2012-11-28 |
NOTOWANIA |
Nr 230 (2015) |
STATYSTYKA RYNKU |
INSTRUMENT |
Transakcje rynku kasowego |
Transakcje warunkowe |
Łączny obrót |
Obrót nominalny |
Wartość obrotu |
Liczba trans. |
Obrót nominalny |
Wartość obrotu |
Liczba trans. |
Obrót nominalny |
Wartość obrotu |
Liczba trans. |
(mln zł) |
(mln zł) |
(szt.) |
(mln zł) |
(mln zł) |
(szt.) |
(mln zł) |
(mln zł) |
(szt.) |
Obligacje |
2 867,50 |
3 083,90 |
181 |
3 315,00 |
3 504,28 |
42 |
6 182,50 |
6 588,18 |
223 |
Bony skarbowe |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
RAZEM |
2 867,50 |
3 083,90 |
181 |
3 315,00 |
3 504,28 |
42 |
6 182,50 |
6 588,18 |
223 |
PODSUMOWANIE OBROTU - OBLIGACJE |
NAZWA |
ISIN |
Najlepsza oferta dnia |
TRANSAKCJE - Ceny |
OBROTY |
Cena K |
Cena S |
Pierwsza |
Maks. |
Min. |
Ostatnia |
Średnia *) |
Wolumen |
Wartość |
Liczba trans. |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(szt.) |
(mln zł) |
(szt.) |
OK0113 |
PL0000106324 |
99,38 |
99,42 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0413 |
PL0000105037 |
100,52 |
100,52 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
OK0713 |
PL0000106563 |
97,73 |
97,61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0414 |
PL0000105433 |
103,00 |
102,91 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
DS1013 |
PL0000102836 |
101,18 |
101,07 |
101,21 |
101,21 |
101,17 |
101,20 |
101,20 |
177 500 |
180,53 |
7 |
OK0114 |
PL0000106712 |
96,15 |
92,96 |
96,07 |
96,07 |
96,07 |
96,07 |
96,07 |
25 000 |
24,02 |
1 |
OK0714 |
PL0000107009 |
94,51 |
94,34 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
104,72 |
104,36 |
104,63 |
104,77 |
104,60 |
104,60 |
104,66 |
277 500 |
299,59 |
15 |
DS1015 |
PL0000103602 |
107,50 |
107,22 |
107,55 |
107,55 |
107,55 |
107,55 |
107,55 |
10 000 |
10,82 |
1 |
PS0416 |
PL0000106340 |
104,70 |
104,31 |
104,72 |
104,75 |
104,66 |
104,66 |
104,73 |
130 000 |
140,05 |
10 |
PS1016 |
PL0000106795 |
104,26 |
103,91 |
104,25 |
104,25 |
104,25 |
104,25 |
104,25 |
25 000 |
26,18 |
4 |
PS0417 |
PL0000107058 |
104,67 |
104,26 |
104,58 |
104,62 |
104,41 |
104,41 |
104,56 |
235 000 |
252,42 |
12 |
DS1017 |
PL0000104543 |
107,46 |
106,91 |
107,21 |
107,21 |
107,21 |
107,21 |
107,21 |
10 000 |
10,77 |
1 |
PS0418 |
PL0000107314 |
100,58 |
100,06 |
100,29 |
100,40 |
100,28 |
100,31 |
100,31 |
130 000 |
133,33 |
9 |
DS1019 |
PL0000105441 |
110,70 |
110,01 |
110,35 |
110,36 |
110,35 |
110,36 |
110,36 |
45 000 |
49,90 |
2 |
DS1021 |
PL0000106670 |
113,85 |
113,01 |
113,20 |
113,85 |
113,15 |
113,25 |
113,58 |
497 500 |
567,89 |
43 |
DS1020 |
PL0000106126 |
109,75 |
109,01 |
109,75 |
109,75 |
109,73 |
109,73 |
109,74 |
100 000 |
110,26 |
4 |
WS0922 |
PL0000102646 |
114,60 |
113,80 |
114,00 |
114,90 |
114,00 |
114,37 |
114,41 |
272 500 |
314,67 |
24 |
DS1023 |
PL0000107264 |
99,70 |
98,76 |
99,00 |
99,66 |
99,00 |
99,66 |
99,29 |
200 000 |
199,38 |
17 |
WS0429 |
PL0000105391 |
117,95 |
98,76 |
117,77 |
117,77 |
117,67 |
117,67 |
117,69 |
12 500 |
15,14 |
2 |
WS0437 |
PL0000104857 |
115,00 |
125,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
106,15 |
30 000 |
40,60 |
3 |
IZ0823 |
PL0000105359 |
109,76 |
109,50 |
109,70 |
109,70 |
109,70 |
109,70 |
109,70 |
30 000 |
37,91 |
2 |
WZ0117 |
PL0000106936 |
100,20 |
100,01 |
100,20 |
100,22 |
100,20 |
100,21 |
100,21 |
50 000 |
51,00 |
4 |
WZ0115 |
PL0000106480 |
100,44 |
100,15 |
100,48 |
100,48 |
100,47 |
100,47 |
100,47 |
225 000 |
