TBSP.Index®
2024-09-27
Opening value:
Value: 2052.81
Change: +4.42 (+0.22%)
Closing value:
Value: 2054.49
Change: +6.10 (+0.30%)
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Quotations

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2015-03-05 MARKET DATA No 44 (2575)

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 1 597,50 1 724,07 111 1 475,00 1 655,61 19 3 072,50 3 379,67 130
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 100,62 100,62 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0715 PL0000107405 99,45 99,45 99,450 99,450 99,450 99,450 99,450 100 000 99,45 1
DS1015 PL0000103602 102,92 102,92 102,920 102,920 102,920 102,920 102,920 100 000 105,25 1
OK0116 PL0000107587 98,65 98,65 98,640 98,650 98,640 98,650 98,645 95 000 93,71 2
PS0416 PL0000106340 103,78 103,77 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0716 PL0000107926 97,83 97,82 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS1016 PL0000106795 105,10 105,02 105,100 105,100 105,100 105,100 105,100 10 000 10,69 1
PS0417 PL0000107058 106,50 106,45 106,480 106,480 106,480 106,480 106,480 5 000 5,53 1
OK0717 PL0000108502 96,13 96,03 96,050 96,130 96,030 96,130 96,044 155 000 148,87 8
DS1017 PL0000104543 109,08 109,03 109,050 109,050 109,050 109,050 109,050 10 000 11,10 1
PS0418 PL0000107314 105,95 105,92 105,940 105,940 105,940 105,940 105,940 80 000 87,37 8
PS0718 PL0000107595 102,30 102,12 102,120 102,120 102,120 102,120 102,120 20 000 20,74 1
PS0719 PL0000108148 105,58 105,45 105,460 105,700 105,450 105,560 105,512 95 000 102,16 6
DS1019 PL0000105441 115,81 115,76 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0420 PL0000108510 97,80 97,51 97,580 97,800 97,510 97,800 97,593 90 000 89,01 10
DS1020 PL0000106126 117,25 117,05 117,000 117,450 117,000 117,450 117,150 30 000 35,73 2
DS1021 PL0000106670 122,45 122,23 122,230 122,600 122,230 122,600 122,324 50 000 62,23 4
WS0922 PL0000102646 124,95 124,53 124,550 124,950 124,400 124,950 124,648 120 000 152,73 10
DS1023 PL0000107264 114,12 113,63 113,600 114,120 113,600 114,120 114,016 12 500 14,44 2
DS0725 PL0000108197 108,95 108,50 108,780 109,050 108,410 108,710 108,752 482 500 534,48 42
WS0428 PL0000107611 104,02 104,11 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 139,94 138,85 138,900 139,550 138,900 139,550 139,323 20 000 28,87 3
WS0437 PL0000104857 0,00 150,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 102,90 102,94 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 114,10 114,31 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,21 100,27 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0118 PL0000104717 100,15 100,23 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0119 PL0000107603 100,03 100,02 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,61 99,55 99,550 99,610 99,550 99,610 99,602 75 000 74,88 5
WZ0124 PL0000107454 98,40 98,40 98,400 98,400 98,400 98,400 98,400 47 500 46,85 3
TOTAL 1 597 500 1 724,07 111

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 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0317 XS0498285351 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0618 XS0371500611 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0119 XS0874841066 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0420 XS0210314299 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0321 XS0543882095 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0122 XS0282701514 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0123 XS0794399674 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0124 XS1015428821 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0724 XS0841073793 0,00 0,00 0,000 0,000 0,000 0,000 0,000 0 0,00 0
EUR0125 XS0479333311 0,00 0,00 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) (%)
OK0715 PL0000107405 99,42 99,49 1,54 1,36 99,46 1,44
DS1015 PL0000103602 102,89 102,97 1,56 1,44 102,93 1,50
OK0116 PL0000107587 98,61 98,69 1,60 1,51 98,65 1,56
PS0416 PL0000106340 103,75 103,85 1,61 1,53 103,80 1,57
OK0716 PL0000107926 97,78 97,89 1,64 1,56 97,84 1,59
IZ0816 PL0000103529 102,71 103,26 --- --- 102,99 ---
PS1016 PL0000106795 104,95 105,08 1,64 1,56 105,02 1,60
WZ0117 PL0000106936 100,16 100,30 --- --- 100,23 ---
PS0417 PL0000107058 106,43 106,56 1,65 1,59 106,50 1,62
OK0717 PL0000108502 96,05 96,24 1,71 1,62 96,15 1,66
DS1017 PL0000104543 108,98 109,17 1,72 1,65 109,08 1,69
WZ0118 PL0000104717 100,07 100,25 --- --- 100,16 ---
PS0418 PL0000107314 105,88 106,09 1,80 1,73 105,99 1,76
PS0718 PL0000107595 102,12 102,34 1,84 1,78 102,23 1,81
WZ0119 PL0000107603 99,93 100,05 --- --- 99,99 ---
PS0719 PL0000108148 105,52 105,76 1,92 1,86 105,64 1,89
DS1019 PL0000105441 115,71 115,98 1,92 1,86 115,85 1,89
PS0420 PL0000108510 97,62 97,86 1,99 1,94 97,74 1,97
DS1020 PL0000106126 117,10 117,38 2,00 1,96 117,24 1,98
WZ0121 PL0000106068 99,44 99,59 --- --- 99,52 ---
DS1021 PL0000106670 122,23 122,62 2,12 2,06 122,43 2,09
WS0922 PL0000102646 124,71 125,10 2,16 2,11 124,91 2,14
IZ0823 PL0000105359 113,74 114,66 --- --- 114,20 ---
DS1023 PL0000107264 113,77 114,17 2,23 2,18 113,97 2,20
WZ0124 PL0000107454 98,24 98,46 --- --- 98,35 ---
DS0725 PL0000108197 108,74 109,10 2,29 2,25 108,92 2,27
WS0429 PL0000105391 139,19 140,19 2,44 2,37 139,69 2,40

