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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2014-10-23 MARKET DATA No 205 (2487)

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 1 720,00 1 829,17 106 2 060,00 2 184,09 26 3 780,00 4 013,26 132
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 101,86 101,91 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,77 98,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,46 104,53 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 97,96 97,94 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0416 PL0000106340 104,86 104,90 104,840 104,840 104,840 104,840 104,840 5 000 5,37 1
OK0716 PL0000107926 97,14 97,13 97,170 97,170 97,140 97,140 97,166 80 000 77,73 3
PS1016 PL0000106795 105,99 105,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 107,25 107,23 107,200 107,200 107,190 107,190 107,194 80 000 87,68 3
DS1017 PL0000104543 110,03 109,95 110,030 110,030 109,900 109,900 109,947 142 500 156,72 8
PS0418 PL0000107314 106,27 106,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0718 PL0000107595 102,10 102,08 102,000 102,100 101,980 102,000 102,057 502 500 516,07 26
PS0719 PL0000108148 105,64 105,45 105,500 105,580 105,480 105,480 105,531 195 000 207,42 14
DS1019 PL0000105441 116,45 116,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1020 PL0000106126 117,25 117,03 117,150 117,150 117,150 117,150 117,150 10 000 11,72 1
DS1021 PL0000106670 122,30 121,92 122,300 122,300 122,200 122,200 122,239 75 000 91,70 7
WS0922 PL0000102646 123,85 123,34 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 111,95 111,41 111,950 112,050 111,660 111,670 111,895 280 000 313,37 27
DS0725 PL0000108197 105,98 105,80 105,850 105,860 105,830 105,830 105,853 80 000 85,35 5
WS0428 PL0000107611 99,76 100,72 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 134,76 134,78 134,630 134,630 134,630 134,630 134,630 15 000 20,63 1
WS0437 PL0000104857 132,05 136,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,58 103,86 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 111,82 112,30 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,25 100,27 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,24 100,21 100,240 100,240 100,210 100,210 100,216 105 000 105,95 3
WZ0118 PL0000104717 100,07 100,07 100,070 100,070 100,070 100,070 100,070 10 000 10,08 1
WZ0119 PL0000107603 99,97 99,97 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,30 99,29 99,300 99,300 99,260 99,260 99,275 85 000 84,97 4
WZ0124 PL0000107454 98,32 98,30 98,270 98,270 98,260 98,260 98,261 55 000 54,42 2
TOTAL 1 720 000 1 829,17 106

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 104,30 104,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,35 108,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,80 119,10 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 118,70 119,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 119,00 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 123,40 123,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 118,55 118,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 112,60 113,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 115,50 116,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 132,30 132,80 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 101,83 101,92 1,71 1,53 101,88 1,61
OK0715 PL0000107405 98,75 98,85 1,70 1,57 98,80 1,64
DS1015 PL0000103602 104,45 104,54 1,69 1,60 104,50 1,64
OK0116 PL0000107587 97,89 98,00 1,73 1,63 97,95 1,68
PS0416 PL0000106340 104,78 104,92 1,72 1,63 104,85 1,67
OK0716 PL0000107926 97,05 97,18 1,73 1,65 97,12 1,69
IZ0816 PL0000103529 103,45 103,95 --- --- 103,70 ---
PS1016 PL0000106795 105,91 106,05 1,71 1,64 105,98 1,67
WZ0117 PL0000106936 100,19 100,30 --- --- 100,25 ---
PS0417 PL0000107058 107,12 107,25 1,80 1,75 107,19 1,77
DS1017 PL0000104543 109,79 109,99 1,86 1,79 109,89 1,82
WZ0118 PL0000104717 100,04 100,18 --- --- 100,11 ---
PS0418 PL0000107314 106,09 106,33 1,93 1,86 106,21 1,89
PS0718 PL0000107595 101,86 102,11 1,98 1,91 101,99 1,94
WZ0119 PL0000107603 99,94 100,06 --- --- 100,00 ---
PS0719 PL0000108148 105,34 105,54 2,05 2,01 105,44 2,03
DS1019 PL0000105441 116,19 116,43 2,05 2,01 116,31 2,03
DS1020 PL0000106126 117,00 117,36 2,19 2,13 117,18 2,16
WZ0121 PL0000106068 99,27 99,43 --- --- 99,35 ---
DS1021 PL0000106670 121,96 122,29 2,31 2,27 122,13 2,29
WS0922 PL0000102646 123,60 123,98 2,43 2,38 123,79 2,41
IZ0823 PL0000105359 111,64 112,57 --- --- 112,11 ---
DS1023 PL0000107264 111,55 111,88 2,55 2,51 111,72 2,53
WZ0124 PL0000107454 98,28 98,47 --- --- 98,38 ---
DS0725 PL0000108197 105,62 105,91 2,64 2,61 105,77 2,62
WS0429 PL0000105391 134,17 135,09 2,84 2,77 134,63 2,80

