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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2014-06-16 MARKET DATA No 114 (2396)

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 1 905,00 2 035,26 150 2 095,00 2 324,55 30 4 000,00 4 359,81 180
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 99,76 99,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0415 PL0000105953 102,58 102,58 102,580 102,580 102,580 102,580 102,580 75 000 77,55 2
OK0715 PL0000107405 97,42 97,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,94 105,02 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 96,15 96,14 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,41 104,42 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 94,86 94,82 94,840 94,840 94,840 94,840 94,840 10 000 9,48 1
PS1016 PL0000106795 104,84 104,82 104,820 104,870 104,820 104,860 104,853 217 500 234,74 10
PS0417 PL0000107058 105,68 105,37 105,370 105,380 105,370 105,380 105,378 45 000 47,74 3
DS1017 PL0000104543 107,88 107,51 107,560 107,560 107,560 107,560 107,560 15 000 16,64 1
PS0418 PL0000107314 103,13 102,80 102,820 102,900 102,790 102,900 102,816 120 000 124,05 9
PS0718 PL0000107595 98,25 97,89 98,020 98,200 97,800 98,200 98,012 450 000 451,17 37
PS0719 PL0000108148 100,70 100,37 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1019 PL0000105441 111,74 111,33 111,150 111,760 111,150 111,760 111,668 177 500 204,52 14
DS1020 PL0000106126 111,54 111,01 111,140 111,250 111,140 111,250 111,195 20 000 22,92 2
DS1021 PL0000106670 115,20 114,72 114,430 115,150 114,410 115,150 114,815 55 000 65,19 6
WS0922 PL0000102646 116,30 115,58 116,190 116,250 116,190 116,250 116,231 122 500 147,56 12
DS1023 PL0000107264 103,80 102,95 103,140 103,800 102,900 103,750 103,317 377 500 399,78 38
DS0725 PL0000108197 96,10 95,30 95,530 96,020 95,530 96,020 95,820 25 000 24,69 3
WS0428 PL0000107611 89,11 88,13 88,580 88,680 88,580 88,680 88,642 25 000 22,26 4
WS0429 PL0000105391 121,44 120,07 120,170 121,780 120,170 121,780 121,013 60 000 73,12 6
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,75 104,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 107,00 106,76 106,990 106,990 106,990 106,990 106,990 10 000 12,71 1
WZ0115 PL0000106480 100,07 100,08 100,070 100,070 100,070 100,070 100,070 100 000 101,15 1
WZ0117 PL0000106936 99,90 99,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,70 99,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,45 99,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 98,67 98,80 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,62 97,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 1 905 000 2 035,26 150

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 105,25 105,50 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 119,00 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 102,75 103,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 116,70 117,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 116,75 117,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 119,90 120,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 114,00 115,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 107,00 108,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 110,00 111,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 126,00 127,50 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 100,05 100,11 --- --- 100,08 ---
PS0415 PL0000105953 102,54 102,65 2,44 2,31 102,60 2,37
OK0715 PL0000107405 97,36 97,51 2,46 2,32 97,44 2,38
DS1015 PL0000103602 104,91 105,08 2,49 2,37 105,00 2,43
OK0116 PL0000107587 95,97 96,16 2,60 2,47 96,07 2,53
PS0416 PL0000106340 104,27 104,44 2,60 2,51 104,36 2,55
OK0716 PL0000107926 94,66 94,84 2,64 2,55 94,75 2,60
IZ0816 PL0000103529 103,60 104,30 --- --- 103,95 ---
PS1016 PL0000106795 104,71 104,89 2,65 2,57 104,80 2,61
WZ0117 PL0000106936 99,82 99,98 --- --- 99,90 ---
PS0417 PL0000107058 105,24 105,41 2,81 2,75 105,33 2,77
DS1017 PL0000104543 107,37 107,55 2,90 2,85 107,46 2,88
WZ0118 PL0000104717 99,51 99,79 --- --- 99,65 ---
PS0418 PL0000107314 102,60 102,86 3,02 2,95 102,73 2,99
PS0718 PL0000107595 97,71 97,97 3,10 3,03 97,84 3,07
WZ0119 PL0000107603 99,23 99,61 --- --- 99,42 ---
DS1019 PL0000105441 111,08 111,37 3,21 3,15 111,23 3,18
DS1020 PL0000106126 110,71 111,09 3,34 3,28 110,90 3,31
WZ0121 PL0000106068 98,44 98,87 --- --- 98,66 ---
DS1021 PL0000106670 114,38 114,80 3,49 3,43 114,59 3,46
WS0922 PL0000102646 115,24 115,65 3,58 3,53 115,45 3,55
IZ0823 PL0000105359 106,40 107,36 --- --- 106,88 ---
DS1023 PL0000107264 102,61 103,04 3,66 3,61 102,83 3,63
WZ0124 PL0000107454 97,43 97,84 --- --- 97,64 ---
WS0429 PL0000105391 119,45 120,38 3,98 3,91 119,92 3,95

