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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2014-06-06 MARKET DATA No 108 (2390)

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 2 952,50 3 159,71 196 3 805,00 3 912,84 30 6 757,50 7 072,55 226
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 99,72 99,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,63 102,67 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 97,36 97,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 105,05 105,01 105,010 105,090 105,010 105,090 105,062 205 000 223,42 5
OK0116 PL0000107587 96,05 96,02 96,030 96,100 96,030 96,100 96,051 55 000 52,83 5
PS0416 PL0000106340 104,49 104,43 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 94,86 94,71 94,870 94,910 94,870 94,910 94,894 220 000 208,77 13
PS1016 PL0000106795 105,00 104,87 104,980 105,070 104,980 105,070 105,034 322 500 348,30 16
PS0417 PL0000107058 105,84 105,64 105,670 105,860 105,670 105,860 105,829 85 000 90,46 5
DS1017 PL0000104543 108,18 107,86 107,950 108,150 107,950 108,150 108,117 30 000 33,42 3
PS0418 PL0000107314 103,52 103,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 98,62 98,25 98,250 98,610 98,250 98,570 98,492 425 000 427,91 31
PS0719 PL0000108148 101,10 100,34 100,950 100,950 100,950 100,950 100,950 10 000 10,38 1
DS1019 PL0000105441 112,31 111,70 112,180 112,290 111,980 112,290 112,195 200 000 231,26 16
DS1020 PL0000106126 112,03 111,33 111,850 112,010 111,850 112,000 111,977 60 000 69,15 5
DS1021 PL0000106670 115,80 114,97 115,240 115,670 115,240 115,500 115,548 90 000 107,23 8
WS0922 PL0000102646 116,80 115,84 116,590 116,800 116,500 116,550 116,634 150 000 181,10 15
DS1023 PL0000107264 104,25 103,22 103,250 104,350 103,250 103,900 103,952 572 500 609,43 46
WS0428 PL0000107611 88,86 89,29 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 121,61 120,25 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 104,05 104,15 104,200 104,200 103,900 103,900 104,000 35 000 47,92 3
IZ0823 PL0000105359 107,15 106,20 106,330 107,230 106,330 107,000 106,679 90 000 114,04 9
WZ0115 PL0000106480 100,08 100,09 100,080 100,080 100,080 100,080 100,080 155 000 156,71 4
WZ0117 PL0000106936 99,94 99,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,80 99,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,57 99,58 99,580 99,630 99,580 99,630 99,614 97 500 98,12 4
WZ0121 PL0000106068 98,81 98,85 98,870 98,900 98,870 98,900 98,886 92 500 92,41 5
WZ0124 PL0000107454 97,85 97,85 97,830 97,850 97,830 97,850 97,839 57 500 56,84 2
TOTAL 2 952 500 3 159,71 196

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 105,35 105,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,70 109,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 119,10 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,70 102,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,50 116,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,60 117,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 119,80 119,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 113,75 114,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 107,00 107,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 109,50 110,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 125,30 126,50 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 100,06 100,12 --- --- 100,09 ---
PS0415 PL0000105953 102,59 102,70 2,46 2,33 102,65 2,39
OK0715 PL0000107405 97,31 97,41 2,46 2,36 97,36 2,41
DS1015 PL0000103602 104,99 105,08 2,49 2,43 105,04 2,46
OK0116 PL0000107587 95,98 96,07 2,55 2,49 96,03 2,52
PS0416 PL0000106340 104,37 104,49 2,57 2,51 104,43 2,54
OK0716 PL0000107926 94,65 94,77 2,62 2,56 94,71 2,59
IZ0816 PL0000103529 103,79 104,29 --- --- 104,04 ---
PS1016 PL0000106795 104,80 104,92 2,63 2,58 104,86 2,60
WZ0117 PL0000106936 99,87 99,98 --- --- 99,93 ---
PS0417 PL0000107058 105,56 105,73 2,71 2,65 105,65 2,68
DS1017 PL0000104543 107,76 107,97 2,80 2,74 107,87 2,77
WZ0118 PL0000104717 99,70 99,85 --- --- 99,78 ---
PS0418 PL0000107314 103,13 103,34 2,88 2,82 103,24 2,85
PS0718 PL0000107595 98,22 98,42 2,96 2,91 98,32 2,94
WZ0119 PL0000107603 99,50 99,67 --- --- 99,59 ---
DS1019 PL0000105441 111,64 111,94 3,11 3,05 111,79 3,08
DS1020 PL0000106126 111,26 111,64 3,26 3,20 111,45 3,23
WZ0121 PL0000106068 98,69 98,89 --- --- 98,79 ---
DS1021 PL0000106670 114,91 115,23 3,42 3,38 115,07 3,40
WS0922 PL0000102646 115,75 116,09 3,52 3,48 115,92 3,50
IZ0823 PL0000105359 105,75 106,36 --- --- 106,06 ---
DS1023 PL0000107264 103,20 103,47 3,59 3,55 103,34 3,57
WZ0124 PL0000107454 97,72 97,90 --- --- 97,81 ---
WS0429 PL0000105391 119,98 120,77 3,94 3,88 120,38 3,91

