2019-05-17 |
MARKET DATA |
No 94 (3624) |
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 |
575,00 |
585,66 |
37 |
1 570,00 |
1 629,38 |
20 |
2 145,00 |
2 215,04 |
57 |
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 |
100,30 |
100,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,68 |
101,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
99,98 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,20 |
98,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,19 |
105,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,60 |
100,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,68 |
96,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,07 |
100,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
109,56 |
109,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,08 |
101,09 |
101,080 |
101,080 |
101,080 |
101,080 |
101,080 |
100 000 |
101,24 |
2 |
WS0922 |
PL0000102646 |
112,16 |
112,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,65 |
101,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,71 |
107,73 |
107,730 |
107,750 |
107,730 |
107,750 |
107,748 |
90 000 |
99,02 |
3 |
PS0424 |
PL0000111191 |
101,22 |
101,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
99,69 |
99,51 |
99,690 |
99,690 |
99,690 |
99,690 |
99,690 |
5 000 |
5,05 |
1 |
DS0725 |
PL0000108197 |
104,48 |
104,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,17 |
99,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,36 |
98,10 |
98,240 |
98,310 |
98,100 |
98,230 |
98,214 |
210 000 |
210,57 |
23 |
WS0428 |
PL0000107611 |
99,71 |
98,60 |
99,500 |
99,730 |
99,500 |
99,730 |
99,679 |
170 000 |
169,79 |
8 |
WS0429 |
PL0000105391 |
125,72 |
125,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
98,95 |
98,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
106,70 |
146,48 |
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 |
112,98 |
113,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,88 |
99,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,94 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,80 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,09 |
96,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
575 000 |
585,66 |
37 |
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 |
101,67 |
101,77 |
1,54 |
1,32 |
101,72 |
1,43 |
WZ0120 |
PL0000108601 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,01 |
1,57 |
1,49 |
99,97 |
1,53 |
OK0720 |
PL0000110375 |
98,17 |
98,30 |
1,58 |
1,46 |
98,24 |
1,52 |
DS1020 |
PL0000106126 |
105,12 |
105,28 |
1,59 |
1,48 |
105,20 |
1,54 |
WZ0121 |
PL0000106068 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,54 |
100,71 |
1,71 |
1,62 |
100,63 |
1,66 |
OK0521 |
PL0000111274 |
96,62 |
96,84 |
1,72 |
1,61 |
96,73 |
1,66 |
PS0721 |
PL0000109153 |
100,00 |
100,16 |
1,75 |
1,67 |
100,08 |
1,71 |
DS1021 |
PL0000106670 |
109,50 |
109,65 |
1,72 |
1,66 |
109,58 |
1,69 |
PS0422 |
PL0000109492 |
100,99 |
101,14 |
1,90 |
1,84 |
101,07 |
1,87 |
WS0922 |
PL0000102646 |
112,08 |
112,29 |
1,97 |
1,91 |
112,19 |
1,94 |
WZ1122 |
PL0000109377 |
99,81 |
99,97 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
101,51 |
101,78 |
2,07 |
1,99 |
101,65 |
2,03 |
IZ0823 |
PL0000105359 |
112,74 |
113,42 |
--- |
--- |
113,08 |
--- |
DS1023 |
PL0000107264 |
107,58 |
107,80 |
2,18 |
2,13 |
107,69 |
2,16 |
WZ0124 |
PL0000107454 |
99,06 |
99,32 |
--- |
--- |
99,19 |
--- |
PS0424 |
PL0000111191 |
101,07 |
101,27 |
2,27 |
2,22 |
101,17 |
2,24 |
WZ0524 |
PL0000110615 |
98,90 |
99,08 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,25 |
104,57 |
2,50 |
2,44 |
