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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2014-10-15 MARKET DATA No 199 (2481)

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 1 090,00 1 188,12 64 2 020,00 2 366,79 29 3 110,00 3 554,91 93
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 101,92 101,94 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,69 98,70 98,710 98,750 98,710 98,750 98,725 190 000 187,58 6
DS1015 PL0000103602 104,54 104,52 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 97,86 97,84 97,850 97,850 97,850 97,850 97,850 10 000 9,79 1
PS0416 PL0000106340 104,91 104,90 104,900 104,910 104,900 104,910 104,904 120 000 128,76 2
OK0716 PL0000107926 97,06 97,03 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS1016 PL0000106795 106,02 105,99 106,040 106,050 106,040 106,050 106,044 175 000 193,71 3
PS0417 PL0000107058 108,16 107,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 110,05 109,99 109,990 109,990 109,990 109,990 109,990 20 000 23,03 1
PS0418 PL0000107314 106,47 106,39 106,420 106,500 106,410 106,500 106,418 135 000 146,09 6
PS0718 PL0000107595 102,35 102,23 102,200 102,200 102,190 102,190 102,193 45 000 46,25 3
PS0719 PL0000108148 105,89 105,70 105,730 105,930 105,730 105,820 105,853 70 000 74,62 6
DS1019 PL0000105441 116,75 116,63 116,930 116,930 116,540 116,540 116,735 20 000 24,42 2
DS1020 PL0000106126 117,63 117,38 117,620 117,620 117,350 117,350 117,404 50 000 61,27 6
DS1021 PL0000106670 122,85 122,42 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 124,71 124,22 124,220 124,220 124,220 124,220 124,220 15 000 18,69 1
DS1023 PL0000107264 112,60 112,18 112,420 112,610 112,050 112,050 112,292 65 000 75,53 7
DS0725 PL0000108197 106,72 105,94 106,310 106,810 106,170 106,170 106,576 135 000 144,89 15
WS0428 PL0000107611 100,98 101,02 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 136,05 135,29 135,950 136,050 135,850 135,850 135,936 35 000 48,54 4
WS0437 PL0000104857 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,59 103,73 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 111,80 112,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,25 100,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,25 100,27 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 100,16 100,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 100,07 100,09 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,50 99,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 98,52 98,52 98,540 98,540 98,540 98,540 98,540 5 000 4,96 1
TOTAL 1 090 000 1 188,12 64

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 104,50 104,75 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 119,00 119,25 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 118,50 118,85 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 119,35 119,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 123,60 124,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 118,80 119,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 112,75 113,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 116,00 116,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 132,50 133,50 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 100,23 100,28 --- --- 100,26 ---
PS0415 PL0000105953 101,89 101,95 1,79 1,68 101,92 1,73
OK0715 PL0000107405 98,63 98,72 1,80 1,68 98,68 1,74
DS1015 PL0000103602 104,47 104,55 1,78 1,71 104,51 1,75
OK0116 PL0000107587 97,78 97,88 1,78 1,70 97,83 1,74
PS0416 PL0000106340 104,86 104,95 1,72 1,67 104,91 1,69
OK0716 PL0000107926 97,00 97,11 1,73 1,67 97,06 1,70
IZ0816 PL0000103529 103,40 103,86 --- --- 103,63 ---
PS1016 PL0000106795 105,92 106,04 1,74 1,68 105,98 1,71
WZ0117 PL0000106936 100,23 100,30 --- --- 100,27 ---
PS0417 PL0000107058 107,17 107,31 1,81 1,75 107,24 1,78
DS1017 PL0000104543 109,88 110,05 1,86 1,80 109,97 1,83
WZ0118 PL0000104717 100,14 100,22 --- --- 100,18 ---
PS0418 PL0000107314 106,26 106,47 1,89 1,83 106,37 1,86
PS0718 PL0000107595 102,10 102,31 1,91 1,86 102,21 1,88
WZ0119 PL0000107603 100,03 100,13 --- --- 100,08 ---
PS0719 PL0000108148 105,61 105,78 2,00 1,97 105,70 1,98
DS1019 PL0000105441 116,44 116,71 2,02 1,97 116,58 2,00
DS1020 PL0000106126 117,28 117,60 2,16 2,11 117,44 2,13
WZ0121 PL0000106068 99,46 99,61 --- --- 99,54 ---
DS1021 PL0000106670 122,47 122,82 2,25 2,20 122,65 2,23
WS0922 PL0000102646 124,17 124,52 2,37 2,33 124,35 2,35
IZ0823 PL0000105359 111,31 112,34 --- --- 111,83 ---
DS1023 PL0000107264 112,12 112,40 2,48 2,45 112,26 2,47
WZ0124 PL0000107454 98,45 98,57 --- --- 98,51 ---
DS0725 PL0000108197 106,15 106,42 2,59 2,56 106,29 2,57
WS0429 PL0000105391 134,78 135,81 2,80 2,73 135,30 2,76