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,06 100,11 --- --- 100,09 ---
PS0415 PL0000105953 102,61 102,73 2,43 2,30 102,67 2,37
OK0715 PL0000107405 97,33 97,48 2,44 2,30 97,41 2,36
DS1015 PL0000103602 105,00 105,14 2,49 2,39 105,07 2,44
OK0116 PL0000107587 96,02 96,14 2,53 2,45 96,08 2,49
PS0416 PL0000106340 104,45 104,63 2,53 2,44 104,54 2,48
OK0716 PL0000107926 94,79 94,96 2,55 2,46 94,88 2,50
IZ0816 PL0000103529 103,85 104,36 --- --- 104,11 ---
PS1016 PL0000106795 104,96 105,12 2,56 2,49 105,04 2,53
WZ0117 PL0000106936 99,89 100,01 --- --- 99,95 ---
PS0417 PL0000107058 105,76 105,93 2,64 2,58 105,85 2,61
DS1017 PL0000104543 108,02 108,22 2,72 2,66 108,12 2,69
WZ0118 PL0000104717 99,76 99,90 --- --- 99,83 ---
PS0418 PL0000107314 103,30 103,55 2,83 2,77 103,43 2,80
PS0718 PL0000107595 98,47 98,68 2,90 2,84 98,58 2,87
WZ0119 PL0000107603 99,53 99,67 --- --- 99,60 ---
DS1019 PL0000105441 111,95 112,24 3,05 3,00 112,10 3,02
DS1020 PL0000106126 111,61 112,05 3,20 3,13 111,83 3,17
WZ0121 PL0000106068 98,77 98,95 --- --- 98,86 ---
DS1021 PL0000106670 115,41 115,86 3,35 3,29 115,64 3,32
WS0922 PL0000102646 116,39 116,77 3,44 3,39 116,58 3,41
IZ0823 PL0000105359 106,38 107,40 --- --- 106,89 ---
DS1023 PL0000107264 103,82 104,16 3,51 3,47 103,99 3,49
WZ0124 PL0000107454 97,76 97,97 --- --- 97,87 ---
WS0429 PL0000105391 121,00 121,87 3,86 3,79 121,44 3,83

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1015 PL0000103602 3/4 1 2,370 2,370 2,370 70
DS1019 PL0000105441 3/4 1 2,360 2,360 2,360 40
DS1023 PL0000107264 3/4 1 2,250 2,250 2,250 20
PS0418 PL0000107314 3/4 1 2,350 2,350 2,350 50
OK0715 PL0000107405 3/4 1 2,370 2,370 2,370 80
OK0116 PL0000107587 3/4 1 2,370 2,370 2,370 55
PS1016 PL0000106795 4/5 1 2,400 2,400 2,400 100
DS1017 PL0000104543 0/3 3 2,370 2,370 2,370 230
DS1019 PL0000105441 0/3 3 2,370 2,370 2,370 20
DS1020 PL0000106126 0/3 3 2,370 2,370 2,370 50
PS0416 PL0000106340 0/3 3 2,400 2,400 2,400 250
DS1023 PL0000107264 0/3 3 2,370 2,370 2,370 20
PS0418 PL0000107314 0/3 3 2,400 2,400 2,400 60
PS0718 PL0000107595 0/3 3 2,400 2,400 2,400 80
DS1015 PL0000103602 3/10 7 2,370 2,370 2,370 75
DS1017 PL0000104543 3/10 7 2,370 2,400 2,394 160
DS1019 PL0000105441 3/10 7 2,370 2,370 2,370 60
PS1016 PL0000106795 3/10 7 2,300 2,300 2,300 490
OK0715 PL0000107405 3/10 7 2,370 2,370 2,370 75
PS0718 PL0000107595 3/10 7 2,400 2,400 2,400 20
TOTAL 2 005
General Collateral (GC) (PLN)
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
GCZ G.C. Poland 3/4 1 2,560 2,560 2,560 600
GCZ G.C. Poland 0/3 3 2,550 2,550 2,550 1 200
TOTAL 1 800

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.