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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Quotations

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2014-06-10 MARKET DATA No 110 (2392)

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 2 662,50 2 737,43 82 2 665,00 2 834,60 28 5 327,50 5 572,03 110
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 99,73 99,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,63 102,63 102,630 102,630 102,620 102,620 102,626 270 000 279,04 4
OK0715 PL0000107405 97,38 97,49 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 105,03 105,09 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 96,09 96,09 96,090 96,090 96,090 96,090 96,090 10 000 9,61 1
PS0416 PL0000106340 104,47 104,47 104,470 104,470 104,460 104,460 104,467 230 000 241,79 4
OK0716 PL0000107926 94,84 94,85 94,820 94,820 94,820 94,820 94,820 50 000 47,41 2
PS1016 PL0000106795 105,01 104,99 105,030 105,030 105,010 105,010 105,014 22 500 24,30 3
PS0417 PL0000107058 105,72 105,71 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 108,00 107,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0418 PL0000107314 103,29 103,29 103,320 103,330 103,250 103,250 103,286 165 000 171,24 8
PS0718 PL0000107595 98,41 98,40 98,410 98,410 98,300 98,300 98,367 125 000 125,72 7
PS0719 PL0000108148 100,98 101,04 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1019 PL0000105441 112,00 111,93 112,000 112,000 111,960 112,000 111,983 172 500 199,15 14
DS1020 PL0000106126 111,60 111,60 111,640 111,640 111,640 111,640 111,640 15 000 17,24 2
DS1021 PL0000106670 115,45 115,42 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 116,35 116,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 103,80 103,65 103,750 103,780 103,720 103,720 103,754 160 000 170,04 10
DS0725 PL0000108197 96,00 95,96 95,900 95,900 95,900 95,900 95,900 5 000 4,94 1
WS0428 PL0000107611 88,40 89,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 121,04 120,85 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 103,90 104,08 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 107,21 107,25 107,120 107,120 107,120 107,120 107,120 5 000 6,36 1
WZ0115 PL0000106480 100,08 100,09 100,080 100,080 100,080 100,080 100,080 10 000 10,11 1
WZ0117 PL0000106936 99,94 99,95 99,940 99,940 99,940 99,940 99,940 15 000 15,15 1
WZ0118 PL0000104717 99,76 99,76 99,750 99,750 99,730 99,730 99,732 180 000 181,38 4
WZ0119 PL0000107603 99,62 99,57 99,620 99,620 99,540 99,540 99,549 1 162 500 1 169,32 15
WZ0121 PL0000106068 98,86 98,85 98,860 98,860 98,860 98,860 98,860 35 000 34,96 2
WZ0124 PL0000107454 97,87 97,87 97,860 97,860 97,860 97,860 97,860 30 000 29,67 2
TOTAL 2 662 500 2 737,43 82

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 105,30 105,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,60 108,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 119,00 119,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,80 103,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,80 117,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,90 117,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 120,00 120,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 114,50 115,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 107,25 108,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 110,00 110,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 126,15 127,15 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 100,07 100,11 --- --- 100,09 ---
PS0415 PL0000105953 102,61 102,68 2,41 2,34 102,65 2,37
OK0715 PL0000107405 97,36 97,50 2,42 2,29 97,43 2,36
DS1015 PL0000103602 105,01 105,14 2,47 2,37 105,08 2,42
OK0116 PL0000107587 96,05 96,15 2,52 2,45 96,10 2,48
PS0416 PL0000106340 104,45 104,59 2,52 2,45 104,52 2,49
OK0716 PL0000107926 94,81 94,95 2,55 2,47 94,88 2,51
IZ0816 PL0000103529 103,73 104,22 --- --- 103,98 ---
PS1016 PL0000106795 104,98 105,11 2,55 2,49 105,05 2,52
WZ0117 PL0000106936 99,91 100,02 --- --- 99,97 ---
PS0417 PL0000107058 105,70 105,88 2,65 2,59 105,79 2,62
DS1017 PL0000104543 107,98 108,17 2,73 2,68 108,08 2,70
WZ0118 PL0000104717 99,72 99,88 --- --- 99,80 ---
PS0418 PL0000107314 103,26 103,48 2,84 2,78 103,37 2,81
PS0718 PL0000107595 98,38 98,63 2,92 2,85 98,51 2,89
WZ0119 PL0000107603 99,57 99,73 --- --- 99,65 ---
DS1019 PL0000105441 111,94 112,23 3,05 2,99 112,09 3,02
DS1020 PL0000106126 111,58 111,94 3,21 3,15 111,76 3,18
WZ0121 PL0000106068 98,77 98,98 --- --- 98,88 ---
DS1021 PL0000106670 115,41 115,74 3,35 3,30 115,58 3,33
WS0922 PL0000102646 116,31 116,68 3,45 3,40 116,50 3,42
IZ0823 PL0000105359 106,71 107,51 --- --- 107,11 ---
DS1023 PL0000107264 103,75 104,09 3,52 3,48 103,92 3,50
WZ0124 PL0000107454 97,75 97,93 --- --- 97,84 ---
WS0429 PL0000105391 120,94 121,75 3,87 3,80 121,35 3,83

