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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2014-10-14 MARKET DATA No 198 (2480)

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 1 990,00 2 126,27 100 1 465,00 1 586,21 17 3 455,00 3 712,48 117
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 101,91 101,94 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,66 98,68 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,50 104,50 104,510 104,510 104,510 104,510 104,510 50 000 55,31 1
OK0116 PL0000107587 97,80 97,79 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,84 104,83 104,830 104,870 104,830 104,870 104,852 205 000 219,83 5
OK0716 PL0000107926 97,01 96,95 97,000 97,030 97,000 97,030 97,020 200 000 194,04 5
PS1016 PL0000106795 105,93 105,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 107,21 107,13 107,170 107,170 107,170 107,170 107,170 25 000 27,36 1
DS1017 PL0000104543 109,93 109,85 109,910 109,940 109,900 109,920 109,916 147 500 169,68 6
PS0418 PL0000107314 106,30 106,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 102,08 101,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0719 PL0000108148 105,62 105,38 105,600 105,620 105,540 105,600 105,582 130 000 138,22 11
DS1019 PL0000105441 116,45 116,27 116,380 116,500 116,380 116,500 116,440 100 000 121,80 9
DS1020 PL0000106126 117,20 117,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 122,42 121,92 122,300 122,330 122,300 122,330 122,320 40 000 51,17 4
WS0922 PL0000102646 124,15 123,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 112,11 111,20 111,200 111,920 111,200 111,860 111,438 212 500 245,10 18
DS0725 PL0000108197 115,60 105,30 105,620 106,250 105,620 106,050 105,902 305 000 325,25 25
WS0428 PL0000107611 100,49 99,94 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 135,06 133,93 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 103,51 103,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 111,60 111,45 111,450 111,670 111,450 111,670 111,560 20 000 25,93 2
WZ0115 PL0000106480 100,24 100,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,26 100,27 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 100,16 100,17 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 100,06 100,04 100,050 100,060 100,050 100,060 100,059 150 000 151,00 4
WZ0121 PL0000106068 99,48 99,50 99,500 99,500 99,500 99,500 99,500 35 000 35,04 4
WZ0124 PL0000107454 98,48 98,44 98,440 98,490 98,440 98,490 98,455 370 000 366,53 5
TOTAL 1 990 000 2 126,27 100

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 104,50 104,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,50 108,70 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 119,00 119,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 104,80 105,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 118,45 118,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 119,25 119,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 123,55 123,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 118,75 118,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 112,45 112,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 115,75 116,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 132,50 133,00 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 100,22 100,27 --- --- 100,25 ---
PS0415 PL0000105953 101,88 101,95 1,83 1,70 101,92 1,75
OK0715 PL0000107405 98,59 98,69 1,85 1,72 98,64 1,78
DS1015 PL0000103602 104,44 104,52 1,82 1,75 104,48 1,79
OK0116 PL0000107587 97,71 97,81 1,83 1,75 97,76 1,79
PS0416 PL0000106340 104,75 104,86 1,80 1,73 104,81 1,76
OK0716 PL0000107926 96,86 97,00 1,81 1,73 96,93 1,77
IZ0816 PL0000103529 103,35 103,85 --- --- 103,60 ---
PS1016 PL0000106795 105,83 105,97 1,79 1,72 105,90 1,76
WZ0117 PL0000106936 100,21 100,31 --- --- 100,26 ---
PS0417 PL0000107058 107,02 107,19 1,87 1,80 107,11 1,83
DS1017 PL0000104543 109,72 109,89 1,91 1,86 109,81 1,88
WZ0118 PL0000104717 100,11 100,20 --- --- 100,16 ---
PS0418 PL0000107314 106,01 106,25 1,96 1,90 106,13 1,93
PS0718 PL0000107595 101,77 102,02 2,01 1,94 101,90 1,97
WZ0119 PL0000107603 99,97 100,07 --- --- 100,02 ---
PS0719 PL0000108148 105,23 105,47 2,08 2,03 105,35 2,06
DS1019 PL0000105441 116,03 116,31 2,10 2,05 116,17 2,08
DS1020 PL0000106126 116,69 117,12 2,25 2,18 116,91 2,22
WZ0121 PL0000106068 99,39 99,53 --- --- 99,46 ---
DS1021 PL0000106670 121,64 121,98 2,37 2,32 121,81 2,34
WS0922 PL0000102646 123,26 123,65 2,48 2,43 123,46 2,46
IZ0823 PL0000105359 111,11 111,72 --- --- 111,42 ---
DS1023 PL0000107264 111,10 111,49 2,60 2,56 111,30 2,58
WZ0124 PL0000107454 98,38 98,47 --- --- 98,43 ---
DS0725 PL0000108197 105,15 105,54 2,69 2,65 105,35 2,67
WS0429 PL0000105391 133,29 134,27 2,90 2,83 133,78 2,87

