2014-05-14 |
NOTOWANIA |
Nr 91 (2373) |
STATYSTYKA RYNKU1 |
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) |
(mln) |
(szt.) |
(mln) |
(mln) |
(szt.) |
(mln) |
(mln) |
(szt.) |
Obligacje PLN |
1 667,50 |
1 750,53 |
117 |
3 620,00 |
3 790,34 |
29 |
5 287,50 |
5 540,86 |
146 |
Obligacje EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
Bony skarbowe |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
PODSUMOWANIE OBROTU - OBLIGACJE PLN |
NAZWA |
ISIN |
Najlepsza oferta dnia |
TRANSAKCJE - Ceny2 |
OBROTY1 |
Cena K |
Cena S |
Pierwsza |
Maks. |
Min. |
Ostatnia |
Średnia3 |
Wolumen |
Wartość |
Liczba trans. |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(szt.) |
(mln zł) |
(szt.) |
OK0714 |
PL0000107009 |
99,58 |
99,59 |
99,580 |
99,580 |
99,580 |
99,580 |
99,580 |
5 000 |
4,98 |
1 |
PS0415 |
PL0000105953 |
102,65 |
102,64 |
102,630 |
102,660 |
102,630 |
102,650 |
102,636 |
295 000 |
303,71 |
8 |
OK0715 |
PL0000107405 |
96,92 |
96,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,90 |
104,90 |
104,930 |
104,930 |
104,930 |
104,930 |
104,930 |
55 000 |
59,63 |
4 |
OK0116 |
PL0000107587 |
95,47 |
95,41 |
95,430 |
95,480 |
95,430 |
95,480 |
95,467 |
45 000 |
42,96 |
3 |
PS0416 |
PL0000106340 |
104,08 |
104,04 |
104,040 |
104,120 |
104,040 |
104,120 |
104,091 |
205 000 |
213,98 |
11 |
OK0716 |
PL0000107926 |
94,06 |
93,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
104,39 |
104,27 |
104,320 |
104,390 |
104,320 |
104,390 |
104,351 |
55 000 |
58,85 |
5 |
PS0417 |
PL0000107058 |
105,03 |
104,89 |
104,930 |
104,990 |
104,930 |
104,990 |
104,958 |
145 000 |
152,59 |
8 |
DS1017 |
PL0000104543 |
107,20 |
107,05 |
107,100 |
107,100 |
107,100 |
107,100 |
107,100 |
15 000 |
16,50 |
1 |
PS0418 |
PL0000107314 |
102,32 |
102,15 |
102,290 |
102,330 |
102,220 |
102,240 |
102,268 |
230 000 |
235,71 |
17 |
PS0718 |
PL0000107595 |
97,50 |
97,19 |
97,190 |
97,650 |
97,190 |
97,450 |
97,438 |
220 000 |
218,81 |
18 |
PS0719 |
PL0000108148 |
99,90 |
99,60 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
10 000 |
10,26 |
1 |
DS1019 |
PL0000105441 |
110,76 |
110,44 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,23 |
109,97 |
110,260 |
110,270 |
110,200 |
110,270 |
110,249 |
45 000 |
50,93 |
5 |
DS1021 |
PL0000106670 |
113,60 |
113,43 |
113,660 |
113,720 |
113,660 |
113,720 |
113,690 |
20 000 |
23,38 |
2 |
WS0922 |
PL0000102646 |
114,50 |
114,10 |
114,100 |
114,400 |
114,100 |
114,350 |
114,189 |
140 000 |
165,05 |
14 |
DS1023 |
PL0000107264 |
102,05 |
101,58 |
101,600 |
102,050 |
101,600 |
102,000 |
101,860 |
105 000 |
109,29 |
11 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
117,70 |
117,25 |
117,600 |
117,650 |
117,600 |
117,650 |
117,633 |
22 500 |
26,54 |
3 |
WS0437 |
PL0000104857 |
112,50 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,96 |
104,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,75 |
105,50 |
105,530 |
105,530 |
105,530 |
105,530 |
105,530 |
10 000 |
12,51 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
10 000 |
10,09 |
1 |
WZ0117 |
PL0000106936 |
99,87 |
