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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2014-11-14 MARKET DATA No 220 (2502)

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 612,50 657,88 44 1 290,00 1 461,57 27 1 902,50 2 119,45 71
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 101,59 101,61 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 98,82 98,86 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 104,13 104,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 97,96 97,90 97,890 97,910 97,870 97,910 97,887 52 500 51,39 5
PS0416 PL0000106340 104,59 104,48 104,470 104,470 104,470 104,470 104,470 20 000 21,46 2
OK0716 PL0000107926 97,12 97,03 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS1016 PL0000106795 105,68 105,55 105,550 105,550 105,550 105,550 105,550 25 000 26,47 1
PS0417 PL0000107058 107,02 106,83 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 109,88 109,53 109,880 109,880 109,510 109,510 109,799 197 500 217,53 7
PS0418 PL0000107314 106,15 105,87 105,870 105,870 105,870 105,870 105,870 10 000 10,80 1
PS0718 PL0000107595 102,05 101,75 101,750 101,800 101,730 101,800 101,752 50 000 51,27 5
PS0719 PL0000108148 105,62 105,19 105,570 105,570 105,350 105,350 105,425 100 000 106,46 10
DS1019 PL0000105441 116,35 115,90 115,900 115,900 115,900 115,900 115,900 5 000 5,81 1
DS1020 PL0000106126 117,53 111,84 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 122,69 122,08 122,150 122,150 122,150 122,150 122,150 10 000 12,25 1
WS0922 PL0000102646 124,60 123,96 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 112,88 112,16 112,400 112,400 112,050 112,050 112,273 65 000 73,15 5
DS0725 PL0000108197 106,81 106,05 106,400 106,400 105,950 105,950 106,175 50 000 53,60 4
WS0428 PL0000107611 100,76 100,99 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 135,98 134,75 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0437 PL0000104857 133,50 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 103,52 103,90 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 112,78 113,20 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0115 PL0000106480 100,15 100,17 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,06 100,14 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 99,98 100,02 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 99,83 99,85 99,810 99,810 99,800 99,800 99,804 27 500 27,68 2
WZ0121 PL0000106068 99,00 99,09 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 97,97 98,07 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 612 500 657,88 44

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 104,15 104,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 108,25 108,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 118,75 119,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 104,95 105,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 119,10 119,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 119,75 120,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 124,75 125,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 119,70 120,25 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 113,65 114,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 116,75 117,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 133,50 134,25 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) (%)
PS0415 PL0000105953 101,58 101,67 1,77 1,57 101,63 1,66
OK0715 PL0000107405 98,80 98,92 1,78 1,60 98,86 1,69
DS1015 PL0000103602 104,08 104,19 1,79 1,67 104,14 1,73
OK0116 PL0000107587 97,90 98,04 1,81 1,68 97,97 1,74
PS0416 PL0000106340 104,54 104,65 1,75 1,68 104,60 1,71
OK0716 PL0000107926 97,06 97,21 1,79 1,69 97,14 1,74
IZ0816 PL0000103529 103,39 104,00 --- --- 103,70 ---
PS1016 PL0000106795 105,61 105,75 1,77 1,70 105,68 1,73
WZ0117 PL0000106936 100,03 100,17 --- --- 100,10 ---
PS0417 PL0000107058 106,95 107,14 1,80 1,72 107,05 1,76
DS1017 PL0000104543 109,67 109,86 1,83 1,77 109,77 1,80
WZ0118 PL0000104717 99,95 100,08 --- --- 100,02 ---
PS0418 PL0000107314 106,02 106,25 1,92 1,85 106,14 1,88
PS0718 PL0000107595 101,93 102,18 1,95 1,88 102,06 1,91
WZ0119 PL0000107603 99,80 99,90 --- --- 99,85 ---
PS0719 PL0000108148 105,52 105,72 2,00 1,96 105,62 1,98
DS1019 PL0000105441 116,26 116,45 2,00 1,97 116,36 1,98
DS1020 PL0000106126 117,35 117,66 2,11 2,06 117,51 2,08
WZ0121 PL0000106068 98,97 99,14 --- --- 99,06 ---
DS1021 PL0000106670 122,49 122,91 2,21 2,16 122,70 2,18
WS0922 PL0000102646 124,42 124,86 2,31 2,25 124,64 2,28
IZ0823 PL0000105359 112,38 113,47 --- --- 112,93 ---
DS1023 PL0000107264 112,64 112,94 2,41 2,37 112,79 2,39
WZ0124 PL0000107454 97,95 98,12 --- --- 98,04 ---
DS0725 PL0000108197 106,58 106,94 2,54 2,50 106,76 2,52
WS0429 PL0000105391 135,43 136,50 2,74 2,67 135,97 2,70