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 102,56 102,64 2,41 2,32 102,60 2,37
OK0715 PL0000107405 97,39 97,52 2,43 2,31 97,46 2,36
DS1015 PL0000103602 104,92 105,06 2,49 2,39 104,99 2,44
OK0116 PL0000107587 96,11 96,21 2,50 2,44 96,16 2,47
PS0416 PL0000106340 104,38 104,51 2,54 2,47 104,45 2,50
OK0716 PL0000107926 94,83 94,92 2,55 2,51 94,88 2,53
IZ0816 PL0000103529 103,62 104,17 --- --- 103,90 ---
PS1016 PL0000106795 104,82 104,97 2,60 2,54 104,90 2,57
WZ0117 PL0000106936 99,87 99,98 --- --- 99,93 ---
PS0417 PL0000107058 105,54 105,78 2,70 2,61 105,66 2,66
DS1017 PL0000104543 107,72 107,95 2,80 2,73 107,84 2,76
WZ0118 PL0000104717 99,66 99,80 --- --- 99,73 ---
PS0418 PL0000107314 103,01 103,24 2,91 2,85 103,13 2,88
PS0718 PL0000107595 98,04 98,25 3,01 2,96 98,15 2,98
WZ0119 PL0000107603 99,42 99,58 --- --- 99,50 ---
DS1019 PL0000105441 111,51 111,71 3,13 3,09 111,61 3,11
DS1020 PL0000106126 111,26 111,65 3,25 3,19 111,46 3,22
WZ0121 PL0000106068 98,62 98,86 --- --- 98,74 ---
DS1021 PL0000106670 114,97 115,32 3,41 3,36 115,15 3,38
WS0922 PL0000102646 115,89 116,22 3,50 3,46 116,06 3,48
IZ0823 PL0000105359 106,45 107,23 --- --- 106,84 ---
DS1023 PL0000107264 103,20 103,48 3,59 3,55 103,34 3,57
WZ0124 PL0000107454 97,57 97,84 --- --- 97,71 ---
WS0429 PL0000105391 120,68 121,36 3,89 3,83 121,02 3,86

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
WS0922 PL0000102646 0/1 1 2,330 2,330 2,330 20
DS1017 PL0000104543 0/1 1 2,370 2,420 2,412 120
DS1020 PL0000106126 0/1 1 2,370 2,370 2,370 90
DS1023 PL0000107264 0/1 1 2,370 2,370 2,370 55
WZ0119 PL0000107603 0/1 1 2,370 2,370 2,370 20
WS0922 PL0000102646 1/2 1 2,330 2,330 2,330 40
DS1020 PL0000106126 1/2 1 2,400 2,400 2,400 80
PS1016 PL0000106795 1/2 1 2,330 2,380 2,350 115
PS0418 PL0000107314 1/2 1 2,370 2,370 2,370 50
PS0416 PL0000106340 0/2 2 2,400 2,400 2,400 60
WZ0118 PL0000104717 0/2 2 2,440 2,440 2,440 40
WS0922 PL0000102646 1/8 7 2,320 2,320 2,320 40
DS1015 PL0000103602 1/8 7 2,370 2,370 2,370 195
DS1017 PL0000104543 1/8 7 2,370 2,420 2,396 290
DS1020 PL0000106126 1/8 7 2,370 2,370 2,370 60
PS0416 PL0000106340 1/8 7 2,420 2,420 2,420 10
DS1021 PL0000106670 1/8 7 2,370 2,370 2,370 205
PS1016 PL0000106795 1/8 7 2,370 2,370 2,370 80
OK0716 PL0000107926 1/8 7 2,370 2,370 2,370 50
DS1020 PL0000106126 2/9 7 2,400 2,400 2,400 235
PS1016 PL0000106795 2/9 7 2,400 2,400 2,400 240
TOTAL 2 095

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.