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2024-09-30
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2014-12-09 MARKET DATA No 237 (2519)

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 1 067,50 1 157,70 61 345,00 357,12 5 1 412,50 1 514,82 66
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)
PS0415 PL0000105953 101,38 101,43 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,89 98,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 103,70 103,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 97,95 97,95 97,950 97,950 97,950 97,950 97,950 10 000 9,80 1
PS0416 PL0000106340 104,19 104,21 104,230 104,230 104,230 104,230 104,230 80 000 85,90 3
OK0716 PL0000107926 97,01 97,01 97,010 97,010 97,010 97,010 97,010 50 000 48,51 1
PS1016 PL0000106795 105,24 105,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 106,49 106,49 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 109,18 109,11 109,170 109,180 109,170 109,180 109,177 15 000 16,48 2
PS0418 PL0000107314 105,46 105,45 105,410 105,410 105,410 105,410 105,410 10 000 10,78 1
PS0718 PL0000107595 101,43 101,42 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0719 PL0000108148 104,70 104,50 104,510 104,750 104,500 104,620 104,636 202 500 214,39 15
DS1019 PL0000105441 115,16 115,10 115,300 115,300 115,300 115,300 115,300 30 000 34,80 2
DS1020 PL0000106126 116,32 116,16 116,200 116,250 116,100 116,250 116,192 65 000 75,96 4
DS1021 PL0000106670 121,45 121,32 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 123,52 123,35 123,400 123,550 123,370 123,370 123,398 75 000 93,48 3
DS1023 PL0000107264 112,31 112,02 112,150 112,340 112,040 112,040 112,254 55 000 62,02 5
DS0725 PL0000108197 106,33 106,14 106,300 106,380 106,300 106,380 106,350 40 000 43,04 4
WS0428 PL0000107611 100,22 100,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 135,21 134,91 135,130 135,130 135,130 135,130 135,130 10 000 13,88 1
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,32 103,32 103,310 103,320 103,300 103,320 103,311 55 000 73,25 5
IZ0823 PL0000105359 113,08 113,30 113,300 113,300 113,300 113,300 113,300 10 000 13,19 1
WZ0115 PL0000106480 100,18 100,19 100,180 100,180 100,180 100,180 100,180 5 000 5,06 1
WZ0117 PL0000106936 100,09 100,12 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,96 99,97 99,950 99,950 99,930 99,950 99,943 275 000 277,64 8
WZ0119 PL0000107603 99,66 99,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,13 99,19 99,100 99,120 99,100 99,120 99,110 30 000 30,04 3
WZ0124 PL0000107454 97,95 97,98 97,950 97,950 97,950 97,950 97,950 50 000 49,48 1
TOTAL 1 067 500 1 157,70 61

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)
EUR0216 XS0242491230 103,80 104,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 107,85 108,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,25 118,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 104,90 105,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 119,10 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 120,30 120,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 125,00 126,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 120,50 121,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 114,75 115,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 118,50 118,88 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 135,50 136,00 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) (%)
PS0415 PL0000105953 101,35 101,45 1,76 1,50 101,40 1,63
OK0715 PL0000107405 98,87 98,99 1,85 1,65 98,93 1,75
DS1015 PL0000103602 103,68 103,78 1,93 1,81 103,73 1,87
OK0116 PL0000107587 97,88 98,00 1,93 1,81 97,94 1,87
PS0416 PL0000106340 104,14 104,25 1,90 1,82 104,20 1,85
OK0716 PL0000107926 96,96 97,09 1,92 1,84 97,03 1,88
IZ0816 PL0000103529 103,24 103,79 --- --- 103,52 ---
PS1016 PL0000106795 105,18 105,31 1,90 1,83 105,25 1,86
WZ0117 PL0000106936 100,03 100,19 --- --- 100,11 ---
PS0417 PL0000107058 106,45 106,60 1,93 1,87 106,53 1,90
DS1017 PL0000104543 109,08 109,27 1,96 1,90 109,18 1,93
WZ0118 PL0000104717 99,93 100,03 --- --- 99,98 ---
PS0418 PL0000107314 105,42 105,64 2,06 2,00 105,53 2,03
PS0718 PL0000107595 101,36 101,61 2,10 2,03 101,49 2,07
WZ0119 PL0000107603 99,62 99,74 --- --- 99,68 ---
PS0719 PL0000108148 104,58 104,79 2,19 2,15 104,69 2,17
DS1019 PL0000105441 115,13 115,36 2,19 2,14 115,25 2,16
DS1020 PL0000106126 116,28 116,52 2,25 2,21 116,40 2,23
WZ0121 PL0000106068 99,09 99,26 --- --- 99,18 ---
DS1021 PL0000106670 121,38 121,73 2,34 2,29 121,56 2,32
WS0922 PL0000102646 123,44 123,84 2,41 2,36 123,64 2,38
IZ0823 PL0000105359 112,87 113,63 --- --- 113,25 ---
DS1023 PL0000107264 112,15 112,50 2,46 2,42 112,33 2,44
WZ0124 PL0000107454 97,82 98,03 --- --- 97,93 ---
DS0725 PL0000108197 106,13 106,45 2,58 2,55 106,29 2,56
WS0429 PL0000105391 134,79 135,53 2,78 2,72 135,16 2,75