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
PS0415 PL0000105953 101,53 101,63 1,88 1,66 101,58 1,77
OK0715 PL0000107405 98,72 98,89 1,90 1,65 98,81 1,77
DS1015 PL0000103602 104,01 104,15 1,86 1,72 104,08 1,79
OK0116 PL0000107587 97,84 97,93 1,86 1,78 97,89 1,81
PS0416 PL0000106340 104,41 104,53 1,84 1,76 104,47 1,80
OK0716 PL0000107926 96,98 97,09 1,84 1,77 97,04 1,80
IZ0816 PL0000103529 103,36 103,97 --- --- 103,67 ---
PS1016 PL0000106795 105,46 105,62 1,85 1,77 105,54 1,81
WZ0117 PL0000106936 100,04 100,16 --- --- 100,10 ---
PS0417 PL0000107058 106,71 106,87 1,89 1,83 106,79 1,86
DS1017 PL0000104543 109,47 109,58 1,90 1,86 109,53 1,88
WZ0118 PL0000104717 99,94 100,06 --- --- 100,00 ---
PS0418 PL0000107314 105,78 105,92 1,99 1,95 105,85 1,97
PS0718 PL0000107595 101,65 101,80 2,03 1,99 101,73 2,00
WZ0119 PL0000107603 99,78 99,88 --- --- 99,83 ---
PS0719 PL0000108148 105,03 105,24 2,11 2,06 105,14 2,08
DS1019 PL0000105441 115,70 115,94 2,11 2,07 115,82 2,09
DS1020 PL0000106126 116,71 117,00 2,21 2,16 116,86 2,19
WZ0121 PL0000106068 98,92 99,12 --- --- 99,02 ---
DS1021 PL0000106670 121,78 122,14 2,31 2,26 121,96 2,29
WS0922 PL0000102646 123,71 124,03 2,40 2,36 123,87 2,38
IZ0823 PL0000105359 111,81 113,75 --- --- 112,78 ---
DS1023 PL0000107264 111,98 112,26 2,49 2,45 112,12 2,47
WZ0124 PL0000107454 97,93 98,10 --- --- 98,02 ---
DS0725 PL0000108197 105,84 106,16 2,61 2,58 106,00 2,60
WS0429 PL0000105391 134,37 135,22 2,81 2,76 134,80 2,78

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1023 PL0000107264 3/4 1 1,930 1,930 1,930 10
PS0719 PL0000108148 3/4 1 1,910 1,910 1,910 20
DS0725 PL0000108197 3/4 1 1,850 1,850 1,850 10
WS0922 PL0000102646 0/3 3 1,890 1,890 1,890 25
DS1021 PL0000106670 0/3 3 1,890 1,890 1,890 55
DS1023 PL0000107264 0/3 3 1,930 1,950 1,948 110
OK0715 PL0000107405 0/3 3 1,890 1,890 1,890 20
WS0922 PL0000102646 3/10 7 1,890 1,890 1,890 60
DS1019 PL0000105441 3/10 7 1,850 1,900 1,860 120
DS1020 PL0000106126 3/10 7 1,890 1,890 1,890 75
PS0416 PL0000106340 3/10 7 1,900 1,950 1,915 210
DS1021 PL0000106670 3/10 7 1,890 1,890 1,890 180
PS1016 PL0000106795 3/10 7 1,850 1,900 1,860 50
DS1023 PL0000107264 3/10 7 1,950 1,950 1,950 175
OK0715 PL0000107405 3/10 7 1,890 1,890 1,890 20
PS0718 PL0000107595 3/10 7 1,890 1,890 1,890 5
OK0716 PL0000107926 3/10 7 1,950 1,950 1,950 45
PS0719 PL0000108148 3/10 7 1,950 1,950 1,950 95
WZ0117 PL0000106936 3/10 7 1,890 1,890 1,890 5
TOTAL 1 290

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.