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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2014-04-07 MARKET DATA No 67 (2349)

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 1 670,00 1 756,42 116 2 345,00 2 454,41 25 4 015,00 4 210,83 141
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 100,15 100,17 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0714 PL0000107009 99,31 99,33 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,81 102,81 102,810 102,810 102,810 102,810 102,810 50 000 54,03 1
OK0715 PL0000107405 96,54 96,54 96,550 96,550 96,550 96,550 96,550 25 000 24,14 1
DS1015 PL0000103602 105,11 105,14 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 95,00 94,97 94,970 95,030 94,970 95,030 95,017 200 000 190,03 10
PS0416 PL0000106340 104,04 104,02 104,020 104,040 104,020 104,040 104,036 140 000 152,34 6
OK0716 PL0000107926 93,47 93,48 93,480 93,480 93,480 93,480 93,480 50 000 46,74 2
PS1016 PL0000106795 104,15 104,13 104,140 104,180 104,140 104,180 104,165 120 000 127,59 7
PS0417 PL0000107058 104,76 104,69 104,660 104,710 104,660 104,710 104,692 190 000 207,54 8
DS1017 PL0000104543 106,80 106,73 106,790 106,810 106,740 106,810 106,773 80 000 87,33 7
PS0418 PL0000107314 101,63 101,53 101,550 101,580 101,510 101,580 101,539 90 000 94,61 6
PS0718 PL0000107595 96,58 96,47 96,570 96,600 96,550 96,580 96,573 175 000 172,10 16
DS1019 PL0000105441 109,76 109,55 109,580 109,700 109,510 109,700 109,621 215 000 241,06 20
DS1020 PL0000106126 108,83 108,59 108,570 108,730 108,570 108,730 108,677 30 000 33,32 3
DS1021 PL0000106670 111,78 111,58 111,660 111,750 111,650 111,750 111,701 110 000 125,75 9
WS0922 PL0000102646 112,19 111,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 99,33 99,01 99,200 99,250 99,150 99,170 99,202 135 000 136,38 14
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 113,67 113,50 113,360 113,360 113,230 113,230 113,295 20 000 23,76 2
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 104,33 104,52 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 104,59 104,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,04 100,06 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 99,83 99,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,41 99,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 98,99 98,99 99,000 99,000 99,000 99,000 99,000 25 000 24,89 2
WZ0121 PL0000106068 98,07 98,10 98,100 98,110 98,100 98,110 98,107 15 000 14,80 2
WZ0124 PL0000107454 96,78 96,83 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 670 000 1 756,42 116

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 105,45 105,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,65 109,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 119,00 119,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,35 102,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 115,85 116,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 114,90 115,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 104,00 104,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 0,00 0,00 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 99,28 99,36 2,47 2,20 99,32 2,34
WZ0115 PL0000106480 100,03 100,08 --- --- 100,06 ---
PS0415 PL0000105953 102,78 102,83 2,76 2,71 102,81 2,73
OK0715 PL0000107405 96,49 96,56 2,80 2,74 96,53 2,77
DS1015 PL0000103602 105,09 105,17 2,82 2,77 105,13 2,79
OK0116 PL0000107587 94,89 95,02 2,96 2,88 94,96 2,92
PS0416 PL0000106340 103,95 104,06 2,97 2,92 104,01 2,94
OK0716 PL0000107926 93,41 93,51 3,01 2,97 93,46 2,99
IZ0816 PL0000103529 104,13 104,68 --- --- 104,41 ---
PS1016 PL0000106795 104,06 104,22 3,06 2,99 104,14 3,03
WZ0117 PL0000106936 99,78 99,87 --- --- 99,83 ---
PS0417 PL0000107058 104,63 104,79 3,13 3,07 104,71 3,10
DS1017 PL0000104543 106,72 106,95 3,21 3,14 106,84 3,17
WZ0118 PL0000104717 99,36 99,50 --- --- 99,43 ---
PS0418 PL0000107314 101,57 101,82 3,33 3,26 101,70 3,29
PS0718 PL0000107595 96,45 96,70 3,40 3,33 96,58 3,36
WZ0119 PL0000107603 98,93 99,02 --- --- 98,98 ---
DS1019 PL0000105441 109,44 109,71 3,59 3,53 109,58 3,56
DS1020 PL0000106126 108,46 108,85 3,76 3,70 108,66 3,73
WZ0121 PL0000106068 97,95 98,16 --- --- 98,06 ---
DS1021 PL0000106670 111,45 111,84 3,96 3,90 111,65 3,93
WS0922 PL0000102646 111,97 112,27 4,04 4,00 112,12 4,02
IZ0823 PL0000105359 104,32 105,13 --- --- 104,73 ---
DS1023 PL0000107264 98,97 99,32 4,13 4,08 99,15 4,10
WZ0124 PL0000107454 96,70 96,87 --- --- 96,79 ---
WS0429 PL0000105391 113,15 114,01 4,52 4,45 113,58 4,49