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
PS0415 PL0000105953 101,36 101,45 1,74 1,50 101,41 1,61
OK0715 PL0000107405 98,87 98,99 1,85 1,65 98,93 1,75
DS1015 PL0000103602 103,68 103,78 1,93 1,81 103,73 1,87
OK0116 PL0000107587 97,88 97,98 1,93 1,83 97,93 1,88
PS0416 PL0000106340 104,13 104,24 1,90 1,83 104,19 1,86
OK0716 PL0000107926 96,95 97,05 1,93 1,86 97,00 1,90
IZ0816 PL0000103529 103,14 103,70 --- --- 103,42 ---
PS1016 PL0000106795 105,19 105,32 1,89 1,83 105,26 1,86
WZ0117 PL0000106936 100,05 100,14 --- --- 100,10 ---
PS0417 PL0000107058 106,42 106,57 1,94 1,88 106,50 1,91
DS1017 PL0000104543 109,06 109,21 1,97 1,92 109,14 1,94
WZ0118 PL0000104717 99,91 100,00 --- --- 99,96 ---
PS0418 PL0000107314 105,40 105,57 2,07 2,02 105,49 2,04
PS0718 PL0000107595 101,37 101,57 2,10 2,04 101,47 2,07
WZ0119 PL0000107603 99,62 99,74 --- --- 99,68 ---
PS0719 PL0000108148 104,58 104,73 2,19 2,16 104,66 2,18
DS1019 PL0000105441 115,04 115,29 2,21 2,16 115,17 2,18
DS1020 PL0000106126 116,12 116,38 2,28 2,24 116,25 2,26
WZ0121 PL0000106068 99,07 99,26 --- --- 99,17 ---
DS1021 PL0000106670 121,34 121,69 2,35 2,30 121,52 2,32
WS0922 PL0000102646 123,34 123,62 2,42 2,39 123,48 2,40
IZ0823 PL0000105359 112,67 113,64 --- --- 113,16 ---
DS1023 PL0000107264 112,12 112,44 2,46 2,42 112,28 2,44
WZ0124 PL0000107454 97,90 98,04 --- --- 97,97 ---
DS0725 PL0000108197 106,11 106,50 2,58 2,54 106,31 2,56
WS0429 PL0000105391 134,72 135,66 2,78 2,72 135,19 2,75

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1023 PL0000107264 0/1 1 1,950 1,950 1,950 25
PS1016 PL0000106795 1/2 1 1,900 1,900 1,900 60
PS0718 PL0000107595 1/2 1 1,910 1,910 1,910 40
OK0715 PL0000107405 1/8 7 1,910 1,910 1,910 20
PS0718 PL0000107595 1/8 7 1,950 1,950 1,950 200
TOTAL 345

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.