0524 |
PL0000110615 |
98,86 |
99,07 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,60 |
104,85 |
2,44 |
2,39 |
104,73 |
2,41 |
WZ0126 |
PL0000108817 |
97,61 |
97,90 |
--- |
--- |
97,76 |
--- |
DS0726 |
PL0000108866 |
99,30 |
99,67 |
2,61 |
2,55 |
99,49 |
2,58 |
DS0727 |
PL0000109427 |
98,51 |
98,74 |
2,70 |
2,67 |
98,63 |
2,69 |
WS0428 |
PL0000107611 |
99,92 |
100,19 |
2,76 |
2,72 |
100,06 |
2,74 |
WZ0528 |
PL0000110383 |
95,94 |
96,14 |
--- |
--- |
96,04 |
--- |
WS0429 |
PL0000105391 |
126,13 |
126,71 |
2,71 |
2,65 |
126,42 |
2,68 |
DS1029 |
PL0000111498 |
99,19 |
99,55 |
2,84 |
2,80 |
99,37 |
2,82 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
60 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,550 |
1,550 |
1,550 |
5 |
DS1023 |
PL0000107264 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
40 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
35 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
300 |
PS0123 |
PL0000110151 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
10 |
TOTAL |
450 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.