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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2014-10-20 MARKET DATA No 202 (2484)

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 1 047,50 1 122,52 65 1 565,00 1 802,04 25 2 612,50 2 924,56 90
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 101,89 101,93 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,73 98,77 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,47 104,51 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 97,88 97,91 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,88 104,93 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 97,11 97,12 97,110 97,110 97,110 97,110 97,110 105 000 101,97 3
PS1016 PL0000106795 105,94 105,99 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 107,21 107,16 107,210 107,210 107,210 107,210 107,210 70 000 76,69 2
DS1017 PL0000104543 109,86 109,85 109,850 109,860 109,850 109,860 109,852 47 500 54,65 2
PS0418 PL0000107314 116,15 106,26 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 102,00 102,02 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0719 PL0000108148 105,55 105,37 105,520 105,600 105,320 105,320 105,469 260 000 276,28 24
DS1019 PL0000105441 116,35 116,27 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1020 PL0000106126 117,20 117,18 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 122,23 122,00 122,120 122,120 122,120 122,120 122,120 25 000 31,96 1
WS0922 PL0000102646 131,86 123,55 123,550 123,550 123,500 123,500 123,525 20 000 24,80 2
DS1023 PL0000107264 111,76 111,38 111,710 111,800 111,380 111,400 111,646 165 000 190,76 16
DS0725 PL0000108197 105,82 105,55 105,800 106,000 105,650 105,650 105,849 85 000 90,64 8
WS0428 PL0000107611 99,80 100,16 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 134,57 134,35 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0437 PL0000104857 131,00 133,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,81 103,83 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 111,90 112,00 111,700 111,700 111,700 111,700 111,700 10 000 12,98 1
WZ0115 PL0000106480 100,25 100,26 100,250 100,250 100,250 100,250 100,250 125 000 126,13 2
WZ0117 PL0000106936 100,20 100,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 100,10 100,10 100,100 100,100 100,100 100,100 100,100 100 000 100,75 2
WZ0119 PL0000107603 100,03 100,07 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,41 99,45 99,410 99,410 99,410 99,410 99,410 25 000 25,02 1
WZ0124 PL0000107454 98,42 98,46 98,420 98,420 98,420 98,420 98,420 10 000 9,91 1
TOTAL 1 047 500 1 122,52 65

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 104,40 104,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,35 108,60 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,85 119,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 104,80 105,05 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 118,70 119,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 119,15 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 123,50 124,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 118,50 118,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 112,75 112,95 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 115,80 116,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 132,40 133,00 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 100,24 100,28 --- --- 100,26 ---
PS0415 PL0000105953 101,87 101,94 1,73 1,60 101,91 1,66
OK0715 PL0000107405 98,70 98,79 1,74 1,62 98,75 1,67
DS1015 PL0000103602 104,45 104,55 1,71 1,62 104,50 1,67
OK0116 PL0000107587 97,85 97,96 1,74 1,65 97,91 1,69
PS0416 PL0000106340 104,83 104,98 1,72 1,62 104,91 1,66
OK0716 PL0000107926 97,04 97,22 1,72 1,62 97,13 1,67
IZ0816 PL0000103529 103,38 103,92 --- --- 103,65 ---
PS1016 PL0000106795 105,89 106,06 1,74 1,65 105,98 1,69
WZ0117 PL0000106936 100,16 100,27 --- --- 100,22 ---
PS0417 PL0000107058 107,13 107,28 1,81 1,75 107,21 1,78
DS1017 PL0000104543 109,78 109,93 1,87 1,83 109,86 1,85
WZ0118 PL0000104717 100,05 100,20 --- --- 100,13 ---
PS0418 PL0000107314 106,14 106,42 1,92 1,84 106,28 1,88
PS0718 PL0000107595 101,86 102,14 1,98 1,90 102,00 1,94
WZ0119 PL0000107603 99,98 100,12 --- --- 100,05 ---
PS0719 PL0000108148 105,44 105,59 2,04 2,00 105,52 2,02
DS1019 PL0000105441 116,21 116,51 2,06 2,00 116,36 2,03
DS1020 PL0000106126 117,06 117,46 2,19 2,12 117,26 2,15
WZ0121 PL0000106068 99,38 99,52 --- --- 99,45 ---
DS1021 PL0000106670 121,97 122,42 2,32 2,25 122,20 2,28
WS0922 PL0000102646 123,59 123,99 2,44 2,39 123,79 2,41
IZ0823 PL0000105359 111,72 112,47 --- --- 112,10 ---
DS1023 PL0000107264 111,52 111,72 2,55 2,53 111,62 2,54
WZ0124 PL0000107454 98,38 98,55 --- --- 98,47 ---
DS0725 PL0000108197 105,63 105,96 2,64 2,60 105,80 2,62
WS0429 PL0000105391 133,97 135,05 2,85 2,78 134,51 2,82

