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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2014-05-22 MARKET DATA No 97 (2379)

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 870,00 924,25 69 1 220,00 1 309,55 22 2 090,00 2 233,81 91
T-bonds EUR 1,00 1,06 1 0,00 0,00 0 1,00 1,06 1
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 99,62 99,63 99,630 99,630 99,630 99,630 99,630 30 000 29,89 1
PS0415 PL0000105953 102,63 102,62 102,620 102,630 102,620 102,630 102,625 20 000 20,62 2
OK0715 PL0000107405 97,04 97,04 97,040 97,040 97,040 97,040 97,040 35 000 33,96 2
DS1015 PL0000103602 104,88 104,90 104,880 104,880 104,880 104,880 104,880 5 000 5,43 1
OK0116 PL0000107587 95,63 95,68 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,16 104,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 94,23 94,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS1016 PL0000106795 104,51 104,54 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 105,23 105,15 105,210 105,240 105,200 105,240 105,213 77 500 81,85 3
DS1017 PL0000104543 107,34 107,29 107,290 107,340 107,290 107,300 107,311 75 000 82,78 7
PS0418 PL0000107314 102,40 102,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 97,55 97,37 97,400 97,550 97,400 97,530 97,453 120 000 119,45 10
PS0719 PL0000108148 99,88 99,77 99,700 99,800 99,700 99,800 99,783 60 000 61,50 2
DS1019 PL0000105441 110,80 110,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1020 PL0000106126 110,40 110,15 110,010 110,450 109,990 110,440 110,235 230 000 260,59 18
DS1021 PL0000106670 113,94 113,73 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 114,70 114,39 114,550 114,550 114,550 114,550 114,550 10 000 11,84 1
DS1023 PL0000107264 102,18 101,74 101,750 102,250 101,750 102,250 101,973 157 500 164,28 16
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 118,30 117,84 117,910 117,910 117,910 117,910 117,910 10 000 11,84 1
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,85 104,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 105,70 105,78 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,06 100,08 100,060 100,060 100,060 100,060 100,060 15 000 15,15 2
WZ0117 PL0000106936 99,86 99,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,58 99,63 99,580 99,580 99,580 99,580 99,580 20 000 20,10 2
WZ0119 PL0000107603 99,28 99,33 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 98,62 98,73 98,610 98,610 98,610 98,610 98,610 5 000 4,98 1
WZ0124 PL0000107454 97,61 97,62 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 870 000 924,25 69

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 105,25 105,40 105,250 105,250 105,250 105,250 105,250 1 000 1,06 1
EUR0317 XS0498285351 108,70 108,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,90 119,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,30 102,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,35 116,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,50 117,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 119,30 119,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 113,25 114,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 105,80 106,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 108,75 109,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 124,65 125,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 000 1,06 1

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 102,59 102,66 2,59 2,51 102,63 2,55
OK0715 PL0000107405 97,00 97,11 2,65 2,55 97,06 2,60
DS1015 PL0000103602 104,82 104,93 2,71 2,64 104,88 2,67
OK0116 PL0000107587 95,57 95,71 2,75 2,66 95,64 2,71
PS0416 PL0000106340 104,09 104,23 2,77 2,70 104,16 2,73
OK0716 PL0000107926 94,15 94,29 2,82 2,75 94,22 2,79
IZ0816 PL0000103529 103,72 104,17 --- --- 103,95 ---
PS1016 PL0000106795 104,43 104,60 2,82 2,75 104,52 2,78
WZ0117 PL0000106936 99,84 99,92 --- --- 99,88 ---
PS0417 PL0000107058 105,06 105,28 2,91 2,83 105,17 2,87
DS1017 PL0000104543 107,13 107,38 3,01 2,94 107,26 2,98
WZ0118 PL0000104717 99,55 99,66 --- --- 99,61 ---
PS0418 PL0000107314 102,20 102,43 3,14 3,08 102,32 3,11
PS0718 PL0000107595 97,27 97,51 3,21 3,14 97,39 3,18
WZ0119 PL0000107603 99,25 99,36 --- --- 99,31 ---
DS1019 PL0000105441 110,53 110,83 3,34 3,28 110,68 3,31
DS1020 PL0000106126 109,94 110,29 3,49 3,43 110,12 3,46
WZ0121 PL0000106068 98,58 98,77 --- --- 98,68 ---
DS1021 PL0000106670 113,55 113,92 3,63 3,57 113,74 3,60
WS0922 PL0000102646 114,20 114,60 3,73 3,68 114,40 3,70
IZ0823 PL0000105359 105,34 106,01 --- --- 105,68 ---
DS1023 PL0000107264 101,60 102,03 3,79 3,74 101,82 3,76
WZ0124 PL0000107454 97,44 97,66 --- --- 97,55 ---
WS0429 PL0000105391 117,64 118,15 4,14 4,10 117,90 4,12

