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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2014-06-12 MARKET DATA No 112 (2394)

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 1 262,50 1 327,00 81 1 705,00 1 814,05 21 2 967,50 3 141,06 102
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 99,77 99,78 99,770 99,770 99,750 99,750 99,768 120 000 119,72 3
PS0415 PL0000105953 102,61 102,62 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 97,41 97,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,97 105,01 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 96,10 96,11 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,45 104,47 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 94,85 94,86 94,880 94,880 94,880 94,880 94,880 50 000 47,44 1
PS1016 PL0000106795 104,93 104,92 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 105,68 105,65 105,640 105,640 105,640 105,640 105,640 20 000 21,26 1
DS1017 PL0000104543 107,88 107,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0418 PL0000107314 103,20 103,15 103,180 103,180 103,180 103,180 103,180 15 000 15,56 1
PS0718 PL0000107595 98,34 98,16 98,250 98,340 98,160 98,300 98,258 517 500 520,04 34
PS0719 PL0000108148 100,90 100,79 100,800 100,970 100,800 100,970 100,852 125 000 129,69 9
DS1019 PL0000105441 111,81 111,70 111,700 111,700 111,690 111,690 111,695 20 000 23,04 2
DS1020 PL0000106126 111,61 111,50 111,620 111,680 111,620 111,680 111,653 100 000 115,02 9
DS1021 PL0000106670 115,37 115,27 115,450 115,450 115,350 115,350 115,379 35 000 41,67 2
WS0922 PL0000102646 116,35 116,25 116,350 116,350 116,270 116,270 116,298 80 000 96,39 4
DS1023 PL0000107264 103,75 103,59 103,590 103,750 103,550 103,750 103,614 90 000 95,56 7
DS0725 PL0000108197 96,01 95,85 95,950 96,000 95,950 96,000 95,975 10 000 9,89 2
WS0428 PL0000107611 88,70 89,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 121,20 120,84 120,840 121,240 120,840 121,240 121,079 52 500 64,00 4
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,85 104,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 107,22 107,36 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,07 100,08 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 99,88 99,93 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,73 99,72 99,730 99,730 99,730 99,730 99,730 27 500 27,72 2
WZ0119 PL0000107603 99,51 99,52 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 98,76 98,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,80 97,78 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 262 500 1 327,00 81

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 108,65 108,85 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 102,80 103,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,70 117,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,80 117,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 120,00 120,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 114,40 115,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 107,15 108,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 110,00 110,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 126,00 127,00 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 100,06 100,10 --- --- 100,08 ---
PS0415 PL0000105953 102,55 102,63 2,44 2,35 102,59 2,40
OK0715 PL0000107405 97,38 97,47 2,43 2,34 97,43 2,38
DS1015 PL0000103602 104,93 105,04 2,49 2,41 104,99 2,45
OK0116 PL0000107587 96,06 96,16 2,53 2,46 96,11 2,49
PS0416 PL0000106340 104,41 104,53 2,53 2,47 104,47 2,50
OK0716 PL0000107926 94,78 94,91 2,57 2,51 94,85 2,54
IZ0816 PL0000103529 103,63 104,13 --- --- 103,88 ---
PS1016 PL0000106795 104,87 104,97 2,59 2,54 104,92 2,56
WZ0117 PL0000106936 99,83 99,96 --- --- 99,90 ---
PS0417 PL0000107058 105,60 105,71 2,68 2,64 105,66 2,66
DS1017 PL0000104543 107,75 107,92 2,79 2,74 107,84 2,77
WZ0118 PL0000104717 99,66 99,76 --- --- 99,71 ---
PS0418 PL0000107314 103,02 103,24 2,91 2,85 103,13 2,88
PS0718 PL0000107595 98,12 98,28 2,99 2,95 98,20 2,97
WZ0119 PL0000107603 99,45 99,56 --- --- 99,51 ---
DS1019 PL0000105441 111,61 111,83 3,11 3,07 111,72 3,09
DS1020 PL0000106126 111,33 111,55 3,24 3,21 111,44 3,23
WZ0121 PL0000106068 98,65 98,80 --- --- 98,73 ---
DS1021 PL0000106670 114,98 115,34 3,41 3,36 115,16 3,38
WS0922 PL0000102646 116,03 116,34 3,48 3,44 116,19 3,46
IZ0823 PL0000105359 106,94 107,53 --- --- 107,24 ---
DS1023 PL0000107264 103,42 103,65 3,56 3,53 103,54 3,54
WZ0124 PL0000107454 97,65 97,85 --- --- 97,75 ---
WS0429 PL0000105391 120,31 121,16 3,92 3,85 120,74 3,88

