2014-05-20 |
NOTOWANIA |
Nr 95 (2377) |
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 |
1 470,00 |
1 582,38 |
124 |
3 500,00 |
3 610,05 |
26 |
4 970,00 |
5 192,43 |
150 |
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 |
99,60 |
99,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,59 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
96,95 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,87 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
95,51 |
95,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,08 |
104,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,09 |
94,11 |
94,070 |
94,070 |
94,070 |
94,070 |
94,070 |
45 000 |
42,33 |
2 |
PS1016 |
PL0000106795 |
104,39 |
104,43 |
104,380 |
104,380 |
104,380 |
104,380 |
104,380 |
10 000 |
10,71 |
1 |
PS0417 |
PL0000107058 |
104,91 |
104,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
106,91 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,94 |
101,85 |
101,880 |
101,930 |
101,820 |
101,820 |
101,886 |
255 000 |
260,52 |
20 |
PS0718 |
PL0000107595 |
97,03 |
96,85 |
97,020 |
97,020 |
96,850 |
96,850 |
96,922 |
55 000 |
54,44 |
4 |
PS0719 |
PL0000108148 |
99,30 |
99,30 |
99,300 |
99,300 |
99,300 |
99,300 |
99,300 |
10 000 |
10,20 |
1 |
DS1019 |
PL0000105441 |
110,12 |
109,93 |
110,110 |
110,130 |
110,110 |
110,130 |
110,118 |
25 000 |
28,32 |
2 |
DS1020 |
PL0000106126 |
109,55 |
109,20 |
109,500 |
109,500 |
109,160 |
109,210 |
109,224 |
135 000 |
151,51 |
13 |
DS1021 |
PL0000106670 |
113,18 |
112,78 |
112,800 |
112,910 |
112,720 |
112,730 |
112,802 |
345 000 |
400,53 |
31 |
WS0922 |
PL0000102646 |
114,00 |
113,46 |
113,480 |
113,570 |
113,430 |
113,570 |
113,478 |
100 000 |
117,28 |
9 |
DS1023 |
PL0000107264 |
101,45 |
100,85 |
101,000 |
101,000 |
100,770 |
100,800 |
100,876 |
315 000 |
324,97 |
29 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
116,98 |
116,50 |
116,600 |
116,750 |
116,600 |
116,750 |
116,685 |
42 500 |
49,77 |
4 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,80 |
104,09 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,45 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,87 |
99,89 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
17 500 |
17,64 |
1 |
WZ0118 |
PL0000104717 |
99,63 |
99,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,29 |
99,31 |
99,290 |
99,290 |
99,280 |
99,280 |
99,285 |
50 000 |
50,08 |
2 |
WZ0121 |
PL0000106068 |
98,69 |
98,67 |
98,670 |
98,670 |
98,670 |
98,670 |
98,670 |
10 000 |
9,95 |
1 |
WZ0124 |
PL0000107454 |
97,56 |
97,55 |
97,560 |
97,560 |
97,550 |
97,550 |
97,552 |
55 000 |
54,14 |
4 |
RAZEM |
1 470 000 |
1 582,38 |
124 |
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 |
105,20 |
105,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,60 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,40 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,35 |
116,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,35 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,65 |
114,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
105,75 |
106,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
108,75 |
109,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
124,75 |
125,75 |
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 |
100,05 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,57 |
102,63 |
2,65 |
2,58 |
102,60 |
2,61 |
OK0715 |
PL0000107405 |
96,93 |
97,03 |
2,69 |
2,60 |
96,98 |
2,64 |
DS1015 |
PL0000103602 |
104,81 |
104,90 |
2,75 |
2,68 |
104,86 |
2,71 |
OK0116 |
PL0000107587 |
95,48 |
95,58 |
2,79 |
2,73 |
95,53 |
2,76 |
PS0416 |
PL0000106340 |
104,05 |
104,18 |
2,80 |
2,74 |
104,12 |
2,77 |
