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2024-09-30
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2015-02-05 MARKET DATA No 24 (2555)

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 2 667,50 2 824,98 145 575,00 678,44 8 3 242,50 3 503,42 153
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 100,78 100,77 100,770 100,780 100,770 100,780 100,775 200 000 210,29 2
OK0715 PL0000107405 99,28 99,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 103,30 103,28 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 98,52 98,51 98,510 98,510 98,490 98,510 98,505 875 000 861,92 14
PS0416 PL0000106340 104,06 104,07 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 97,78 97,75 97,780 97,780 97,750 97,750 97,763 45 000 43,99 2
PS1016 PL0000106795 105,37 105,36 105,360 105,360 105,360 105,360 105,360 75 000 80,06 1
PS0417 PL0000107058 106,85 106,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0717 PL0000108502 96,25 96,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 109,70 109,56 109,570 109,600 109,570 109,600 109,594 12 500 13,89 2
PS0418 PL0000107314 106,64 106,53 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 102,89 102,70 102,840 102,840 102,840 102,840 102,840 40 000 41,68 3
PS0719 PL0000108148 106,56 106,23 106,650 106,660 106,200 106,250 106,389 270 000 292,03 24
DS1019 PL0000105441 117,01 116,80 116,760 116,760 116,750 116,750 116,757 35 000 41,43 2
PS0420 PL0000108510 98,69 98,55 98,500 98,500 98,500 98,500 98,500 10 000 9,97 1
DS1020 PL0000106126 118,69 118,38 118,420 118,420 118,420 118,420 118,420 25 000 29,99 1
DS1021 PL0000106670 124,53 124,00 124,220 124,290 124,220 124,290 124,246 40 000 50,37 4
WS0922 PL0000102646 127,08 126,50 126,980 126,980 126,980 126,980 126,980 10 000 12,92 1
DS1023 PL0000107264 116,02 115,40 115,780 115,780 115,300 115,300 115,660 47 500 55,50 7
DS0725 PL0000108197 111,37 110,41 111,050 111,050 110,390 110,450 110,697 432 500 486,43 45
WS0428 PL0000107611 107,38 106,86 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 144,55 142,85 144,000 144,000 142,850 142,880 143,310 102 500 151,57 13
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 102,85 103,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 114,90 115,92 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,19 100,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 100,10 100,13 100,100 100,100 100,100 100,100 100,100 30 000 30,05 2
WZ0119 PL0000107603 99,88 99,88 99,880 99,890 99,880 99,890 99,884 117 500 117,46 5
WZ0121 PL0000106068 99,47 99,53 99,580 99,600 99,580 99,590 99,588 50 000 49,84 3
WZ0124 PL0000107454 98,25 98,13 98,120 98,250 98,110 98,250 98,149 250 000 245,58 13
TOTAL 2 667 500 2 824,98 145

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 103,35 103,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 107,50 107,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,00 118,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 105,00 105,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 118,80 119,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 120,35 120,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 125,75 126,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 122,65 123,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 117,50 118,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 121,00 121,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 138,50 140,00 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) (%)
OK0715 PL0000107405 99,25 99,35 1,66 1,44 99,30 1,55
DS1015 PL0000103602 103,22 103,32 1,60 1,46 103,27 1,53
OK0116 PL0000107587 98,49 98,55 1,60 1,54 98,52 1,57
PS0416 PL0000106340 104,03 104,13 1,59 1,51 104,08 1,55
OK0716 PL0000107926 97,73 97,85 1,59 1,50 97,79 1,55
IZ0816 PL0000103529 102,74 103,31 --- --- 103,03 ---
PS1016 PL0000106795 105,32 105,46 1,56 1,48 105,39 1,52
WZ0117 PL0000106936 100,17 100,31 --- --- 100,24 ---
PS0417 PL0000107058 106,79 106,96 1,59 1,51 106,88 1,55
DS1017 PL0000104543 109,63 109,79 1,58 1,53 109,71 1,55
WZ0118 PL0000104717 100,04 100,18 --- --- 100,11 ---
PS0418 PL0000107314 106,53 106,74 1,64 1,57 106,64 1,61
PS0718 PL0000107595 102,81 103,03 1,65 1,59 102,92 1,62
WZ0119 PL0000107603 99,83 99,95 --- --- 99,89 ---
PS0719 PL0000108148 106,40 106,56 1,74 1,71 106,48 1,72
DS1019 PL0000105441 116,91 117,14 1,73 1,68 117,03 1,70
DS1020 PL0000106126 118,47 118,76 1,81 1,76 118,62 1,79
WZ0121 PL0000106068 99,45 99,67 --- --- 99,56 ---
DS1021 PL0000106670 124,30 124,63 1,86 1,81 124,47 1,84
WS0922 PL0000102646 126,83 127,16 1,93 1,89 127,00 1,91
IZ0823 PL0000105359 114,44 116,35 --- --- 115,40 ---
DS1023 PL0000107264 115,74 116,09 2,01 1,97 115,92 1,99
WZ0124 PL0000107454 98,09 98,23 --- --- 98,16 ---
DS0725 PL0000108197 110,86 111,12 2,08 2,05 110,99 2,07
WS0429 PL0000105391 143,81 145,02 2,14 2,06 144,42 2,10