230,09 |
3 |
WZ0118 |
PL0000104717 |
101,37 |
100,01 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,38 |
99,11 |
99,25 |
99,40 |
99,25 |
99,40 |
99,34 |
385 000 |
389,35 |
17 |
RAZEM |
2 867 500 |
3 083,90 |
181 |
*) Średnia ważona wolumenem
PODSUMOWANIE OBROTU - BONY SKARBOWE |
NAZWA |
ISIN |
Dni do wykupu |
Najlepsza oferta dnia |
TRANSAKCJE - Ceny |
OBROTY |
Cena K |
Cena S |
Pierw. |
Maks. |
Min. |
Ost. |
Średnia *) |
Wolumen |
Wartość |
Liczba trans. |
Rent. (%) |
Rent. (%) |
Rent. (%) |
Rent. (%) |
Rent. (%) |
Rent. (%) |
Rent. (%) |
Cena rynkowa (zł) |
(szt.) |
(mln zł) |
(szt.) |
19DEC12 |
PL0000006128 |
19 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
30JAN13 |
PL0000006136 |
61 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27FEB13 |
PL0000006144 |
89 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
27MAR13 |
PL0000006151 |
117 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0,00 |
0 |
0,00 |
0 |
RAZEM |
0 |
0,00 |
0 |
*) Średnia ważona wolumenem
FIXING - OBLIGACJE (10:05) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,65 |
3,86 |
3,49 |
100,58 |
3,66 |
OK0713 |
PL0000106563 |
97,61 |
97,81 |
3,77 |
3,45 |
97,71 |
3,61 |
DS1013 |
PL0000102836 |
101,11 |
101,30 |
3,70 |
3,49 |
101,21 |
3,59 |
OK0114 |
PL0000106712 |
95,98 |
96,19 |
3,62 |
3,43 |
96,09 |
3,52 |
PS0414 |
PL0000105433 |
102,90 |
103,10 |
3,57 |
3,43 |
103,00 |
3,50 |
OK0714 |
PL0000107009 |
94,36 |
94,56 |
3,58 |
3,45 |
94,46 |
3,52 |
WZ0115 |
PL0000106480 |
100,39 |
100,52 |
--- |
--- |
100,46 |
--- |
PS0415 |
PL0000105953 |
104,35 |
104,66 |
3,57 |
3,43 |
104,51 |
3,50 |
DS1015 |
PL0000103602 |
107,27 |
107,56 |
3,56 |
3,46 |
107,42 |
3,51 |
PS0416 |
PL0000106340 |
104,38 |
104,70 |
3,60 |
3,50 |
104,54 |
3,55 |
IZ0816 |
PL0000103529 |
105,98 |
106,54 |
--- |
--- |
106,26 |
--- |
PS1016 |
PL0000106795 |
104,00 |
104,32 |
3,63 |
3,54 |
104,16 |
3,58 |
WZ0117 |
PL0000106936 |
100,10 |
100,26 |
--- |
--- |
100,18 |
--- |
PS0417 |
PL0000107058 |
104,44 |
104,77 |
3,63 |
3,55 |
104,61 |
3,59 |
DS1017 |
PL0000104543 |
107,20 |
107,50 |
3,62 |
3,55 |
107,35 |
3,58 |
WZ0118 |
PL0000104717 |
100,03 |
100,23 |
--- |
--- |
100,13 |
--- |
PS0418 |
PL0000107314 |
100,32 |
100,65 |
3,68 |
3,61 |
100,49 |
3,64 |
DS1019 |
PL0000105441 |
110,39 |
110,86 |
3,76 |
3,69 |
110,63 |
3,72 |
DS1020 |
PL0000106126 |
109,33 |
109,80 |
3,85 |
3,79 |
109,57 |
3,82 |
WZ0121 |
PL0000106068 |
99,12 |
99,42 |
--- |
--- |
99,27 |
--- |
DS1021 |
PL0000106670 |
113,30 |
113,67 |
3,95 |
3,90 |
113,49 |
3,92 |
WS0922 |
PL0000102646 |
114,29 |
114,68 |
3,96 |
3,92 |
114,49 |
3,94 |
IZ0823 |
PL0000105359 |
109,55 |
110,32 |
--- |
--- |
109,94 |
--- |
DS1023 |
PL0000107264 |
99,25 |
99,64 |
4,08 |
4,04 |
99,45 |
4,06 |
WS0429 |
PL0000105391 |
117,25 |
118,00 |
4,26 |
4,20 |
117,63 |
4,23 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
PS0413 |
PL0000105037 |
100,50 |
100,62 |
3,86 |
3,57 |
100,56 |
3,71 |
OK0713 |
PL0000106563 |
97,65 |
97,80 |
3,71 |
3,46 |
97,73 |
3,58 |
DS1013 |
PL0000102836 |
101,15 |
101,23 |
3,66 |
3,57 |
101,19 |
3,61 |
OK0114 |
PL0000106712 |
96,02 |
96,14 |
3,58 |
3,47 |
96,08 |
3,53 |
PS0414 |
PL0000105433 |
102,94 |
103,12 |
3,54 |
3,41 |
103,03 |
3,48 |
OK0714 |
PL0000107009 |
94,42 |
94,61 |
3,54 |
3,42 |
94,52 |
3,48 |
WZ0115 |
PL0000106480 |
100,38 |
100,50 |
--- |
--- |
100,44 |
--- |
PS0415 |
PL0000105953 |
104,50 |
104,68 |
3,50 |
3,43 |
104,59 |