104,41 |
2,47 |
WZ0126 |
PL0000108817 |
97,64 |
97,98 |
--- |
--- |
97,81 |
--- |
DS0726 |
PL0000108866 |
98,90 |
99,29 |
2,67 |
2,61 |
99,10 |
2,64 |
DS0727 |
PL0000109427 |
98,04 |
98,28 |
2,77 |
2,73 |
98,16 |
2,75 |
WS0428 |
PL0000107611 |
99,35 |
99,66 |
2,83 |
2,79 |
99,51 |
2,81 |
WZ0528 |
PL0000110383 |
95,99 |
96,26 |
--- |
--- |
96,13 |
--- |
WS0429 |
PL0000105391 |
125,45 |
126,00 |
2,78 |
2,72 |
125,73 |
2,75 |
DS1029 |
PL0000111498 |
98,55 |
98,97 |
2,91 |
2,86 |
98,76 |
2,89 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,67 |
101,77 |
1,54 |
1,32 |
101,72 |
1,43 |
WZ0120 |
PL0000108601 |
100,18 |
100,30 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,03 |
1,56 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,13 |
98,32 |
1,61 |
1,45 |
98,23 |
1,52 |
DS1020 |
PL0000106126 |
105,15 |
105,31 |
1,57 |
1,46 |
105,23 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,33 |
--- |
--- |
100,27 |
--- |
PS0421 |
PL0000108916 |
100,55 |
100,73 |
1,70 |
1,61 |
100,64 |
1,66 |
OK0521 |
PL0000111274 |
96,66 |
96,85 |
1,70 |
1,60 |
96,76 |
1,65 |
PS0721 |
PL0000109153 |
100,04 |
100,25 |
1,73 |
1,63 |
100,15 |
1,68 |
DS1021 |
PL0000106670 |
109,52 |
109,65 |
1,71 |
1,66 |
109,59 |
1,68 |
PS0422 |
PL0000109492 |
101,02 |
101,18 |
1,89 |
1,83 |
101,10 |
1,86 |
WS0922 |
PL0000102646 |
112,07 |
112,33 |
1,98 |
1,90 |
112,20 |
1,94 |
WZ1122 |
PL0000109377 |
99,84 |
99,97 |
--- |
--- |
99,91 |
--- |
PS0123 |
PL0000110151 |
101,58 |
101,74 |
2,05 |
2,00 |
101,66 |
2,02 |
IZ0823 |
PL0000105359 |
112,77 |
113,51 |
--- |
--- |
113,14 |
--- |
DS1023 |
PL0000107264 |
107,66 |
107,82 |
2,16 |
2,13 |
107,74 |
2,15 |
WZ0124 |
PL0000107454 |
99,14 |
99,32 |
--- |
--- |
99,23 |
--- |
PS0424 |
PL0000111191 |
101,11 |
101,27 |
2,26 |
2,22 |
101,19 |
2,24 |
WZ0524 |
PL0000110615 |
98,89 |
99,07 |
--- |
--- |
98,98 |
--- |
DS0725 |
PL0000108197 |
104,26 |
104,61 |
2,49 |
2,43 |
104,44 |
2,46 |
WZ0126 |
PL0000108817 |
97,69 |
97,98 |
--- |
--- |
97,84 |
--- |
DS0726 |
PL0000108866 |
98,94 |
99,35 |
2,66 |
2,60 |
99,15 |
2,63 |
DS0727 |
PL0000109427 |
98,16 |
98,33 |
2,75 |
2,73 |
98,25 |
2,74 |
WS0428 |
PL0000107611 |
99,37 |
99,75 |
2,83 |
2,78 |
99,56 |
2,80 |
WZ0528 |
PL0000110383 |
96,00 |
96,23 |
--- |
--- |
96,12 |
--- |
WS0429 |
PL0000105391 |
125,53 |
126,12 |
2,77 |
2,71 |
125,83 |
2,74 |
DS1029 |
PL0000111498 |
98,70 |
99,05 |
2,89 |
2,85 |
98,88 |
2,87 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
20 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,490 |
1,490 |
1,490 |
10 |
WS0428 |
PL0000107611 |
3/4 |
1 |
1,420 |
1,450 |
1,445 |
120 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
5 |
WZ0528 |
PL0000110383 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
80 |
WZ0524 |
PL0000110615 |
3/4 |
1 |
1,460 |
1,460 |
1,460 |
130 |
DS1029 |
PL0000111498 |
0/3 |
3 |
1,000 |
1,000 |
1,000 |
60 |
WS0922 |
PL0000102646 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
10 |
DS1020 |
PL0000106126 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
180 |
DS1023 |
PL0000107264 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
70 |
DS0725 |
PL0000108197 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
400 |
PS0721 |
PL0000109153 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
100 |
DS0727 |
PL0000109427 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
25 |
PS0422 |
PL0000109492 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
120 |
PS0424 |
PL0000111191 |
3/10 |
7 |
1,510 |
1,510 |
1,510 |
240 |
TOTAL |
1 570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.