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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2015-04-22 MARKET DATA No 76 (2607)

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 2 007,50 2 136,13 101 2 090,00 2 326,17 26 4 097,50 4 462,30 127
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)
OK0715 PL0000107405 99,62 99,65 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1015 PL0000103602 102,33 102,38 0,000 0,000 0,000 0,000 0,000 0 0,00 0
OK0116 PL0000107587 98,83 98,83 98,830 98,830 98,830 98,830 98,830 100 000 98,83 1
PS0416 PL0000106340 103,36 103,35 103,360 103,360 103,340 103,340 103,346 195 000 201,53 4
OK0716 PL0000107926 98,00 98,00 98,000 98,000 98,000 98,000 98,000 20 000 19,60 1
PS1016 PL0000106795 104,60 104,63 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0417 PL0000107058 106,08 106,06 106,070 106,070 106,060 106,060 106,067 15 000 15,91 2
OK0717 PL0000108502 96,39 96,40 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1017 PL0000104543 108,74 108,70 108,730 108,740 108,710 108,710 108,731 467 500 520,49 16
PS0418 PL0000107314 105,60 105,55 105,490 105,590 105,480 105,590 105,546 240 000 253,31 8
PS0718 PL0000107595 102,02 101,99 102,000 102,000 102,000 102,000 102,000 30 000 31,16 2
PS0719 PL0000108148 105,30 105,12 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1019 PL0000105441 115,19 115,10 0,000 0,000 0,000 0,000 0,000 0 0,00 0
PS0420 PL0000108510 97,55 97,30 97,550 97,550 97,280 97,280 97,445 335 000 326,44 22
DS1020 PL0000106126 116,65 116,46 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1021 PL0000106670 121,83 121,45 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0922 PL0000102646 124,00 123,55 0,000 0,000 0,000 0,000 0,000 0 0,00 0
DS1023 PL0000107264 113,09 112,58 112,850 112,850 112,780 112,780 112,801 40 000 45,91 4
DS0725 PL0000108197 107,94 107,00 107,500 107,500 106,900 106,900 107,161 235 000 257,54 25
WS0428 PL0000107611 101,85 101,64 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WS0429 PL0000105391 137,44 136,23 136,850 136,850 136,100 136,100 136,616 95 000 129,79 9
WS0437 PL0000104857 145,50 147,50 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0816 PL0000103529 102,93 103,15 0,000 0,000 0,000 0,000 0,000 0 0,00 0
IZ0823 PL0000105359 114,43 114,21 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0117 PL0000106936 100,09 100,10 100,090 100,090 100,090 100,090 100,090 10 000 10,06 1
WZ0118 PL0000104717 99,90 99,88 99,880 99,890 99,880 99,890 99,886 75 000 75,29 3
WZ0119 PL0000107603 99,72 99,69 99,700 99,700 99,690 99,690 99,692 150 000 150,28 3
WZ0120 PL0000108601 99,60 99,76 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0121 PL0000106068 99,32 99,42 0,000 0,000 0,000 0,000 0,000 0 0,00 0
WZ0124 PL0000107454 98,34 98,41 0,000 0,000 0,000 0,000 0,000 0 0,00 0
TOTAL 2 007 500 2 136,13 101

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
EUR0527 XS1209947271 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 99,60 99,66 1,59 1,35 99,63 1,47
DS1015 PL0000103602 102,31 102,40 1,56 1,39 102,36 1,46
OK0116 PL0000107587 98,80 98,88 1,61 1,50 98,84 1,56
PS0416 PL0000106340 103,34 103,42 1,60 1,52 103,38 1,56
OK0716 PL0000107926 97,97 98,07 1,65 1,57 98,02 1,61
IZ0816 PL0000103529 102,80 103,23 --- --- 103,02 ---
PS1016 PL0000106795 104,58 104,69 1,63 1,56 104,64 1,59
WZ0117 PL0000106936 100,06 100,17 --- --- 100,12 ---
PS0417 PL0000107058 106,03 106,17 1,66 1,59 106,10 1,62
OK0717 PL0000108502 96,32 96,46 1,68 1,61 96,39 1,64
DS1017 PL0000104543 108,65 108,79 1,69 1,63 108,72 1,66
WZ0118 PL0000104717 99,83 99,96 --- --- 99,90 ---
PS0418 PL0000107314 105,53 105,62 1,83 1,81 105,58 1,82
PS0718 PL0000107595 101,94 102,08 1,88 1,83 102,01 1,85
WZ0119 PL0000107603 99,57 99,81 --- --- 99,69 ---
PS0719 PL0000108148 105,17 105,36 1,97 1,92 105,27 1,94
DS1019 PL0000105441 115,07 115,35 1,97 1,91 115,21 1,94
PS0420 PL0000108510 97,42 97,61 2,04 2,00 97,52 2,02
DS1020 PL0000106126 116,51 116,78 2,04 2,00 116,65 2,02
WZ0121 PL0000106068 99,23 99,54 --- --- 99,39 ---
DS1021 PL0000106670 121,67 121,98 2,14 2,10 121,83 2,12
WS0922 PL0000102646 123,79 124,21 2,23 2,18 124,00 2,20
IZ0823 PL0000105359 114,31 115,10 --- --- 114,71 ---
DS1023 PL0000107264 112,86 113,30 2,31 2,26 113,08 2,29
WZ0124 PL0000107454 98,29 98,44 --- --- 98,37 ---
DS0725 PL0000108197 107,61 107,96 2,40 2,36 107,79 2,38
WS0429 PL0000105391 136,69 137,51 2,59 2,53 137,10 2,56

