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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2014-04-04 MARKET DATA No 66 (2348)

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 2 400,00 2 494,82 153 1 495,00 1 599,10 12 3 895,00 4 093,92 165
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 100,15 100,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0714 PL0000107009 99,30 99,31 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,82 102,80 102,790 102,820 102,790 102,810 102,803 335 000 361,96 9
OK0715 PL0000107405 96,51 96,51 96,530 96,530 96,530 96,530 96,530 70 000 67,57 3
DS1015 PL0000103602 105,12 105,13 105,130 105,130 105,130 105,130 105,130 10 000 10,80 1
OK0116 PL0000107587 94,94 94,94 94,930 94,930 94,930 94,930 94,930 25 000 23,73 1
PS0416 PL0000106340 104,00 103,99 104,010 104,030 104,010 104,030 104,023 95 000 103,35 5
OK0716 PL0000107926 93,44 93,39 93,400 93,450 93,400 93,450 93,423 135 000 126,12 7
PS1016 PL0000106795 104,07 104,04 104,050 104,060 104,050 104,060 104,055 20 000 21,24 2
PS0417 PL0000107058 104,62 104,44 104,450 104,590 104,440 104,590 104,469 65 000 70,85 5
DS1017 PL0000104543 106,73 106,50 106,520 106,710 106,480 106,640 106,641 110 000 119,92 7
PS0418 PL0000107314 101,60 101,28 101,590 101,700 101,550 101,700 101,640 205 000 215,69 17
PS0718 PL0000107595 96,47 96,19 96,490 96,600 96,490 96,600 96,551 330 000 324,43 28
DS1019 PL0000105441 109,49 109,05 109,050 109,350 109,050 109,350 109,122 45 000 50,22 6
DS1020 PL0000106126 108,48 107,95 108,000 108,000 108,000 108,000 108,000 25 000 27,59 1
DS1021 PL0000106670 111,50 110,88 110,900 111,500 110,900 111,500 111,170 245 000 278,73 15
WS0922 PL0000102646 111,75 111,30 111,400 111,800 111,400 111,800 111,630 25 000 28,68 3
DS1023 PL0000107264 99,00 98,38 98,390 99,130 98,350 99,130 98,638 495 000 497,21 36
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 113,10 112,57 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 104,28 104,48 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 104,50 104,50 104,500 104,500 104,500 104,500 104,500 10 000 12,34 1
WZ0115 PL0000106480 100,04 100,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 99,80 99,79 99,810 99,810 99,810 99,810 99,810 50 000 50,18 2
WZ0118 PL0000104717 99,39 99,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 98,97 98,98 98,990 98,990 98,990 98,990 98,990 70 000 69,68 2
WZ0121 PL0000106068 98,02 98,03 98,100 98,100 98,100 98,100 98,100 35 000 34,53 2
WZ0124 PL0000107454 96,75 96,79 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 2 400 000 2 494,82 153

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 105,40 105,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,60 109,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,85 119,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,15 102,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 115,75 115,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 114,75 114,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 117,70 118,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 111,75 112,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 103,75 104,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 106,45 107,00 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 99,26 99,32 2,52 2,31 99,29 2,42
WZ0115 PL0000106480 100,03 100,07 --- --- 100,05 ---
PS0415 PL0000105953 102,77 102,83 2,77 2,72 102,80 2,75
OK0715 PL0000107405 96,47 96,53 2,81 2,76 96,50 2,79
DS1015 PL0000103602 105,09 105,17 2,82 2,77 105,13 2,80
OK0116 PL0000107587 94,89 94,96 2,96 2,91 94,93 2,93
PS0416 PL0000106340 103,92 104,02 2,99 2,94 103,97 2,97
OK0716 PL0000107926 93,32 93,42 3,05 3,01 93,37 3,03
IZ0816 PL0000103529 104,10 104,61 --- --- 104,36 ---
PS1016 PL0000106795 103,98 104,08 3,09 3,05 104,03 3,07
WZ0117 PL0000106936 99,75 99,85 --- --- 99,80 ---
PS0417 PL0000107058 104,39 104,50 3,21 3,17 104,45 3,19
DS1017 PL0000104543 106,38 106,55 3,31 3,26 106,47 3,28
WZ0118 PL0000104717 99,31 99,44 --- --- 99,38 ---
PS0418 PL0000107314 101,14 101,37 3,44 3,38 101,26 3,41
PS0718 PL0000107595 96,03 96,28 3,51 3,44 96,16 3,47
WZ0119 PL0000107603 98,90 99,00 --- --- 98,95 ---
DS1019 PL0000105441 108,87 109,15 3,70 3,64 109,01 3,67
DS1020 PL0000106126 107,78 108,14 3,87 3,81 107,96 3,84
WZ0121 PL0000106068 97,90 98,06 --- --- 97,98 ---
DS1021 PL0000106670 110,73 111,07 4,06 4,01 110,90 4,04
WS0922 PL0000102646 111,11 111,49 4,16 4,11 111,30 4,13
IZ0823 PL0000105359 104,08 104,84 --- --- 104,46 ---
DS1023 PL0000107264 98,24 98,55 4,22 4,18 98,40 4,20
WZ0124 PL0000107454 96,66 96,85 --- --- 96,76 ---
WS0429 PL0000105391 111,98 112,88 4,62 4,55 112,43 4,58

