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2024-09-30
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2015-01-14 MARKET DATA No 8 (2539)

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 1 520,00 1 609,44 91 1 365,00 1 506,15 10 2 885,00 3 115,60 101
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 101,03 101,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 99,13 99,14 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 103,45 103,44 103,475 103,475 103,440 103,470 103,468 60 000 62,94 4
OK0116 PL0000107587 98,30 98,34 98,300 98,300 98,300 98,300 98,300 25 000 24,58 2
PS0416 PL0000106340 104,18 104,19 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 97,55 97,55 97,540 97,540 97,540 97,540 97,540 102 500 99,98 3
PS1016 PL0000106795 105,41 105,43 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 106,85 106,81 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 109,63 109,54 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0418 PL0000107314 106,40 106,39 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 102,54 102,48 102,450 102,450 102,450 102,450 102,450 10 000 10,36 1
PS0719 PL0000108148 106,14 105,88 106,000 106,100 105,830 106,070 105,971 332 500 357,54 28
DS1019 PL0000105441 116,62 115,76 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1020 PL0000106126 118,08 116,98 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 123,60 122,17 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 125,90 124,39 126,000 126,000 126,000 126,000 126,000 10 000 12,78 1
DS1023 PL0000107264 114,82 114,42 114,420 114,850 114,400 114,850 114,637 210 000 242,65 14
DS0725 PL0000108197 109,16 108,80 108,950 109,300 108,750 109,300 108,912 145 000 160,18 12
WS0428 PL0000107611 104,20 104,76 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 140,26 139,63 139,780 139,830 139,780 139,830 139,805 20 000 28,80 2
WS0437 PL0000104857 143,20 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,05 103,44 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 112,90 113,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,05 100,04 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,11 100,07 100,070 100,110 100,070 100,110 100,081 240 000 243,26 8
WZ0118 PL0000104717 99,94 99,87 99,870 99,920 99,870 99,920 99,905 55 000 55,65 3
WZ0119 PL0000107603 99,63 99,60 99,600 99,650 99,600 99,650 99,633 150 000 151,37 7
WZ0121 PL0000106068 99,38 98,75 98,780 98,830 98,780 98,830 98,817 95 000 95,09 3
WZ0124 PL0000107454 97,62 97,55 97,570 97,610 97,570 97,610 97,585 65 000 64,26 3
TOTAL 1 520 000 1 609,44 91

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 103,50 103,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 107,65 107,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,00 118,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 105,05 105,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 119,30 119,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 120,75 121,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 126,00 127,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 121,50 122,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 116,75 117,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 120,10 120,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 137,50 139,00 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 101,01 101,07 1,69 1,48 101,04 1,59
OK0715 PL0000107405 99,11 99,23 1,73 1,49 99,17 1,61
DS1015 PL0000103602 103,43 103,53 1,71 1,59 103,48 1,65
OK0116 PL0000107587 98,27 98,37 1,72 1,62 98,32 1,67
PS0416 PL0000106340 104,12 104,23 1,69 1,60 104,18 1,64
OK0716 PL0000107926 97,51 97,59 1,67 1,61 97,55 1,64
IZ0816 PL0000103529 102,98 103,58 --- --- 103,28 ---
PS1016 PL0000106795 105,33 105,47 1,67 1,59 105,40 1,63
WZ0117 PL0000106936 99,99 100,09 --- --- 100,04 ---
PS0417 PL0000107058 106,72 106,90 1,70 1,63 106,81 1,66
DS1017 PL0000104543 109,52 109,71 1,70 1,63 109,62 1,67
WZ0118 PL0000104717 99,78 99,90 --- --- 99,84 ---
PS0418 PL0000107314 106,24 106,47 1,77 1,70 106,36 1,73
PS0718 PL0000107595 102,36 102,60 1,80 1,73 102,48 1,76
WZ0119 PL0000107603 99,49 99,62 --- --- 99,56 ---
PS0719 PL0000108148 105,90 106,09 1,87 1,83 106,00 1,85
DS1019 PL0000105441 116,35 116,64 1,88 1,82 116,50 1,85
DS1020 PL0000106126 117,77 118,02 1,96 1,92 117,90 1,94
WZ0121 PL0000106068 98,59 98,81 --- --- 98,70 ---
DS1021 PL0000106670 123,11 123,52 2,06 2,00 123,32 2,03
WS0922 PL0000102646 125,33 125,77 2,14 2,08 125,55 2,11
IZ0823 PL0000105359 112,74 113,63 --- --- 113,19 ---
DS1023 PL0000107264 114,35 114,61 2,18 2,15 114,48 2,17
WZ0124 PL0000107454 97,41 97,63 --- --- 97,52 ---
DS0725 PL0000108197 108,77 109,01 2,30 2,27 108,89 2,29
WS0429 PL0000105391 139,37 140,17 2,45 2,39 139,77 2,42