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0714 PL0000107009 99,29 99,35 2,44 2,23 99,32 2,34
WZ0115 PL0000106480 100,03 100,07 --- --- 100,05 ---
PS0415 PL0000105953 102,80 102,84 2,74 2,70 102,82 2,72
OK0715 PL0000107405 96,52 96,59 2,78 2,72 96,56 2,74
DS1015 PL0000103602 105,09 105,16 2,82 2,77 105,13 2,79
OK0116 PL0000107587 94,98 95,06 2,91 2,86 95,02 2,88
PS0416 PL0000106340 104,01 104,09 2,94 2,90 104,05 2,92
OK0716 PL0000107926 93,44 93,50 3,00 2,97 93,47 2,99
IZ0816 PL0000103529 104,15 104,67 --- --- 104,41 ---
PS1016 PL0000106795 104,12 104,26 3,03 2,98 104,19 3,01
WZ0117 PL0000106936 99,80 99,88 --- --- 99,84 ---
PS0417 PL0000107058 104,67 104,81 3,11 3,07 104,74 3,09
DS1017 PL0000104543 106,74 106,86 3,20 3,17 106,80 3,18
WZ0118 PL0000104717 99,37 99,48 --- --- 99,43 ---
PS0418 PL0000107314 101,59 101,72 3,32 3,29 101,66 3,30
PS0718 PL0000107595 96,54 96,66 3,37 3,34 96,60 3,36
WZ0119 PL0000107603 98,95 99,03 --- --- 98,99 ---
DS1019 PL0000105441 109,70 109,86 3,54 3,51 109,78 3,52
DS1020 PL0000106126 108,78 108,98 3,71 3,67 108,88 3,69
WZ0121 PL0000106068 98,02 98,17 --- --- 98,10 ---
DS1021 PL0000106670 111,70 111,88 3,92 3,90 111,79 3,91
WS0922 PL0000102646 112,13 112,32 4,02 4,00 112,23 4,01
IZ0823 PL0000105359 104,30 105,17 --- --- 104,74 ---
DS1023 PL0000107264 99,28 99,48 4,09 4,06 99,38 4,07
WZ0124 PL0000107454 96,73 96,88 --- --- 96,81 ---
WS0429 PL0000105391 113,22 114,15 4,52 4,44 113,69 4,48

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1017 PL0000104543 0/1 1 2,360 2,360 2,360 165
DS1019 PL0000105441 0/1 1 2,150 2,150 2,150 50
PS0417 PL0000107058 0/1 1 2,360 2,360 2,360 10
OK0715 PL0000107405 0/1 1 2,360 2,360 2,360 60
PS0718 PL0000107595 0/1 1 2,360 2,360 2,360 220
DS1019 PL0000105441 1/2 1 2,300 2,300 2,300 100
DS1020 PL0000106126 1/2 1 2,360 2,360 2,360 65
OK0715 PL0000107405 1/2 1 2,360 2,360 2,360 420
DS1017 PL0000104543 1/8 7 2,360 2,360 2,360 35
DS1019 PL0000105441 1/8 7 2,250 2,360 2,293 295
DS1020 PL0000106126 1/8 7 2,360 2,360 2,360 245
PS0416 PL0000106340 1/8 7 2,400 2,400 2,400 80
DS1021 PL0000106670 1/8 7 2,360 2,360 2,360 20
DS1023 PL0000107264 1/8 7 2,360 2,360 2,360 75
PS0418 PL0000107314 1/8 7 2,250 2,250 2,250 20
OK0715 PL0000107405 1/8 7 2,400 2,400 2,400 100
WZ0121 PL0000106068 1/8 7 2,360 2,360 2,360 125
PS1016 PL0000106795 2/9 7 2,320 2,320 2,320 260
TOTAL 2 345

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.