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0714 PL0000107009 99,28 99,33 2,45 2,28 99,31 2,35
WZ0115 PL0000106480 100,03 100,06 --- --- 100,05 ---
PS0415 PL0000105953 102,79 102,84 2,76 2,71 102,82 2,73
OK0715 PL0000107405 96,50 96,56 2,79 2,74 96,53 2,76
DS1015 PL0000103602 105,09 105,17 2,82 2,77 105,13 2,80
OK0116 PL0000107587 94,91 94,99 2,94 2,90 94,95 2,92
PS0416 PL0000106340 103,95 104,05 2,98 2,93 104,00 2,95
OK0716 PL0000107926 93,39 93,48 3,02 2,98 93,44 3,00
IZ0816 PL0000103529 104,07 104,64 --- --- 104,36 ---
PS1016 PL0000106795 104,02 104,18 3,07 3,01 104,10 3,04
WZ0117 PL0000106936 99,76 99,84 --- --- 99,80 ---
PS0417 PL0000107058 104,56 104,74 3,15 3,09 104,65 3,12
DS1017 PL0000104543 106,61 106,84 3,24 3,17 106,73 3,20
WZ0118 PL0000104717 99,33 99,47 --- --- 99,40 ---
PS0418 PL0000107314 101,46 101,68 3,36 3,30 101,57 3,33
PS0718 PL0000107595 96,33 96,56 3,43 3,37 96,45 3,40
WZ0119 PL0000107603 98,93 99,02 --- --- 98,98 ---
DS1019 PL0000105441 109,29 109,54 3,62 3,57 109,42 3,59
DS1020 PL0000106126 108,20 108,63 3,80 3,73 108,42 3,77
WZ0121 PL0000106068 97,92 98,14 --- --- 98,03 ---
DS1021 PL0000106670 111,25 111,57 3,99 3,94 111,41 3,96
WS0922 PL0000102646 111,64 112,06 4,09 4,03 111,85 4,06
IZ0823 PL0000105359 104,26 105,17 --- --- 104,72 ---
DS1023 PL0000107264 98,73 99,00 4,16 4,12 98,87 4,14
WZ0124 PL0000107454 96,68 96,84 --- --- 96,76 ---
WS0429 PL0000105391 112,60 113,42 4,57 4,50 113,01 4,53

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 3/4 1 2,250 2,250 2,250 45
DS1019 PL0000105441 0/3 3 2,150 2,150 2,150 200
DS1020 PL0000106126 0/3 3 2,360 2,360 2,360 10
PS0718 PL0000107595 0/3 3 2,360 2,360 2,360 200
PS0414 PL0000105433 3/10 7 2,350 2,350 2,350 60
DS1020 PL0000106126 3/10 7 2,360 2,360 2,360 225
PS1016 PL0000106795 3/10 7 2,150 2,150 2,150 40
PS0418 PL0000107314 3/10 7 2,250 2,250 2,250 115
PS1016 PL0000106795 4/11 7 2,150 2,150 2,150 200
TOTAL 1 095
General Collateral (GC) (PLN)
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
GCZ G.C. Poland 0/3 3 2,530 2,530 2,530 400
TOTAL 400

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.