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0715 PL0000107405 99,43 99,51 1,52 1,30 99,47 1,41
DS1015 PL0000103602 102,90 102,96 1,55 1,45 102,93 1,50
OK0116 PL0000107587 98,63 98,69 1,58 1,51 98,66 1,54
PS0416 PL0000106340 103,75 103,89 1,61 1,49 103,82 1,55
OK0716 PL0000107926 97,78 97,92 1,64 1,53 97,85 1,59
IZ0816 PL0000103529 102,78 103,34 --- --- 103,06 ---
PS1016 PL0000106795 104,98 105,11 1,62 1,54 105,05 1,58
WZ0117 PL0000106936 100,18 100,29 --- --- 100,24 ---
PS0417 PL0000107058 106,47 106,58 1,63 1,58 106,53 1,60
OK0717 PL0000108502 96,08 96,25 1,69 1,62 96,17 1,65
DS1017 PL0000104543 109,02 109,16 1,71 1,66 109,09 1,68
WZ0118 PL0000104717 100,12 100,27 --- --- 100,20 ---
PS0418 PL0000107314 105,90 106,07 1,79 1,74 105,99 1,76
PS0718 PL0000107595 102,10 102,35 1,85 1,77 102,23 1,81
WZ0119 PL0000107603 100,00 100,14 --- --- 100,07 ---
PS0719 PL0000108148 105,50 105,74 1,93 1,87 105,62 1,90
DS1019 PL0000105441 115,68 115,98 1,92 1,86 115,83 1,89
PS0420 PL0000108510 97,61 97,86 1,99 1,94 97,74 1,97
DS1020 PL0000106126 117,10 117,39 2,00 1,95 117,25 1,98
WZ0121 PL0000106068 99,57 99,69 --- --- 99,63 ---
DS1021 PL0000106670 122,28 122,60 2,11 2,06 122,44 2,09
WS0922 PL0000102646 124,66 125,07 2,17 2,12 124,87 2,14
IZ0823 PL0000105359 113,88 114,93 --- --- 114,41 ---
DS1023 PL0000107264 113,76 114,07 2,23 2,19 113,92 2,21
WZ0124 PL0000107454 98,37 98,53 --- --- 98,45 ---
DS0725 PL0000108197 108,67 109,01 2,30 2,26 108,84 2,28
WS0429 PL0000105391 139,31 140,40 2,43 2,35 139,86 2,39

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1015 PL0000103602 0/1 1 1,430 1,430 1,430 60
DS1019 PL0000105441 0/1 1 1,350 1,380 1,376 230
DS1023 PL0000107264 0/1 1 1,430 1,430 1,430 35
WS0922 PL0000102646 1/4 3 1,380 1,380 1,380 10
DS1019 PL0000105441 1/4 3 1,380 1,380 1,380 55
WZ0121 PL0000106068 1/4 3 1,430 1,430 1,430 10
WZ0119 PL0000107603 1/4 3 1,430 1,430 1,430 35
DS1017 PL0000104543 1/8 7 1,430 1,450 1,446 505
DS1020 PL0000106126 1/8 7 1,430 1,430 1,430 245
PS0417 PL0000107058 1/8 7 1,430 1,430 1,430 145
PS0418 PL0000107314 1/8 7 1,450 1,450 1,450 15
OK0116 PL0000107587 1/8 7 1,450 1,450 1,450 50
WZ0124 PL0000107454 1/8 7 1,430 1,430 1,430 70
WZ0119 PL0000107603 1/8 7 1,430 1,430 1,430 10
TOTAL 1 475

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.