FIXING - T-BONDS (4:30 PM)
Bond ISIN Buy Sell YTM Buy YTM Sell Fixing YTM Fix
(PLN) (PLN) (%) (%) (PLN) (%)
OK0715 PL0000107405 99,61 99,66 1,55 1,35 99,64 1,43
DS1015 PL0000103602 102,32 102,39 1,54 1,41 102,36 1,46
OK0116 PL0000107587 98,81 98,87 1,60 1,52 98,84 1,56
PS0416 PL0000106340 103,31 103,40 1,63 1,54 103,36 1,58
OK0716 PL0000107926 97,98 98,06 1,64 1,57 98,02 1,61
IZ0816 PL0000103529 102,78 103,23 --- --- 103,01 ---
PS1016 PL0000106795 104,56 104,68 1,65 1,57 104,62 1,61
WZ0117 PL0000106936 100,07 100,15 --- --- 100,11 ---
PS0417 PL0000107058 106,01 106,15 1,66 1,60 106,08 1,63
OK0717 PL0000108502 96,30 96,42 1,69 1,63 96,36 1,66
DS1017 PL0000104543 108,65 108,74 1,69 1,65 108,70 1,67
WZ0118 PL0000104717 99,87 99,95 --- --- 99,91 ---
PS0418 PL0000107314 105,45 105,60 1,86 1,81 105,53 1,83
PS0718 PL0000107595 101,86 102,02 1,90 1,85 101,94 1,88
WZ0119 PL0000107603 99,67 99,81 --- --- 99,74 ---
PS0719 PL0000108148 105,01 105,17 2,01 1,97 105,09 1,99
DS1019 PL0000105441 114,95 115,17 1,99 1,95 115,06 1,97
PS0420 PL0000108510 97,25 97,40 2,08 2,05 97,33 2,06
DS1020 PL0000106126 116,25 116,53 2,09 2,04 116,39 2,06
WZ0121 PL0000106068 99,28 99,49 --- --- 99,39 ---
DS1021 PL0000106670 121,29 121,64 2,20 2,15 121,47 2,17
WS0922 PL0000102646 123,28 123,68 2,30 2,24 123,48 2,27
IZ0823 PL0000105359 114,32 115,09 --- --- 114,71 ---
DS1023 PL0000107264 112,43 112,84 2,37 2,32 112,64 2,34
WZ0124 PL0000107454 98,22 98,47 --- --- 98,35 ---
DS0725 PL0000108197 107,13 107,36 2,45 2,43 107,25 2,44
WS0429 PL0000105391 135,88 136,76 2,65 2,58 136,32 2,62

REPO MARKET
Special Repo Trades (PLN)
T-Bonds
T-Bond ISIN Duration Repo rate Nominal trading value
Name Days Low High Average (PLN M)
(%) (%) (%)
DS1017 PL0000104543 0/1 1 1,430 1,430 1,430 190
DS1020 PL0000106126 0/1 1 1,430 1,430 1,430 100
DS1021 PL0000106670 0/1 1 1,440 1,440 1,440 160
DS1023 PL0000107264 0/1 1 1,430 1,430 1,430 35
PS0420 PL0000108510 0/1 1 1,410 1,410 1,410 15
WS0922 PL0000102646 1/2 1 1,430 1,430 1,430 100
DS1019 PL0000105441 1/2 1 1,460 1,460 1,460 85
DS1020 PL0000106126 1/2 1 1,440 1,440 1,440 5
PS0718 PL0000107595 1/2 1 1,430 1,430 1,430 115
DS0725 PL0000108197 1/2 1 1,450 1,450 1,450 35
DS1017 PL0000104543 1/8 7 1,430 1,450 1,447 480
DS1019 PL0000105441 1/8 7 1,400 1,400 1,400 30
DS1020 PL0000106126 1/8 7 1,440 1,440 1,440 90
DS1021 PL0000106670 1/8 7 1,440 1,440 1,440 20
PS1016 PL0000106795 1/8 7 1,420 1,420 1,420 210
DS1023 PL0000107264 1/8 7 1,440 1,440 1,440 35
OK0715 PL0000107405 1/8 7 1,430 1,440 1,439 130
OK0116 PL0000107587 1/8 7 1,470 1,470 1,470 100
OK0716 PL0000107926 1/8 7 1,450 1,450 1,450 80
WZ0121 PL0000106068 1/8 7 1,430 1,430 1,430 40
WZ0120 PL0000108601 1/8 7 1,430 1,430 1,430 35
TOTAL 2 090

 1 The data include transactions concluded via RFQs.

 2 The data do not include transactions concluded via RFQs.

 3 Weighted average by volume.