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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2014-08-14 MARKET DATA No 156 (2438)

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 780,00 815,61 49 2 855,00 3 118,00 40 3 635,00 3 933,61 89
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)
PS0415 PL0000105953 102,14 102,15 102,160 102,160 102,160 102,160 102,160 60 000 62,34 2
OK0715 PL0000107405 97,92 97,94 97,940 97,940 97,940 97,940 97,940 10 000 9,79 1
DS1015 PL0000103602 104,57 104,66 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 96,85 96,89 96,850 96,850 96,840 96,840 96,846 135 000 130,74 3
PS0416 PL0000106340 104,53 104,53 104,530 104,530 104,500 104,500 104,522 37 500 39,79 2
OK0716 PL0000107926 95,79 95,82 95,770 95,770 95,770 95,770 95,770 2 500 2,39 1
PS1016 PL0000106795 105,24 105,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 106,23 106,27 106,230 106,230 106,230 106,230 106,230 10 000 10,77 1
DS1017 PL0000104543 108,61 108,65 108,700 108,700 108,700 108,700 108,700 50 000 56,49 1
PS0418 PL0000107314 104,29 104,27 104,300 104,310 104,250 104,250 104,278 20 000 21,09 3
PS0718 PL0000107595 99,72 99,66 99,700 99,710 99,690 99,690 99,700 72 500 72,41 5
PS0719 PL0000108148 102,62 102,43 102,500 102,500 102,500 102,500 102,500 25 000 25,68 1
DS1019 PL0000105441 113,32 113,16 113,230 113,230 113,230 113,230 113,230 10 000 11,77 1
DS1020 PL0000106126 113,31 113,19 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 117,26 116,98 117,250 117,250 117,250 117,250 117,250 10 000 12,19 1
WS0922 PL0000102646 118,37 118,00 118,330 118,370 118,330 118,370 118,354 50 000 61,78 5
DS1023 PL0000107264 106,35 105,85 105,900 106,350 105,900 106,350 106,289 90 000 98,60 7
DS0725 PL0000108197 99,44 98,91 99,360 99,450 99,320 99,420 99,389 137 500 136,97 13
WS0428 PL0000107611 91,67 92,19 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 125,00 124,13 124,130 124,130 124,130 124,130 124,130 10 000 12,60 1
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,40 103,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 106,93 107,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,19 100,21 100,190 100,190 100,190 100,190 100,190 50 000 50,19 1
WZ0117 PL0000106936 100,12 100,16 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,89 99,99 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,64 99,67 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 98,76 98,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,88 98,03 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 780 000 815,61 49

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 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 0,00 0,00 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 100,18 100,24 --- --- 100,21 ---
PS0415 PL0000105953 102,11 102,17 2,32 2,23 102,14 2,27
OK0715 PL0000107405 97,88 97,96 2,33 2,24 97,92 2,28
DS1015 PL0000103602 104,56 104,68 2,28 2,18 104,62 2,23
OK0116 PL0000107587 96,82 96,93 2,28 2,20 96,88 2,23
PS0416 PL0000106340 104,48 104,60 2,25 2,17 104,54 2,21
OK0716 PL0000107926 95,76 95,87 2,27 2,20 95,82 2,23
IZ0816 PL0000103529 103,23 103,75 --- --- 103,49 ---
PS1016 PL0000106795 105,21 105,38 2,27 2,19 105,30 2,23
WZ0117 PL0000106936 100,08 100,19 --- --- 100,14 ---
PS0417 PL0000107058 106,19 106,36 2,34 2,27 106,28 2,30
DS1017 PL0000104543 108,53 108,73 2,43 2,37 108,63 2,40
WZ0118 PL0000104717 99,85 100,02 --- --- 99,94 ---
PS0418 PL0000107314 104,16 104,40 2,55 2,48 104,28 2,51
PS0718 PL0000107595 99,53 99,74 2,63 2,57 99,64 2,60
WZ0119 PL0000107603 99,58 99,71 --- --- 99,65 ---
PS0719 PL0000108148 102,36 102,56 2,73 2,69 102,46 2,71
DS1019 PL0000105441 113,10 113,39 2,75 2,69 113,25 2,72
DS1020 PL0000106126 113,01 113,45 2,92 2,84 113,23 2,88
WZ0121 PL0000106068 98,69 98,89 --- --- 98,79 ---
DS1021 PL0000106670 116,94 117,25 3,08 3,04 117,10 3,06
WS0922 PL0000102646 117,89 118,34 3,20 3,15 118,12 3,17
IZ0823 PL0000105359 106,70 107,54 --- --- 107,12 ---
DS1023 PL0000107264 105,85 106,28 3,25 3,20 106,07 3,22
WZ0124 PL0000107454 97,85 98,06 --- --- 97,96 ---
DS0725 PL0000108197 98,98 99,37 3,36 3,32 99,18 3,34
WS0429 PL0000105391 123,94 124,87 3,61 3,54 124,41 3,58