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 102,60 102,67 2,43 2,35 102,64 2,38
OK0715 PL0000107405 97,36 97,50 2,42 2,29 97,43 2,36
DS1015 PL0000103602 105,00 105,12 2,47 2,39 105,06 2,43
OK0116 PL0000107587 96,03 96,12 2,53 2,47 96,08 2,50
PS0416 PL0000106340 104,39 104,51 2,56 2,49 104,45 2,52
OK0716 PL0000107926 94,74 94,89 2,58 2,50 94,82 2,54
IZ0816 PL0000103529 103,76 104,22 --- --- 103,99 ---
PS1016 PL0000106795 104,90 105,03 2,58 2,53 104,97 2,55
WZ0117 PL0000106936 99,85 99,98 --- --- 99,92 ---
PS0417 PL0000107058 105,62 105,76 2,68 2,63 105,69 2,66
DS1017 PL0000104543 107,88 108,02 2,76 2,72 107,95 2,74
WZ0118 PL0000104717 99,66 99,79 --- --- 99,73 ---
PS0418 PL0000107314 103,23 103,39 2,85 2,81 103,31 2,83
PS0718 PL0000107595 98,28 98,45 2,95 2,90 98,37 2,92
WZ0119 PL0000107603 99,50 99,60 --- --- 99,55 ---
DS1019 PL0000105441 111,74 111,99 3,09 3,04 111,87 3,06
DS1020 PL0000106126 111,44 111,76 3,23 3,18 111,60 3,20
WZ0121 PL0000106068 98,67 98,90 --- --- 98,79 ---
DS1021 PL0000106670 115,18 115,54 3,38 3,33 115,36 3,36
WS0922 PL0000102646 116,08 116,35 3,48 3,44 116,22 3,46
IZ0823 PL0000105359 106,99 107,51 --- --- 107,25 ---
DS1023 PL0000107264 103,57 103,82 3,54 3,51 103,70 3,53
WZ0124 PL0000107454 97,70 97,95 --- --- 97,83 ---
WS0429 PL0000105391 120,58 121,24 3,90 3,84 120,91 3,87

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 45
PS1016 PL0000106795 0/1 1 2,350 2,350 2,350 55
DS1023 PL0000107264 0/1 1 2,340 2,340 2,340 130
PS0418 PL0000107314 0/1 1 2,340 2,340 2,340 40
WZ0118 PL0000104717 0/1 1 2,400 2,400 2,400 60
DS1015 PL0000103602 1/2 1 2,350 2,350 2,350 45
PS0415 PL0000105953 1/2 1 2,340 2,340 2,340 40
DS1020 PL0000106126 1/2 1 2,340 2,340 2,340 115
PS1016 PL0000106795 1/2 1 2,350 2,400 2,396 435
WZ0118 PL0000104717 1/2 1 2,400 2,400 2,400 100
OK0116 PL0000107587 0/2 2 2,400 2,400 2,400 235
WS0922 PL0000102646 1/8 7 2,300 2,300 2,300 35
DS1019 PL0000105441 1/8 7 2,300 2,300 2,300 170
DS1020 PL0000106126 1/8 7 2,340 2,340 2,340 65
DS1021 PL0000106670 1/8 7 2,340 2,340 2,340 5
PS1016 PL0000106795 1/8 7 2,300 2,300 2,300 490
PS0418 PL0000107314 1/8 7 2,370 2,370 2,370 40
OK0715 PL0000107405 1/8 7 2,340 2,340 2,340 15
WZ0124 PL0000107454 1/8 7 2,380 2,380 2,380 135
PS0418 PL0000107314 2/10 8 2,420 2,420 2,420 410
TOTAL 2 665

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.