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
PS0415 PL0000105953 101,01 101,08 1,69 1,45 101,05 1,55
OK0715 PL0000107405 99,12 99,24 1,71 1,47 99,18 1,59
DS1015 PL0000103602 103,43 103,54 1,71 1,57 103,49 1,64
OK0116 PL0000107587 98,28 98,39 1,71 1,60 98,34 1,65
PS0416 PL0000106340 104,13 104,27 1,68 1,57 104,20 1,62
OK0716 PL0000107926 97,53 97,62 1,66 1,59 97,58 1,62
IZ0816 PL0000103529 102,98 103,61 --- --- 103,30 ---
PS1016 PL0000106795 105,37 105,51 1,64 1,57 105,44 1,61
WZ0117 PL0000106936 100,08 100,16 --- --- 100,12 ---
PS0417 PL0000107058 106,82 106,97 1,66 1,60 106,90 1,63
DS1017 PL0000104543 109,53 109,76 1,70 1,62 109,65 1,66
WZ0118 PL0000104717 99,91 100,02 --- --- 99,97 ---
PS0418 PL0000107314 106,31 106,53 1,75 1,68 106,42 1,71
PS0718 PL0000107595 102,45 102,69 1,77 1,70 102,57 1,74
WZ0119 PL0000107603 99,60 99,72 --- --- 99,66 ---
PS0719 PL0000108148 106,00 106,19 1,85 1,81 106,10 1,83
DS1019 PL0000105441 116,48 116,76 1,86 1,80 116,62 1,83
DS1020 PL0000106126 117,97 118,21 1,93 1,89 118,09 1,91
WZ0121 PL0000106068 98,76 98,87 --- --- 98,82 ---
DS1021 PL0000106670 123,39 123,79 2,02 1,96 123,59 1,99
WS0922 PL0000102646 125,67 126,11 2,10 2,04 125,89 2,07
IZ0823 PL0000105359 112,68 113,54 --- --- 113,11 ---
DS1023 PL0000107264 114,61 114,95 2,15 2,11 114,78 2,13
WZ0124 PL0000107454 97,57 97,67 --- --- 97,62 ---
DS0725 PL0000108197 109,00 109,31 2,28 2,24 109,16 2,26
WS0429 PL0000105391 139,90 140,86 2,41 2,34 140,38 2,38

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
PS0718 PL0000107595 0/1 1 1,770 1,770 1,770 150
PS0415 PL0000105953 1/2 1 1,770 1,770 1,770 35
DS1017 PL0000104543 1/8 7 1,850 1,850 1,850 250
DS1019 PL0000105441 1/8 7 1,850 1,850 1,850 25
OK0716 PL0000107926 1/8 7 1,850 1,850 1,850 80
DS1017 PL0000104543 2/9 7 1,870 1,870 1,870 130
PS0415 PL0000105953 2/9 7 1,870 1,870 1,870 35
DS1021 PL0000106670 2/9 7 1,870 1,870 1,870 300
PS1016 PL0000106795 2/9 7 1,700 1,700 1,700 60
PS0718 PL0000107595 2/9 7 1,870 1,870 1,870 300
TOTAL 1 365

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.