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,17 100,23 --- --- 100,20 ---
PS0415 PL0000105953 102,12 102,16 2,30 2,25 102,14 2,27
OK0715 PL0000107405 97,90 97,99 2,30 2,20 97,95 2,25
DS1015 PL0000103602 104,55 104,67 2,29 2,19 104,61 2,24
OK0116 PL0000107587 96,81 96,91 2,28 2,21 96,86 2,25
PS0416 PL0000106340 104,46 104,55 2,26 2,20 104,51 2,23
OK0716 PL0000107926 95,76 95,84 2,27 2,22 95,80 2,24
IZ0816 PL0000103529 103,28 103,69 --- --- 103,49 ---
PS1016 PL0000106795 105,19 105,29 2,28 2,23 105,24 2,26
WZ0117 PL0000106936 100,09 100,19 --- --- 100,14 ---
PS0417 PL0000107058 106,20 106,36 2,33 2,27 106,28 2,30
DS1017 PL0000104543 108,57 108,78 2,42 2,35 108,68 2,38
WZ0118 PL0000104717 99,86 100,03 --- --- 99,95 ---
PS0418 PL0000107314 104,27 104,52 2,52 2,45 104,40 2,48
PS0718 PL0000107595 99,64 99,83 2,60 2,54 99,74 2,57
WZ0119 PL0000107603 99,60 99,72 --- --- 99,66 ---
PS0719 PL0000108148 102,52 102,73 2,70 2,65 102,63 2,67
DS1019 PL0000105441 113,28 113,58 2,72 2,66 113,43 2,69
DS1020 PL0000106126 113,28 113,69 2,87 2,80 113,49 2,84
WZ0121 PL0000106068 98,72 98,90 --- --- 98,81 ---
DS1021 PL0000106670 117,13 117,58 3,05 2,99 117,36 3,02
WS0922 PL0000102646 118,26 118,59 3,16 3,11 118,43 3,13
IZ0823 PL0000105359 106,76 107,52 --- --- 107,14 ---
DS1023 PL0000107264 106,27 106,59 3,20 3,16 106,43 3,18
WZ0124 PL0000107454 97,86 98,06 --- --- 97,96 ---
DS0725 PL0000108197 99,21 99,48 3,33 3,30 99,35 3,32
WS0429 PL0000105391 124,69 125,31 3,56 3,51 125,00 3,53

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 4/5 1 2,400 2,400 2,400 15
DS1020 PL0000106126 4/5 1 2,390 2,390 2,390 45
DS1021 PL0000106670 4/5 1 2,390 2,390 2,390 40
DS1023 PL0000107264 4/5 1 2,390 2,390 2,390 40
PS0418 PL0000107314 4/5 1 2,420 2,420 2,420 55
PS0719 PL0000108148 4/5 1 2,390 2,390 2,390 85
WZ0118 PL0000104717 4/5 1 2,390 2,390 2,390 60
WZ0117 PL0000106936 4/5 1 2,400 2,400 2,400 60
DS1017 PL0000104543 0/4 4 2,390 2,390 2,390 10
DS1020 PL0000106126 0/4 4 2,390 2,390 2,390 150
PS1016 PL0000106795 0/4 4 2,300 2,300 2,300 40
OK0715 PL0000107405 0/4 4 2,390 2,390 2,390 45
OK0716 PL0000107926 0/4 4 2,390 2,390 2,390 10
WS0922 PL0000102646 4/11 7 2,390 2,390 2,390 20
DS1017 PL0000104543 4/11 7 2,390 2,420 2,419 520
DS1019 PL0000105441 4/11 7 2,390 2,390 2,390 110
DS1020 PL0000106126 4/11 7 2,390 2,390 2,390 445
PS0416 PL0000106340 4/11 7 2,420 2,420 2,420 170
PS1016 PL0000106795 4/11 7 2,380 2,380 2,380 110
DS1023 PL0000107264 4/11 7 2,390 2,390 2,390 100
PS0418 PL0000107314 4/11 7 2,420 2,420 2,420 165
OK0715 PL0000107405 4/11 7 2,390 2,390 2,390 100
PS0719 PL0000108148 4/11 7 2,420 2,420 2,420 60
WZ0117 PL0000106936 4/11 7 2,390 2,390 2,390 20
WZ0124 PL0000107454 4/11 7 2,390 2,390 2,390 90
WZ0119 PL0000107603 4/11 7 2,390 2,390 2,390 290
TOTAL 2 855

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.