TBSP.Index®

Treasury BondSpot Poland Index

Name TBSP.Index
ISIN Code PL9999999474
Type Total return index (takes into account the price changes and accrued interest and reinvestment of the coupon payments)
Index portfolio PLN-denominated zero-coupon and fixed-rate Treasury bonds
Base date 29 Dec 2006
Base value 1,000.00
Base capitalisation PLN 256,237,055,002.63
Formula tbsp_formula.png

It - Index current value
I0 - Index base value
Mt - capitalisation of current Index portfolio
M0 - capitalisation of base Index portfolio
Kt - adjustment coefficient
Based on Fixing prices of Treasury bonds from Treasury BondSpot Poland market
Publication Twice a day
Opening Index 09:45 a.m.
Closing Index 4:45 p.m. - preliminary value
5:15 p.m. - final value
Periodic changes to the Index portfolio Index portfolio is monthly rebalanced according to the market value of the Treasury bonds’ issues
Current Index portfolio TBSP.Index portfolio
Index Rules   TBSP.Index Rules
Questions