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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2014-05-23 MARKET DATA No 98 (2380)

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 947,50 981,96 61 1 725,00 1 797,80 12 2 672,50 2 779,77 73
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 99,63 99,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,61 102,64 102,610 102,610 102,610 102,610 102,610 10 000 10,31 1
OK0715 PL0000107405 97,05 97,11 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,84 104,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 95,65 95,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,16 104,14 104,140 104,140 104,120 104,120 104,128 100 000 104,57 5
OK0716 PL0000107926 94,24 94,23 94,220 94,250 94,190 94,250 94,220 155 000 146,04 9
PS1016 PL0000106795 104,53 104,49 104,490 104,530 104,490 104,530 104,511 145 000 155,58 5
PS0417 PL0000107058 105,20 105,17 105,110 105,200 105,110 105,200 105,161 35 000 36,95 2
DS1017 PL0000104543 107,31 107,34 107,310 107,310 107,300 107,300 107,304 25 000 27,60 2
PS0418 PL0000107314 102,48 102,44 102,470 102,480 102,470 102,480 102,475 30 000 30,84 2
PS0718 PL0000107595 97,58 97,45 97,540 97,630 97,540 97,630 97,566 185 000 184,37 10
PS0719 PL0000108148 99,96 99,85 99,810 99,850 99,810 99,850 99,842 25 000 25,64 3
DS1019 PL0000105441 110,90 110,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1020 PL0000106126 110,39 110,39 110,140 110,140 110,140 110,140 110,140 2 500 2,83 1
DS1021 PL0000106670 114,20 114,00 113,750 113,750 113,750 113,750 113,750 10 000 11,71 1
WS0922 PL0000102646 115,00 114,85 115,000 115,100 115,000 115,100 115,044 70 000 83,24 7
DS1023 PL0000107264 102,45 102,10 101,950 102,400 101,950 102,400 102,209 27 500 28,75 3
WS0428 PL0000107611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 118,69 118,35 118,350 118,550 118,350 118,550 118,441 27 500 32,71 3
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,91 104,09 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 105,70 106,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,06 100,07 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 99,88 99,90 99,900 99,900 99,900 99,900 99,900 100 000 100,82 7
WZ0118 PL0000104717 99,60 99,63 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,28 99,33 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 98,59 98,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,53 97,62 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 947 500 981,96 61

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 105,25 105,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,65 108,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,85 119,20 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 116,30 116,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,50 116,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 119,35 119,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 113,50 114,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 106,00 106,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 108,75 109,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 124,75 125,50 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 100,04 100,09 --- --- 100,07 ---
PS0415 PL0000105953 102,59 102,65 2,58 2,52 102,62 2,55
OK0715 PL0000107405 97,01 97,13 2,65 2,54 97,07 2,59
DS1015 PL0000103602 104,81 104,92 2,71 2,64 104,87 2,67
OK0116 PL0000107587 95,57 95,72 2,76 2,66 95,65 2,71
PS0416 PL0000106340 104,08 104,21 2,77 2,70 104,15 2,74
OK0716 PL0000107926 94,15 94,27 2,82 2,76 94,21 2,79
IZ0816 PL0000103529 103,73 104,20 --- --- 103,97 ---
PS1016 PL0000106795 104,43 104,59 2,82 2,75 104,51 2,78
WZ0117 PL0000106936 99,83 99,92 --- --- 99,88 ---
PS0417 PL0000107058 105,09 105,33 2,90 2,81 105,21 2,86
DS1017 PL0000104543 107,18 107,42 3,00 2,93 107,30 2,96
WZ0118 PL0000104717 99,54 99,65 --- --- 99,60 ---
PS0418 PL0000107314 102,27 102,53 3,12 3,05 102,40 3,09
PS0718 PL0000107595 97,36 97,56 3,18 3,13 97,46 3,16
WZ0119 PL0000107603 99,25 99,37 --- --- 99,31 ---
DS1019 PL0000105441 110,66 110,93 3,31 3,26 110,80 3,28
DS1020 PL0000106126 110,10 110,46 3,46 3,40 110,28 3,43
WZ0121 PL0000106068 98,54 98,75 --- --- 98,65 ---
DS1021 PL0000106670 113,79 114,14 3,59 3,54 113,97 3,57
WS0922 PL0000102646 114,51 114,90 3,69 3,64 114,71 3,66
IZ0823 PL0000105359 105,39 106,13 --- --- 105,76 ---
DS1023 PL0000107264 101,89 102,17 3,75 3,72 102,03 3,74
WZ0124 PL0000107454 97,45 97,66 --- --- 97,56 ---
WS0429 PL0000105391 117,84 118,58 4,12 4,06 118,21 4,09

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,04 100,09 --- --- 100,07 ---
PS0415 PL0000105953 102,59 102,65 2,58 2,52 102,62 2,55
OK0715 PL0000107405 97,02 97,14 2,64 2,53 97,08 2,58
DS1015 PL0000103602 104,82 104,94 2,71 2,62 104,88 2,67
OK0116 PL0000107587 95,63 95,73 2,72 2,65 95,68 2,69
PS0416 PL0000106340 104,10 104,24 2,76 2,69 104,17 2,73
OK0716 PL0000107926 94,18 94,31 2,81 2,74 94,25 2,77
IZ0816 PL0000103529 103,76 104,20 --- --- 103,98 ---
PS1016 PL0000106795 104,46 104,61 2,80 2,74 104,54 2,77
WZ0117 PL0000106936 99,85 99,92 --- --- 99,89 ---
PS0417 PL0000107058 105,13 105,27 2,88 2,83 105,20 2,86
DS1017 PL0000104543 107,23 107,45 2,98 2,92 107,34 2,95
WZ0118 PL0000104717 99,56 99,65 --- --- 99,61 ---
PS0418 PL0000107314 102,33 102,58 3,10 3,04 102,46 3,07
PS0718 PL0000107595 97,51 97,67 3,14 3,10 97,59 3,12
WZ0119 PL0000107603 99,25 99,37 --- --- 99,31 ---
DS1019 PL0000105441 110,76 111,05 3,29 3,24 110,91 3,26
DS1020 PL0000106126 110,33 110,67 3,42 3,37 110,50 3,39
WZ0121 PL0000106068 98,54 98,73 --- --- 98,64 ---
DS1021 PL0000106670 114,05 114,42 3,55 3,50 114,24 3,53
WS0922 PL0000102646 114,95 115,25 3,63 3,59 115,10 3,61
IZ0823 PL0000105359 105,50 106,15 --- --- 105,83 ---
DS1023 PL0000107264 102,25 102,57 3,71 3,67 102,41 3,69
WZ0124 PL0000107454 97,46 97,65 --- --- 97,56 ---
WS0429 PL0000105391 118,48 119,32 4,07 4,00 118,90 4,03

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 3/4 1 2,340 2,340 2,340 170
PS0416 PL0000106340 3/4 1 2,400 2,430 2,408 360
WZ0118 PL0000104717 3/4 1 2,410 2,410 2,410 50
DS1023 PL0000107264 0/3 3 2,340 2,340 2,340 80
WZ0118 PL0000104717 0/3 3 2,400 2,400 2,400 50
WS0429 PL0000105391 3/10 7 2,200 2,200 2,200 40
OK0715 PL0000107405 3/10 7 2,400 2,400 2,400 75
TOTAL 825
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 2,550 2,550 2,550 900
TOTAL 900

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.