99,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,60 |
99,63 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,30 |
99,30 |
99,290 |
99,300 |
99,290 |
99,300 |
99,295 |
20 000 |
20,03 |
2 |
WZ0121 |
PL0000106068 |
98,65 |
98,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,50 |
97,53 |
97,500 |
97,500 |
97,500 |
97,500 |
97,500 |
15 000 |
14,75 |
1 |
RAZEM |
1 667 500 |
1 750,53 |
117 |
PODSUMOWANIE OBROTU - OBLIGACJE EUR |
NAZWA |
ISIN |
Najlepsza oferta dnia |
TRANSAKCJE - Ceny2 |
OBROTY1 |
Cena K |
Cena S |
Pierwsza |
Maks. |
Min. |
Ostatnia |
Średnia3 |
Wolumen |
Wartość |
Liczba trans. |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(szt.) |
(mln EUR) |
(szt.) |
EUR0216 |
XS0242491230 |
105,25 |
105,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,65 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,25 |
102,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,25 |
116,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,15 |
116,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
118,90 |
119,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,25 |
114,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,25 |
106,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,25 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,25 |
125,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
RAZEM |
0 |
0,00 |
0 |
FIXING - OBLIGACJE (9:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,59 |
102,65 |
2,67 |
2,61 |
102,62 |
2,64 |
OK0715 |
PL0000107405 |
96,87 |
96,96 |
2,70 |
2,62 |
96,92 |
2,66 |
DS1015 |
PL0000103602 |
104,86 |
104,93 |
2,75 |
2,70 |
104,90 |
2,72 |
OK0116 |
PL0000107587 |
95,38 |
95,44 |
2,83 |
2,79 |
95,41 |
2,81 |
PS0416 |
PL0000106340 |
103,99 |
104,06 |
2,85 |
2,82 |
104,03 |
2,83 |
OK0716 |
PL0000107926 |
93,94 |
94,04 |
2,89 |
2,84 |
93,99 |
2,86 |
IZ0816 |
PL0000103529 |
103,85 |
104,43 |
--- |
--- |
104,14 |
--- |
PS1016 |
PL0000106795 |
104,27 |
104,36 |
2,90 |
2,87 |
104,32 |
2,88 |
WZ0117 |
PL0000106936 |
99,83 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,76 |
104,92 |
3,03 |
2,97 |
104,84 |
3,00 |
DS1017 |
PL0000104543 |
106,88 |
107,08 |
3,10 |
3,04 |
106,98 |
3,07 |
WZ0118 |
PL0000104717 |
99,58 |
99,69 |
--- |
--- |
99,64 |
--- |
PS0418 |
PL0000107314 |
102,00 |
102,19 |
3,20 |
3,15 |
102,10 |
3,17 |
PS0718 |
PL0000107595 |
97,08 |
97,22 |
3,25 |
3,22 |
97,15 |
3,23 |
WZ0119 |
PL0000107603 |
99,25 |
99,34 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
110,29 |
110,48 |
3,39 |
3,36 |
110,39 |
3,37 |
DS1020 |
PL0000106126 |
109,75 |
110,02 |
3,53 |
3,48 |
109,89 |
3,50 |
WZ0121 |
PL0000106068 |
98,58 |
98,83 |
--- |
--- |
98,71 |
--- |
DS1021 |
PL0000106670 |
113,13 |
113,46 |
3,69 |
3,65 |
113,30 |
3,67 |
WS0922 |
PL0000102646 |
113,90 |
114,15 |
3,77 |
3,74 |
114,03 |
3,76 |
IZ0823 |
PL0000105359 |
105,20 |
105,97 |
--- |
--- |
105,59 |
--- |
DS1023 |
PL0000107264 |
101,44 |
101,66 |
3,81 |
3,78 |
101,55 |
3,80 |
WZ0124 |
PL0000107454 |
97,40 |
97,57 |
--- |
--- |
97,49 |
--- |
WS0429 |
PL0000105391 |
116,75 |
117,51 |
4,21 |
4,15 |
117,13 |
