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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2014-05-08 MARKET DATA No 87 (2369)

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 1 707,50 1 747,40 95 2 055,00 2 130,28 22 3 762,50 3 877,68 117
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)
OK0714 PL0000107009 99,55 99,56 99,550 99,550 99,550 99,550 99,550 35 000 34,84 2
PS0415 PL0000105953 102,65 102,64 102,650 102,650 102,650 102,650 102,650 287 500 295,85 7
OK0715 PL0000107405 96,87 96,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,93 104,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 95,34 95,36 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,02 104,06 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 93,87 93,91 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS1016 PL0000106795 104,25 104,24 104,270 104,280 104,270 104,280 104,275 20 000 21,37 2
PS0417 PL0000107058 104,83 104,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 106,87 106,84 106,860 106,950 106,860 106,950 106,890 30 000 32,93 3
PS0418 PL0000107314 101,90 101,84 101,870 101,900 101,860 101,890 101,875 40 000 40,82 5
PS0718 PL0000107595 96,95 96,83 96,830 96,950 96,830 96,950 96,907 380 000 375,82 20
DS1019 PL0000105441 110,08 110,00 110,050 110,170 110,000 110,170 110,077 105 000 118,73 13
DS1020 PL0000106126 109,43 109,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 113,03 112,84 113,100 113,100 113,100 113,100 113,100 10 000 11,62 1
WS0922 PL0000102646 113,76 113,52 113,620 113,850 113,480 113,850 113,650 30 000 35,19 3
DS1023 PL0000107264 101,06 100,75 100,750 101,200 100,750 101,200 100,960 240 000 247,54 20
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 116,37 116,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0437 PL0000104857 110,50 116,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 104,12 104,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 105,25 105,30 105,350 105,350 105,350 105,350 105,350 10 000 12,48 1
WZ0115 PL0000106480 100,07 100,08 100,070 100,070 100,070 100,070 100,070 20 000 20,17 1
WZ0117 PL0000106936 99,88 99,87 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,58 99,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,25 99,15 99,150 99,260 99,150 99,260 99,202 500 000 500,03 17
WZ0121 PL0000106068 98,41 98,36 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,13 97,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 707 500 1 747,40 95

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 105,30 105,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,60 108,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,90 119,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,15 102,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,15 116,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 115,75 116,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 118,50 119,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 113,00 113,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 105,00 105,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 107,90 108,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 123,75 124,75 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) (%)
WZ0115 PL0000106480 100,05 100,10 --- --- 100,08 ---
PS0415 PL0000105953 102,61 102,66 2,69 2,63 102,64 2,65
OK0715 PL0000107405 96,85 96,93 2,70 2,63 96,89 2,66
DS1015 PL0000103602 104,91 104,99 2,74 2,69 104,95 2,71
OK0116 PL0000107587 95,32 95,40 2,85 2,80 95,36 2,82
PS0416 PL0000106340 104,00 104,08 2,86 2,82 104,04 2,84
OK0716 PL0000107926 93,82 93,95 2,93 2,87 93,89 2,90
IZ0816 PL0000103529 103,86 104,41 --- --- 104,14 ---
PS1016 PL0000106795 104,18 104,28 2,95 2,91 104,23 2,93
WZ0117 PL0000106936 99,81 99,90 --- --- 99,86 ---
PS0417 PL0000107058 104,71 104,89 3,05 2,99 104,80 3,02
DS1017 PL0000104543 106,79 106,94 3,14 3,09 106,87 3,11
WZ0118 PL0000104717 99,45 99,58 --- --- 99,52 ---
PS0418 PL0000107314 101,75 101,97 3,27 3,21 101,86 3,24
PS0718 PL0000107595 96,76 96,88 3,34 3,30 96,82 3,32
WZ0119 PL0000107603 99,09 99,19 --- --- 99,14 ---
DS1019 PL0000105441 109,88 110,08 3,47 3,44 109,98 3,45
DS1020 PL0000106126 109,21 109,50 3,62 3,57 109,36 3,59
WZ0121 PL0000106068 98,26 98,40 --- --- 98,33 ---
DS1021 PL0000106670 112,59 112,93 3,77 3,72 112,76 3,75
WS0922 PL0000102646 113,31 113,57 3,85 3,82 113,44 3,84
IZ0823 PL0000105359 104,65 105,40 --- --- 105,03 ---
DS1023 PL0000107264 100,56 100,81 3,92 3,89 100,69 3,91
WZ0124 PL0000107454 96,91 97,13 --- --- 97,02 ---
WS0429 PL0000105391 115,71 116,58 4,30 4,23 116,15 4,26