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 101,84 101,92 1,69 1,53 101,88 1,61
OK0715 PL0000107405 98,76 98,86 1,69 1,55 98,81 1,62
DS1015 PL0000103602 104,45 104,54 1,69 1,60 104,50 1,64
OK0116 PL0000107587 97,89 98,01 1,73 1,63 97,95 1,68
PS0416 PL0000106340 104,79 104,93 1,71 1,62 104,86 1,67
OK0716 PL0000107926 97,10 97,19 1,70 1,65 97,15 1,67
IZ0816 PL0000103529 103,44 103,95 --- --- 103,70 ---
PS1016 PL0000106795 105,91 106,04 1,71 1,64 105,98 1,67
WZ0117 PL0000106936 100,15 100,24 --- --- 100,20 ---
PS0417 PL0000107058 107,14 107,28 1,79 1,73 107,21 1,76
DS1017 PL0000104543 109,83 110,02 1,84 1,78 109,93 1,81
WZ0118 PL0000104717 99,98 100,09 --- --- 100,04 ---
PS0418 PL0000107314 106,14 106,32 1,91 1,86 106,23 1,89
PS0718 PL0000107595 101,92 102,12 1,96 1,90 102,02 1,93
WZ0119 PL0000107603 99,91 100,00 --- --- 99,96 ---
PS0719 PL0000108148 105,38 105,53 2,05 2,01 105,46 2,03
DS1019 PL0000105441 116,14 116,39 2,06 2,02 116,27 2,04
DS1020 PL0000106126 116,93 117,29 2,20 2,14 117,11 2,17
WZ0121 PL0000106068 99,20 99,33 --- --- 99,27 ---
DS1021 PL0000106670 121,87 122,10 2,32 2,29 121,99 2,31
WS0922 PL0000102646 123,47 123,77 2,45 2,41 123,62 2,43
IZ0823 PL0000105359 111,65 112,53 --- --- 112,09 ---
DS1023 PL0000107264 111,54 111,76 2,55 2,52 111,65 2,53
WZ0124 PL0000107454 98,18 98,34 --- --- 98,26 ---
DS0725 PL0000108197 105,63 105,86 2,64 2,61 105,75 2,63
WS0429 PL0000105391 134,29 135,01 2,83 2,78 134,65 2,80

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 1,940 1,940 1,940 85
PS0718 PL0000107595 0/1 1 1,940 1,940 1,940 90
PS0719 PL0000108148 0/1 1 1,940 1,940 1,940 30
DS0725 PL0000108197 0/1 1 1,750 1,750 1,750 30
WZ0118 PL0000104717 0/1 1 1,950 1,950 1,950 10
WS0922 PL0000102646 1/4 3 1,940 1,940 1,940 50
PS0417 PL0000107058 1/4 3 1,940 1,940 1,940 345
OK0715 PL0000107405 1/4 3 1,940 1,940 1,940 90
OK0716 PL0000107926 1/4 3 1,950 1,960 1,956 240
PS0719 PL0000108148 1/4 3 1,940 1,940 1,940 190
DS0725 PL0000108197 1/4 3 1,750 1,750 1,750 70
WS0922 PL0000102646 1/8 7 1,940 1,940 1,940 20
PS0416 PL0000106340 1/8 7 1,940 1,940 1,940 80
OK0715 PL0000107405 1/8 7 1,950 1,950 1,950 10
OK0716 PL0000107926 1/8 7 1,950 1,960 1,957 115
PS0719 PL0000108148 1/8 7 1,950 1,980 1,972 415
DS0725 PL0000108197 1/8 7 1,730 1,730 1,730 145
WZ0118 PL0000104717 1/8 7 1,940 1,940 1,940 10
WZ0121 PL0000106068 1/8 7 1,940 1,940 1,940 35
TOTAL 2 060

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.