TBSP.Index®
2024-09-30
Opening value:
Value: 2054.09
Change: -0.40 (-0.02%)
Closing value:
Value: 2051.83
Change: -2.66 (-0.13%)
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2014-04-01 MARKET DATA No 63 (2345)

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 1 005,00 1 039,82 63 2 835,00 2 975,24 23 3 840,00 4 015,07 86
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)
PS0414 PL0000105433 100,24 100,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0714 PL0000107009 99,25 99,26 99,260 99,260 99,260 99,260 99,260 20 000 19,85 2
PS0415 PL0000105953 102,85 102,85 102,850 102,850 102,850 102,850 102,850 90 000 97,22 6
OK0715 PL0000107405 96,47 96,49 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 105,17 105,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 94,91 94,90 94,900 94,910 94,900 94,910 94,910 120 000 113,89 3
PS0416 PL0000106340 103,98 103,98 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 93,30 93,31 93,300 93,300 93,300 93,300 93,300 20 000 18,66 2
PS1016 PL0000106795 104,02 104,01 104,020 104,020 104,020 104,020 104,020 25 000 26,53 1
PS0417 PL0000107058 104,41 104,33 104,400 104,400 104,400 104,400 104,400 20 000 21,77 2
DS1017 PL0000104543 106,42 106,40 106,400 106,450 106,390 106,390 106,440 220 000 239,22 15
PS0418 PL0000107314 101,14 101,05 101,100 101,100 101,100 101,100 101,100 20 000 20,92 1
PS0718 PL0000107595 96,02 96,02 96,000 96,020 95,990 96,020 96,000 95 000 92,84 7
DS1019 PL0000105441 108,84 108,80 108,800 108,840 108,800 108,840 108,820 25 000 27,81 2
DS1020 PL0000106126 107,70 107,81 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 110,69 110,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 111,22 111,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 98,32 98,25 98,300 98,350 98,250 98,320 98,320 195 000 195,14 12
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 112,37 112,51 112,370 112,370 112,370 112,370 112,370 10 000 11,78 1
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 104,50 104,55 104,500 104,500 104,500 104,500 104,500 5 000 6,83 1
IZ0823 PL0000105359 104,25 104,20 104,260 104,300 104,260 104,300 104,270 30 000 36,92 3
WZ0115 PL0000106480 100,04 100,05 100,050 100,050 100,050 100,050 100,050 85 000 85,48 4
WZ0117 PL0000106936 99,79 99,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,34 99,34 99,340 99,340 99,340 99,340 99,340 25 000 24,96 1
WZ0119 PL0000107603 98,84 98,89 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 97,92 97,96 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 96,69 96,74 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 005 000 1 039,82 63

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 105,50 105,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,75 109,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,90 119,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,20 102,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 115,35 115,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 114,40 114,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 117,50 118,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 111,20 112,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 103,50 104,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 106,30 107,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 123,00 124,00 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) (%)
OK0714 PL0000107009 99,23 99,28 2,51 2,34 99,26 2,41
WZ0115 PL0000106480 100,02 100,07 --- --- 100,05 ---
PS0415 PL0000105953 102,82 102,88 2,76 2,70 102,85 2,73
OK0715 PL0000107405 96,44 96,51 2,81 2,75 96,48 2,77
DS1015 PL0000103602 105,15 105,23 2,81 2,76 105,19 2,79
OK0116 PL0000107587 94,84 94,92 2,96 2,92 94,88 2,94
PS0416 PL0000106340 103,90 104,00 3,01 2,96 103,95 2,99
OK0716 PL0000107926 93,25 93,33 3,07 3,03 93,29 3,05
IZ0816 PL0000103529 104,24 104,80 --- --- 104,52 ---
PS1016 PL0000106795 103,96 104,04 3,11 3,08 104,00 3,09
WZ0117 PL0000106936 99,75 99,84 --- --- 99,80 ---
PS0417 PL0000107058 104,25 104,36 3,26 3,23 104,31 3,24
DS1017 PL0000104543 106,23 106,43 3,36 3,30 106,33 3,33
WZ0118 PL0000104717 99,29 99,40 --- --- 99,35 ---
PS0418 PL0000107314 100,89 101,09 3,51 3,45 100,99 3,48
PS0718 PL0000107595 95,81 96,05 3,56 3,50 95,93 3,53
WZ0119 PL0000107603 98,80 98,93 --- --- 98,87 ---
DS1019 PL0000105441 108,56 108,84 3,76 3,70 108,70 3,73
DS1020 PL0000106126 107,54 107,90 3,92 3,86 107,72 3,89
WZ0121 PL0000106068 97,86 98,02 --- --- 97,94 ---
DS1021 PL0000106670 110,56 110,86 4,09 4,05 110,71 4,07
WS0922 PL0000102646 111,06 111,40 4,17 4,12 111,23 4,14
IZ0823 PL0000105359 103,62 104,39 --- --- 104,01 ---
DS1023 PL0000107264 98,13 98,46 4,24 4,19 98,30 4,21
WZ0124 PL0000107454 96,62 96,79 --- --- 96,71 ---
WS0429 PL0000105391 112,10 112,93 4,61 4,54 112,52 4,58