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,22 100,27 --- --- 100,25 ---
PS0415 PL0000105953 101,89 101,95 1,81 1,70 101,92 1,75
OK0715 PL0000107405 98,64 98,71 1,78 1,69 98,68 1,73
DS1015 PL0000103602 104,48 104,55 1,79 1,72 104,52 1,75
OK0116 PL0000107587 97,78 97,86 1,77 1,71 97,82 1,74
PS0416 PL0000106340 104,78 104,93 1,78 1,68 104,86 1,73
OK0716 PL0000107926 96,98 97,06 1,74 1,70 97,02 1,72
IZ0816 PL0000103529 103,40 103,89 --- --- 103,65 ---
PS1016 PL0000106795 105,86 106,03 1,77 1,69 105,95 1,73
WZ0117 PL0000106936 100,23 100,30 --- --- 100,27 ---
PS0417 PL0000107058 107,10 107,29 1,84 1,76 107,20 1,80
DS1017 PL0000104543 109,80 110,01 1,88 1,82 109,91 1,85
WZ0118 PL0000104717 100,13 100,22 --- --- 100,18 ---
PS0418 PL0000107314 106,24 106,43 1,90 1,84 106,34 1,87
PS0718 PL0000107595 101,97 102,25 1,95 1,87 102,11 1,91
WZ0119 PL0000107603 100,03 100,12 --- --- 100,08 ---
PS0719 PL0000108148 105,51 105,73 2,02 1,98 105,62 2,00
DS1019 PL0000105441 116,36 116,64 2,04 1,99 116,50 2,01
DS1020 PL0000106126 117,16 117,51 2,18 2,12 117,34 2,15
WZ0121 PL0000106068 99,43 99,59 --- --- 99,51 ---
DS1021 PL0000106670 122,24 122,51 2,28 2,25 122,38 2,27
WS0922 PL0000102646 123,98 124,25 2,39 2,36 124,12 2,38
IZ0823 PL0000105359 111,41 112,24 --- --- 111,83 ---
DS1023 PL0000107264 111,86 112,13 2,51 2,48 112,00 2,50
WZ0124 PL0000107454 98,42 98,53 --- --- 98,48 ---
DS0725 PL0000108197 105,85 106,10 2,62 2,59 105,98 2,60
WS0429 PL0000105391 134,48 135,39 2,82 2,76 134,94 2,79

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 1,930 1,930 1,930 215
PS0719 PL0000108148 0/1 1 1,850 1,850 1,850 60
DS0725 PL0000108197 0/1 1 1,600 1,600 1,600 20
WZ0118 PL0000104717 0/1 1 1,930 1,930 1,930 85
DS1020 PL0000106126 1/2 1 1,930 1,930 1,930 10
DS1021 PL0000106670 1/2 1 1,930 1,930 1,930 5
PS1016 PL0000106795 1/2 1 1,600 1,600 1,600 5
DS1023 PL0000107264 1/2 1 1,900 1,900 1,900 60
OK0116 PL0000107587 1/2 1 1,950 1,950 1,950 175
DS0725 PL0000108197 1/2 1 1,850 1,850 1,850 135
WZ0118 PL0000104717 1/2 1 1,930 1,930 1,930 265
DS0725 PL0000108197 2/3 1 1,800 1,800 1,800 100
DS1017 PL0000104543 1/6 5 1,930 1,930 1,930 100
WS0922 PL0000102646 1/8 7 1,930 1,930 1,930 55
PS0415 PL0000105953 1/8 7 1,930 1,930 1,930 85
PS0719 PL0000108148 1/8 7 1,950 1,950 1,950 80
WZ0118 PL0000104717 1/8 7 1,930 1,930 1,930 10
TOTAL 1 465

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.