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
WZ0115 PL0000106480 100,23 100,27 --- --- 100,25 ---
PS0415 PL0000105953 101,87 101,94 1,73 1,60 101,91 1,66
OK0715 PL0000107405 98,70 98,80 1,74 1,61 98,75 1,67
DS1015 PL0000103602 104,46 104,53 1,70 1,64 104,50 1,67
OK0116 PL0000107587 97,84 97,93 1,75 1,67 97,89 1,71
PS0416 PL0000106340 104,81 104,95 1,73 1,64 104,88 1,68
OK0716 PL0000107926 97,03 97,16 1,73 1,65 97,10 1,69
IZ0816 PL0000103529 103,38 103,93 --- --- 103,66 ---
PS1016 PL0000106795 105,91 106,01 1,73 1,68 105,96 1,70
WZ0117 PL0000106936 100,18 100,27 --- --- 100,23 ---
PS0417 PL0000107058 107,08 107,20 1,83 1,78 107,14 1,80
DS1017 PL0000104543 109,78 109,90 1,87 1,84 109,84 1,85
WZ0118 PL0000104717 100,06 100,14 --- --- 100,10 ---
PS0418 PL0000107314 106,11 106,29 1,93 1,88 106,20 1,90
PS0718 PL0000107595 101,87 102,05 1,98 1,93 101,96 1,95
WZ0119 PL0000107603 100,00 100,09 --- --- 100,05 ---
PS0719 PL0000108148 105,27 105,42 2,07 2,04 105,35 2,06
DS1019 PL0000105441 116,10 116,33 2,08 2,04 116,22 2,06
DS1020 PL0000106126 116,90 117,21 2,21 2,16 117,06 2,19
WZ0121 PL0000106068 99,36 99,50 --- --- 99,43 ---
DS1021 PL0000106670 121,85 122,07 2,33 2,30 121,96 2,32
WS0922 PL0000102646 123,33 123,60 2,47 2,44 123,47 2,45
IZ0823 PL0000105359 111,52 112,36 --- --- 111,94 ---
DS1023 PL0000107264 111,27 111,47 2,58 2,56 111,37 2,57
WZ0124 PL0000107454 98,37 98,53 --- --- 98,45 ---
DS0725 PL0000108197 105,37 105,66 2,67 2,64 105,52 2,65
WS0429 PL0000105391 133,56 134,69 2,88 2,80 134,13 2,84

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
WS0922 PL0000102646 0/1 1 1,930 1,930 1,930 5
WS0429 PL0000105391 0/1 1 1,200 1,200 1,200 60
DS1019 PL0000105441 0/1 1 1,800 1,800 1,800 90
DS1020 PL0000106126 0/1 1 1,930 1,930 1,930 10
DS1021 PL0000106670 0/1 1 1,930 1,940 1,935 80
PS1016 PL0000106795 0/1 1 1,950 1,950 1,950 150
DS0725 PL0000108197 0/1 1 1,700 1,700 1,700 20
DS1019 PL0000105441 1/2 1 1,930 1,930 1,930 280
DS1021 PL0000106670 1/2 1 1,930 1,940 1,933 200
PS1016 PL0000106795 1/2 1 1,930 1,930 1,930 50
DS1023 PL0000107264 1/2 1 1,950 1,950 1,950 55
OK0116 PL0000107587 1/2 1 1,950 1,950 1,950 55
DS0725 PL0000108197 1/2 1 1,750 1,750 1,750 115
WZ0115 PL0000106480 1/2 1 1,950 1,950 1,950 10
WZ0119 PL0000107603 1/2 1 1,940 1,940 1,940 30
WZ0118 PL0000104717 2/3 1 1,950 1,950 1,950 145
WS0922 PL0000102646 1/8 7 1,930 1,930 1,930 25
PS0719 PL0000108148 1/8 7 1,950 1,950 1,950 70
DS0725 PL0000108197 1/8 7 1,700 1,700 1,700 50
WZ0121 PL0000106068 1/8 7 1,930 1,930 1,930 65
TOTAL 1 565

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.