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 102,61 102,65 2,57 2,53 102,63 2,55
OK0715 PL0000107405 97,02 97,11 2,63 2,55 97,07 2,59
DS1015 PL0000103602 104,86 104,94 2,69 2,63 104,90 2,66
OK0116 PL0000107587 95,60 95,73 2,73 2,65 95,67 2,69
PS0416 PL0000106340 104,14 104,27 2,74 2,68 104,21 2,71
OK0716 PL0000107926 94,21 94,33 2,79 2,73 94,27 2,76
IZ0816 PL0000103529 103,72 104,20 --- --- 103,96 ---
PS1016 PL0000106795 104,49 104,65 2,79 2,73 104,57 2,76
WZ0117 PL0000106936 99,84 99,91 --- --- 99,88 ---
PS0417 PL0000107058 105,17 105,39 2,87 2,79 105,28 2,83
DS1017 PL0000104543 107,27 107,47 2,97 2,91 107,37 2,94
WZ0118 PL0000104717 99,55 99,66 --- --- 99,61 ---
PS0418 PL0000107314 102,36 102,59 3,10 3,04 102,48 3,06
PS0718 PL0000107595 97,47 97,67 3,15 3,10 97,57 3,13
WZ0119 PL0000107603 99,25 99,36 --- --- 99,31 ---
DS1019 PL0000105441 110,74 110,99 3,30 3,25 110,87 3,27
DS1020 PL0000106126 110,15 110,51 3,45 3,39 110,33 3,42
WZ0121 PL0000106068 98,57 98,76 --- --- 98,67 ---
DS1021 PL0000106670 113,85 114,21 3,58 3,53 114,03 3,56
WS0922 PL0000102646 114,65 114,85 3,67 3,64 114,75 3,66
IZ0823 PL0000105359 105,42 106,10 --- --- 105,76 ---
DS1023 PL0000107264 102,11 102,40 3,73 3,69 102,26 3,71
WZ0124 PL0000107454 97,55 97,68 --- --- 97,62 ---
WS0429 PL0000105391 118,07 118,87 4,10 4,04 118,47 4,07

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1020 PL0000106126 0/1 1 2,340 2,340 2,340 5
DS1021 PL0000106670 0/1 1 2,340 2,340 2,340 20
DS1020 PL0000106126 1/4 3 2,340 2,340 2,340 150
PS0416 PL0000106340 1/4 3 2,400 2,400 2,400 270
PS1016 PL0000106795 1/4 3 2,350 2,350 2,350 60
OK0715 PL0000107405 1/4 3 2,340 2,340 2,340 25
PS0718 PL0000107595 1/4 3 2,400 2,400 2,400 10
WS0922 PL0000102646 1/8 7 2,340 2,340 2,340 20
DS1017 PL0000104543 1/8 7 2,350 2,370 2,369 170
DS1019 PL0000105441 1/8 7 2,310 2,310 2,310 65
DS1020 PL0000106126 1/8 7 2,340 2,340 2,340 20
DS1021 PL0000106670 1/8 7 2,340 2,340 2,340 20
PS1016 PL0000106795 1/8 7 2,310 2,310 2,310 190
PS0417 PL0000107058 1/8 7 2,340 2,340 2,340 40
OK0715 PL0000107405 1/8 7 2,420 2,420 2,420 70
PS0718 PL0000107595 1/8 7 2,340 2,340 2,340 15
WZ0121 PL0000106068 1/8 7 2,340 2,380 2,363 70
TOTAL 1 220

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.