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0714 PL0000107009 99,24 99,28 2,47 2,34 99,26 2,41
WZ0115 PL0000106480 100,02 100,07 --- --- 100,05 ---
PS0415 PL0000105953 102,83 102,87 2,75 2,71 102,85 2,73
OK0715 PL0000107405 96,46 96,52 2,79 2,74 96,49 2,77
DS1015 PL0000103602 105,16 105,23 2,81 2,76 105,20 2,78
OK0116 PL0000107587 94,87 94,94 2,95 2,90 94,91 2,92
PS0416 PL0000106340 103,95 104,03 2,99 2,95 103,99 2,97
OK0716 PL0000107926 93,27 93,34 3,06 3,03 93,31 3,04
IZ0816 PL0000103529 104,23 104,71 --- --- 104,47 ---
PS1016 PL0000106795 103,97 104,06 3,10 3,07 104,02 3,08
WZ0117 PL0000106936 99,76 99,84 --- --- 99,80 ---
PS0417 PL0000107058 104,34 104,44 3,23 3,20 104,39 3,22
DS1017 PL0000104543 106,37 106,52 3,32 3,27 106,45 3,29
WZ0118 PL0000104717 99,28 99,39 --- --- 99,34 ---
PS0418 PL0000107314 101,08 101,22 3,46 3,42 101,15 3,44
PS0718 PL0000107595 95,92 96,10 3,53 3,49 96,01 3,51
WZ0119 PL0000107603 98,80 98,92 --- --- 98,86 ---
DS1019 PL0000105441 108,81 108,98 3,71 3,68 108,90 3,69
DS1020 PL0000106126 107,58 107,95 3,91 3,85 107,77 3,88
WZ0121 PL0000106068 97,87 98,00 --- --- 97,94 ---
DS1021 PL0000106670 110,62 110,95 4,08 4,03 110,79 4,06
WS0922 PL0000102646 111,04 111,39 4,17 4,12 111,22 4,15
IZ0823 PL0000105359 103,96 104,69 --- --- 104,33 ---
DS1023 PL0000107264 98,25 98,46 4,22 4,19 98,36 4,21
WZ0124 PL0000107454 96,64 96,79 --- --- 96,72 ---
WS0429 PL0000105391 112,09 112,87 4,61 4,55 112,48 4,58

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1019 PL0000105441 0/1 1 2,350 2,350 2,350 180
DS1020 PL0000106126 0/1 1 2,360 2,360 2,360 180
OK0714 PL0000107009 0/1 1 2,360 2,360 2,360 20
PS0417 PL0000107058 0/1 1 2,360 2,360 2,360 40
PS1016 PL0000106795 1/2 1 2,150 2,200 2,158 155
PS0417 PL0000107058 1/2 1 2,360 2,360 2,360 40
PS0718 PL0000107595 1/2 1 2,360 2,360 2,360 115
OK0716 PL0000107926 1/2 1 2,380 2,380 2,380 20
DS1019 PL0000105441 1/8 7 2,300 2,360 2,354 185
DS1020 PL0000106126 1/8 7 2,360 2,360 2,360 200
PS1016 PL0000106795 1/8 7 2,150 2,150 2,150 460
PS0417 PL0000107058 1/8 7 2,360 2,360 2,360 40
OK0116 PL0000107587 1/8 7 2,380 2,380 2,380 210
PS0414 PL0000105433 2/9 7 2,150 2,150 2,150 10
DS1019 PL0000105441 2/9 7 2,350 2,350 2,350 80
PS1016 PL0000106795 2/9 7 2,100 2,100 2,100 300
TOTAL 2 235
General Collateral (GC) (PLN)
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
GCZ G.C. Poland 1/2 1 2,500 2,500 2,500 600
TOTAL 600

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.