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,23 100,28 --- --- 100,26 ---
PS0415 PL0000105953 101,91 101,98 1,75 1,62 101,95 1,68
OK0715 PL0000107405 98,67 98,77 1,75 1,62 98,72 1,68
DS1015 PL0000103602 104,50 104,59 1,76 1,67 104,55 1,71
OK0116 PL0000107587 97,81 97,93 1,75 1,66 97,87 1,70
PS0416 PL0000106340 104,86 104,99 1,72 1,64 104,93 1,68
OK0716 PL0000107926 97,01 97,16 1,73 1,64 97,09 1,68
IZ0816 PL0000103529 103,41 103,88 --- --- 103,65 ---
PS1016 PL0000106795 105,96 106,09 1,72 1,66 106,03 1,69
WZ0117 PL0000106936 100,22 100,30 --- --- 100,26 ---
PS0417 PL0000107058 107,17 107,36 1,81 1,73 107,27 1,77
DS1017 PL0000104543 109,89 110,09 1,85 1,79 109,99 1,82
WZ0118 PL0000104717 100,14 100,23 --- --- 100,19 ---
PS0418 PL0000107314 106,33 106,55 1,87 1,81 106,44 1,84
PS0718 PL0000107595 102,11 102,34 1,91 1,85 102,23 1,88
WZ0119 PL0000107603 100,04 100,12 --- --- 100,08 ---
PS0719 PL0000108148 105,63 105,84 2,00 1,95 105,74 1,97
DS1019 PL0000105441 116,50 116,77 2,01 1,96 116,64 1,98
DS1020 PL0000106126 117,20 117,65 2,17 2,10 117,43 2,13
WZ0121 PL0000106068 99,47 99,60 --- --- 99,54 ---
DS1021 PL0000106670 122,32 122,59 2,27 2,24 122,46 2,25
WS0922 PL0000102646 124,07 124,48 2,38 2,33 124,28 2,36
IZ0823 PL0000105359 111,35 112,28 --- --- 111,82 ---
DS1023 PL0000107264 111,99 112,32 2,50 2,46 112,16 2,48
WZ0124 PL0000107454 98,48 98,58 --- --- 98,53 ---
DS0725 PL0000108197 106,10 106,47 2,59 2,55 106,29 2,57
WS0429 PL0000105391 134,69 135,96 2,80 2,72 135,33 2,76

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 1,930 165
DS1019 PL0000105441 0/1 1 1,850 1,860 1,856 130
DS1021 PL0000106670 0/1 1 1,930 1,930 1,930 10
WZ0118 PL0000104717 0/1 1 1,930 1,930 1,930 85
WS0922 PL0000102646 1/2 1 1,930 1,930 1,930 290
DS1015 PL0000103602 1/2 1 1,930 1,930 1,930 50
DS1019 PL0000105441 1/2 1 1,900 1,930 1,915 260
DS1020 PL0000106126 1/2 1 1,930 1,930 1,930 390
DS1021 PL0000106670 1/2 1 1,930 1,930 1,930 125
PS0718 PL0000107595 1/2 1 1,930 1,930 1,930 125
DS0725 PL0000108197 1/2 1 1,600 1,800 1,722 90
WZ0118 PL0000104717 1/2 1 1,930 1,930 1,930 15
WZ0124 PL0000107454 1/2 1 1,940 1,940 1,940 90
WS0922 PL0000102646 1/8 7 1,930 1,930 1,930 20
PS0417 PL0000107058 1/8 7 1,930 1,930 1,930 10
OK0716 PL0000107926 1/8 7 1,900 1,900 1,900 100
PS0719 PL0000108148 1/8 7 1,900 1,900 1,900 60
WZ0118 PL0000104717 1/8 7 1,930 1,930 1,930 5
TOTAL 2 020

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.