4,18 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,63 |
102,69 |
2,63 |
2,57 |
102,66 |
2,60 |
OK0715 |
PL0000107405 |
96,89 |
96,99 |
2,69 |
2,60 |
96,94 |
2,64 |
DS1015 |
PL0000103602 |
104,88 |
104,97 |
2,74 |
2,67 |
104,93 |
2,70 |
OK0116 |
PL0000107587 |
95,44 |
95,51 |
2,79 |
2,75 |
95,48 |
2,76 |
PS0416 |
PL0000106340 |
104,06 |
104,16 |
2,82 |
2,76 |
104,11 |
2,79 |
OK0716 |
PL0000107926 |
94,02 |
94,13 |
2,85 |
2,79 |
94,08 |
2,82 |
IZ0816 |
PL0000103529 |
103,84 |
104,43 |
--- |
--- |
104,14 |
--- |
PS1016 |
PL0000106795 |
104,37 |
104,50 |
2,86 |
2,81 |
104,44 |
2,83 |
WZ0117 |
PL0000106936 |
99,85 |
99,92 |
--- |
--- |
99,89 |
--- |
PS0417 |
PL0000107058 |
105,00 |
105,13 |
2,95 |
2,90 |
105,07 |
2,92 |
DS1017 |
PL0000104543 |
107,11 |
107,29 |
3,04 |
2,98 |
107,20 |
3,01 |
WZ0118 |
PL0000104717 |
99,58 |
99,68 |
--- |
--- |
99,63 |
--- |
PS0418 |
PL0000107314 |
102,28 |
102,42 |
3,12 |
3,09 |
102,35 |
3,10 |
PS0718 |
PL0000107595 |
97,35 |
97,53 |
3,18 |
3,13 |
97,44 |
3,16 |
WZ0119 |
PL0000107603 |
99,26 |
99,36 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,61 |
110,84 |
3,33 |
3,29 |
110,73 |
3,31 |
DS1020 |
PL0000106126 |
110,12 |
110,36 |
3,46 |
3,42 |
110,24 |
3,44 |
WZ0121 |
PL0000106068 |
98,59 |
98,80 |
--- |
--- |
98,70 |
--- |
DS1021 |
PL0000106670 |
113,54 |
113,83 |
3,63 |
3,59 |
113,69 |
3,61 |
WS0922 |
PL0000102646 |
114,39 |
114,65 |
3,71 |
3,68 |
114,52 |
3,69 |
IZ0823 |
PL0000105359 |
105,12 |
105,69 |
--- |
--- |
105,41 |
--- |
DS1023 |
PL0000107264 |
101,93 |
102,16 |
3,75 |
3,72 |
102,05 |
3,73 |
WZ0124 |
PL0000107454 |
97,42 |
97,59 |
--- |
--- |
97,51 |
--- |
WS0429 |
PL0000105391 |
117,33 |
118,17 |
4,16 |
4,10 |
117,75 |
4,13 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
220 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,330 |
2,330 |
2,330 |
45 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
20 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
40 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
170 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
10 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,380 |
2,380 |
2,380 |
75 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,330 |
2,370 |
2,352 |
405 |
OK0715 |
PL0000107405 |
0/7 |
7 |
2,350 |
2,350 |
2,350 |
120 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
50 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
385 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,330 |
2,330 |
2,330 |
40 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,300 |
2,300 |
2,300 |
400 |
WZ0118 |
PL0000104717 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
40 |
WZ0119 |
PL0000107603 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
50 |
RAZEM |
2 120 |
Transakcje warunkowe generalne (PLN) |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
2,510 |
2,530 |
2,520 |
1 500 |
RAZEM |
1 500 |
1 Dane uwzględniają transakcje zawarte w wyniku odpowiedzi na zapytanie RFQ.
2 Dane nie uwzględniają transakcji zawartych w wyniku odpowiedzi na zapytanie RFQ.
3 Średnia ważona wolumenem.