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,06 100,10 --- --- 100,08 ---
PS0415 PL0000105953 102,58 102,65 2,41 2,33 102,62 2,36
OK0715 PL0000107405 97,38 97,47 2,43 2,34 97,43 2,38
DS1015 PL0000103602 104,93 105,04 2,49 2,41 104,99 2,45
OK0116 PL0000107587 96,05 96,15 2,53 2,47 96,10 2,50
PS0416 PL0000106340 104,40 104,52 2,54 2,47 104,46 2,50
OK0716 PL0000107926 94,79 94,92 2,57 2,50 94,86 2,53
IZ0816 PL0000103529 103,73 104,25 --- --- 103,99 ---
PS1016 PL0000106795 104,90 105,00 2,57 2,53 104,95 2,55
WZ0117 PL0000106936 99,85 99,97 --- --- 99,91 ---
PS0417 PL0000107058 105,61 105,79 2,68 2,62 105,70 2,65
DS1017 PL0000104543 107,84 108,03 2,77 2,71 107,94 2,74
WZ0118 PL0000104717 99,69 99,80 --- --- 99,75 ---
PS0418 PL0000107314 103,16 103,37 2,87 2,81 103,27 2,84
PS0718 PL0000107595 98,25 98,37 2,96 2,92 98,31 2,94
WZ0119 PL0000107603 99,48 99,58 --- --- 99,53 ---
DS1019 PL0000105441 111,76 111,98 3,08 3,04 111,87 3,06
DS1020 PL0000106126 111,53 111,80 3,21 3,17 111,67 3,19
WZ0121 PL0000106068 98,70 98,85 --- --- 98,78 ---
DS1021 PL0000106670 115,24 115,55 3,37 3,33 115,40 3,35
WS0922 PL0000102646 116,28 116,63 3,45 3,40 116,46 3,43
IZ0823 PL0000105359 107,07 107,66 --- --- 107,37 ---
DS1023 PL0000107264 103,68 103,90 3,53 3,50 103,79 3,51
WZ0124 PL0000107454 97,72 97,88 --- --- 97,80 ---
WS0429 PL0000105391 120,98 121,65 3,86 3,81 121,32 3,84

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1019 PL0000105441 0/1 1 2,300 2,300 2,300 45
DS1023 PL0000107264 0/1 1 2,360 2,360 2,360 85
DS1019 PL0000105441 1/4 3 2,300 2,300 2,300 45
DS1020 PL0000106126 1/4 3 2,370 2,370 2,370 40
PS1016 PL0000106795 1/4 3 2,360 2,360 2,360 80
DS1023 PL0000107264 1/4 3 2,360 2,360 2,360 250
DS1015 PL0000103602 1/8 7 2,360 2,360 2,360 10
DS1017 PL0000104543 1/8 7 2,420 2,420 2,420 60
DS1020 PL0000106126 1/8 7 2,360 2,360 2,360 10
PS0416 PL0000106340 1/8 7 2,420 2,420 2,420 40
PS1016 PL0000106795 1/8 7 2,350 2,350 2,350 50
PS0417 PL0000107058 1/8 7 2,360 2,360 2,360 45
PS0418 PL0000107314 1/8 7 2,420 2,420 2,420 125
OK0116 PL0000107587 1/8 7 2,420 2,420 2,420 50
WZ0117 PL0000106936 1/8 7 2,420 2,420 2,420 15
DS1019 PL0000105441 4/11 7 2,250 2,250 2,250 175
DS1023 PL0000107264 4/11 7 2,360 2,360 2,360 180
TOTAL 1 305
General Collateral (GC) (PLN)
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
GCZ G.C. Poland 0/1 1 2,430 2,430 2,430 400
TOTAL 400

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.