3,46 |
DS1015 |
PL0000103602 |
107,26 |
107,50 |
3,57 |
3,48 |
107,38 |
3,52 |
PS0416 |
PL0000106340 |
104,42 |
104,67 |
3,59 |
3,51 |
104,55 |
3,55 |
IZ0816 |
PL0000103529 |
106,04 |
106,40 |
--- |
--- |
106,22 |
--- |
PS1016 |
PL0000106795 |
103,99 |
104,22 |
3,63 |
3,57 |
104,11 |
3,60 |
WZ0117 |
PL0000106936 |
100,15 |
100,26 |
--- |
--- |
100,21 |
--- |
PS0417 |
PL0000107058 |
104,37 |
104,61 |
3,65 |
3,59 |
104,49 |
3,62 |
DS1017 |
PL0000104543 |
107,02 |
107,30 |
3,66 |
3,60 |
107,16 |
3,63 |
WZ0118 |
PL0000104717 |
100,08 |
100,33 |
--- |
--- |
100,21 |
--- |
PS0418 |
PL0000107314 |
100,09 |
100,40 |
3,73 |
3,66 |
100,25 |
3,69 |
DS1019 |
PL0000105441 |
110,19 |
110,41 |
3,79 |
3,76 |
110,30 |
3,77 |
DS1020 |
PL0000106126 |
109,17 |
109,57 |
3,88 |
3,82 |
109,37 |
3,85 |
WZ0121 |
PL0000106068 |
99,29 |
99,48 |
--- |
--- |
99,39 |
--- |
DS1021 |
PL0000106670 |
113,03 |
113,41 |
3,98 |
3,93 |
113,22 |
3,96 |
WS0922 |
PL0000102646 |
114,00 |
114,35 |
3,99 |
3,95 |
114,18 |
3,97 |
IZ0823 |
PL0000105359 |
109,45 |
110,20 |
--- |
--- |
109,83 |
--- |
DS1023 |
PL0000107264 |
99,09 |
99,48 |
4,10 |
4,06 |
99,29 |
4,08 |
WS0429 |
PL0000105391 |
117,09 |
117,79 |
4,27 |
4,22 |
117,44 |
4,25 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
4,300 |
4,350 |
4,347 |
180 |
DS1013 |
PL0000102836 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
140 |
DS1015 |
PL0000103602 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
80 |
DS1015 |
PL0000103602 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
45 |
DS1015 |
PL0000103602 |
1/8 |
7 |
4,430 |
4,430 |
4,430 |
40 |
DS1017 |
PL0000104543 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
105 |
DS1017 |
PL0000104543 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
200 |
WZ0118 |
PL0000104717 |
1/2 |
1 |
4,200 |
4,200 |
4,200 |
5 |
PS0413 |
PL0000105037 |
2/9 |
7 |
4,390 |
4,390 |
4,390 |
65 |
PS0414 |
PL0000105433 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
30 |
DS1019 |
PL0000105441 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
55 |
DS1019 |
PL0000105441 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
200 |
PS0415 |
PL0000105953 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
35 |
PS0415 |
PL0000105953 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
125 |
PS0415 |
PL0000105953 |
1/8 |
7 |
4,350 |
4,350 |
4,350 |
10 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
4,450 |
4,450 |
4,450 |
310 |
WZ0121 |
PL0000106068 |
2/9 |
7 |
4,390 |
4,390 |
4,390 |
475 |
DS1020 |
PL0000106126 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
10 |
OK0113 |
PL0000106324 |
0/1 |
1 |
4,450 |
4,450 |
4,450 |
60 |
PS0416 |
PL0000106340 |
2/9 |
7 |
4,390 |
4,390 |
4,390 |
555 |
OK0713 |
PL0000106563 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
OK0114 |
PL0000106712 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
40 |
PS1016 |
PL0000106795 |
1/2 |
1 |
4,400 |
4,400 |
4,400 |
10 |
WZ0117 |
PL0000106936 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
30 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
4,410 |
4,410 |
4,410 |
80 |
WZ0117 |
PL0000106936 |
2/9 |
7 |
4,390 |
4,390 |
4,390 |
65 |
OK0714 |
PL0000107009 |
0/1 |
1 |
4,350 |
4,350 |
4,350 |
10 |
PS0417 |
PL0000107058 |
0/1 |
1 |
4,350 |
4,450 |
4,395 |
200 |
PS0417 |
PL0000107058 |
1/2 |
1 |
4,410 |
4,470 |
4,452 |
115 |
DS1023 |
PL0000107264 |
0/1 |
1 |
4,410 |
4,410 |
4,410 |
30 |
RAZEM |
3 315 |