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0715 PL0000107405 99,26 99,34 1,64 1,46 99,30 1,55
DS1015 PL0000103602 103,20 103,32 1,62 1,46 103,26 1,54
OK0116 PL0000107587 98,49 98,55 1,60 1,54 98,52 1,57
PS0416 PL0000106340 103,98 104,09 1,63 1,54 104,04 1,58
OK0716 PL0000107926 97,68 97,79 1,62 1,55 97,74 1,58
IZ0816 PL0000103529 102,74 103,29 --- --- 103,02 ---
PS1016 PL0000106795 105,26 105,39 1,59 1,52 105,33 1,55
WZ0117 PL0000106936 100,15 100,28 --- --- 100,22 ---
PS0417 PL0000107058 106,73 106,88 1,61 1,55 106,81 1,58
DS1017 PL0000104543 109,46 109,60 1,64 1,59 109,53 1,62
WZ0118 PL0000104717 100,07 100,20 --- --- 100,14 ---
PS0418 PL0000107314 106,34 106,56 1,70 1,63 106,45 1,66
PS0718 PL0000107595 102,57 102,80 1,72 1,66 102,69 1,69
WZ0119 PL0000107603 99,85 99,95 --- --- 99,90 ---
PS0719 PL0000108148 106,12 106,29 1,80 1,77 106,21 1,78
DS1019 PL0000105441 116,54 116,82 1,80 1,74 116,68 1,77
DS1020 PL0000106126 118,14 118,42 1,87 1,82 118,28 1,84
WZ0121 PL0000106068 99,40 99,61 --- --- 99,51 ---
DS1021 PL0000106670 123,78 124,07 1,93 1,89 123,93 1,91
WS0922 PL0000102646 126,33 126,58 1,99 1,96 126,46 1,97
IZ0823 PL0000105359 114,23 116,78 --- --- 115,51 ---
DS1023 PL0000107264 115,26 115,54 2,06 2,03 115,40 2,05
WZ0124 PL0000107454 98,20 98,29 --- --- 98,25 ---
DS0725 PL0000108197 110,29 110,53 2,14 2,11 110,41 2,13
WS0429 PL0000105391 142,33 143,70 2,24 2,15 143,02 2,19

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1021 PL0000106670 0/1 1 1,600 1,600 1,600 10
PS0416 PL0000106340 1/4 3 1,810 1,810 1,810 5
DS1023 PL0000107264 1/4 3 1,810 1,810 1,810 30
WZ0119 PL0000107603 1/4 3 1,810 1,810 1,810 95
DS1017 PL0000104543 1/8 7 1,850 1,850 1,850 50
DS1020 PL0000106126 1/8 7 1,810 1,810 1,810 145
DS1021 PL0000106670 1/8 7 1,810 1,810 1,810 230
WZ0118 PL0000104717 1/8 7 1,810 1,810 1,810 10
TOTAL 575

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.