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,05 100,09 --- --- 100,07 ---
PS0415 PL0000105953 102,63 102,68 2,66 2,61 102,66 2,63
OK0715 PL0000107405 96,85 96,94 2,70 2,62 96,90 2,65
DS1015 PL0000103602 104,91 104,98 2,74 2,69 104,95 2,71
OK0116 PL0000107587 95,31 95,38 2,85 2,81 95,35 2,83
PS0416 PL0000106340 103,99 104,08 2,86 2,82 104,04 2,84
OK0716 PL0000107926 93,84 93,98 2,92 2,86 93,91 2,89
IZ0816 PL0000103529 103,95 104,42 --- --- 104,19 ---
PS1016 PL0000106795 104,21 104,31 2,94 2,90 104,26 2,92
WZ0117 PL0000106936 99,85 99,91 --- --- 99,88 ---
PS0417 PL0000107058 104,75 104,93 3,04 2,98 104,84 3,01
DS1017 PL0000104543 106,79 106,96 3,14 3,09 106,88 3,11
WZ0118 PL0000104717 99,53 99,66 --- --- 99,60 ---
PS0418 PL0000107314 101,85 101,99 3,24 3,20 101,92 3,22
PS0718 PL0000107595 96,85 96,96 3,31 3,28 96,91 3,30
WZ0119 PL0000107603 99,19 99,29 --- --- 99,24 ---
DS1019 PL0000105441 109,96 110,18 3,46 3,42 110,07 3,44
DS1020 PL0000106126 109,30 109,67 3,60 3,54 109,49 3,57
WZ0121 PL0000106068 98,35 98,48 --- --- 98,42 ---
DS1021 PL0000106670 112,84 113,16 3,74 3,69 113,00 3,71
WS0922 PL0000102646 113,60 113,88 3,81 3,78 113,74 3,80
IZ0823 PL0000105359 105,06 105,52 --- --- 105,29 ---
DS1023 PL0000107264 100,97 101,24 3,87 3,84 101,11 3,85
WZ0124 PL0000107454 97,08 97,40 --- --- 97,24 ---
WS0429 PL0000105391 116,05 116,95 4,27 4,20 116,50 4,23

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
WZ0118 PL0000104717 0/1 1 2,300 2,300 2,300 60
WS0429 PL0000105391 1/4 3 2,220 2,220 2,220 25
PS1016 PL0000106795 1/4 3 2,250 2,250 2,250 220
DS1023 PL0000107264 1/4 3 2,250 2,250 2,250 100
PS0418 PL0000107314 1/4 3 2,300 2,300 2,300 75
PS0718 PL0000107595 1/4 3 2,300 2,300 2,300 160
WZ0119 PL0000107603 1/4 3 2,350 2,350 2,350 180
DS1017 PL0000104543 0/7 7 2,250 2,250 2,250 20
DS1015 PL0000103602 1/8 7 2,350 2,350 2,350 40
DS1021 PL0000106670 1/8 7 2,350 2,350 2,350 50
PS1016 PL0000106795 1/8 7 2,280 2,280 2,280 100
PS0418 PL0000107314 1/8 7 2,270 2,350 2,318 25
OK0715 PL0000107405 1/8 7 2,350 2,350 2,350 110
OK0116 PL0000107587 1/8 7 2,400 2,400 2,400 50
WZ0118 PL0000104717 1/8 7 2,400 2,400 2,400 220
WZ0119 PL0000107603 1/8 7 2,350 2,350 2,350 20
TOTAL 1 455
General Collateral (GC) (PLN)
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
GCZ G.C. Poland 1/4 3 2,540 2,540 2,540 600
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.