OK0716 |
PL0000107926 |
94,06 |
94,19 |
2,85 |
2,79 |
94,13 |
2,82 |
IZ0816 |
PL0000103529 |
103,66 |
104,21 |
--- |
--- |
103,94 |
--- |
PS1016 |
PL0000106795 |
104,36 |
104,50 |
2,85 |
2,80 |
104,43 |
2,83 |
WZ0117 |
PL0000106936 |
99,82 |
99,91 |
--- |
--- |
99,87 |
--- |
PS0417 |
PL0000107058 |
104,84 |
105,03 |
2,99 |
2,93 |
104,94 |
2,96 |
DS1017 |
PL0000104543 |
106,84 |
107,05 |
3,11 |
3,04 |
106,95 |
3,07 |
WZ0118 |
PL0000104717 |
99,56 |
99,68 |
--- |
--- |
99,62 |
--- |
PS0418 |
PL0000107314 |
101,85 |
102,06 |
3,24 |
3,18 |
101,96 |
3,21 |
PS0718 |
PL0000107595 |
96,91 |
97,10 |
3,30 |
3,25 |
97,01 |
3,27 |
WZ0119 |
PL0000107603 |
99,25 |
99,36 |
--- |
--- |
99,31 |
--- |
DS1019 |
PL0000105441 |
110,04 |
110,24 |
3,43 |
3,40 |
110,14 |
3,42 |
DS1020 |
PL0000106126 |
109,45 |
109,72 |
3,57 |
3,53 |
109,59 |
3,55 |
WZ0121 |
PL0000106068 |
98,66 |
98,84 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
113,09 |
113,40 |
3,70 |
3,65 |
113,25 |
3,67 |
WS0922 |
PL0000102646 |
113,90 |
114,22 |
3,77 |
3,73 |
114,06 |
3,75 |
IZ0823 |
PL0000105359 |
105,28 |
105,91 |
--- |
--- |
105,60 |
--- |
DS1023 |
PL0000107264 |
101,33 |
101,65 |
3,82 |
3,78 |
101,49 |
3,80 |
WZ0124 |
PL0000107454 |
97,52 |
97,74 |
--- |
--- |
97,63 |
--- |
WS0429 |
PL0000105391 |
116,84 |
117,53 |
4,20 |
4,15 |
117,19 |
4,18 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,57 |
102,63 |
2,65 |
2,58 |
102,60 |
2,61 |
OK0715 |
PL0000107405 |
96,94 |
97,04 |
2,68 |
2,59 |
96,99 |
2,63 |
DS1015 |
PL0000103602 |
104,80 |
104,91 |
2,75 |
2,68 |
104,86 |
2,71 |
OK0116 |
PL0000107587 |
95,47 |
95,57 |
2,80 |
2,73 |
95,52 |
2,77 |
PS0416 |
PL0000106340 |
104,02 |
104,15 |
2,82 |
2,75 |
104,09 |
2,78 |
OK0716 |
PL0000107926 |
94,03 |
94,13 |
2,87 |
2,82 |
94,08 |
2,84 |
IZ0816 |
PL0000103529 |
103,65 |
104,20 |
--- |
--- |
103,93 |
--- |
PS1016 |
PL0000106795 |
104,31 |
104,45 |
2,88 |
2,82 |
104,38 |
2,85 |
WZ0117 |
PL0000106936 |
99,84 |
99,92 |
--- |
--- |
99,88 |
--- |
PS0417 |
PL0000107058 |
104,74 |
104,90 |
3,03 |
2,97 |
104,82 |
3,00 |
DS1017 |
PL0000104543 |
106,70 |
106,91 |
3,15 |
3,09 |
106,81 |
3,12 |
WZ0118 |
PL0000104717 |
99,57 |
99,68 |
--- |
--- |
99,63 |
--- |
PS0418 |
PL0000107314 |
101,75 |
101,88 |
3,26 |
3,23 |
101,82 |
3,25 |
PS0718 |
PL0000107595 |
96,76 |
96,90 |
3,34 |
3,30 |
96,83 |
3,32 |
WZ0119 |
PL0000107603 |
99,25 |
99,34 |
--- |
--- |
99,30 |
--- |
DS1019 |
PL0000105441 |
109,75 |
109,97 |
3,49 |
3,45 |
109,86 |
3,47 |
DS1020 |
PL0000106126 |
109,06 |
109,31 |
3,64 |
3,59 |
109,19 |
3,61 |
WZ0121 |
PL0000106068 |
98,55 |
98,74 |
--- |
--- |
98,65 |
--- |
DS1021 |
PL0000106670 |
112,59 |
112,84 |
3,77 |
3,73 |
112,72 |
3,75 |
WS0922 |
PL0000102646 |
113,28 |
113,60 |
3,85 |
3,81 |
113,44 |
3,83 |
IZ0823 |
PL0000105359 |
105,16 |
105,80 |
--- |
--- |
105,48 |
--- |
DS1023 |
PL0000107264 |
100,69 |
100,96 |
3,91 |
3,87 |
100,83 |
3,89 |
WZ0124 |
PL0000107454 |
97,43 |
97,64 |
--- |
--- |
97,54 |
--- |
WS0429 |
PL0000105391 |
116,06 |
116,99 |
4,27 |
4,19 |
116,53 |
4,23 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
50 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
45 |
PS0417 |
PL0000107058 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
85 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,340 |
2,400 |
2,386 |
210 |
DS1017 |
PL0000104543 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
20 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,250 |
2,250 |
2,250 |
20 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
80 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,340 |
2,340 |
2,340 |
160 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
70 |
OK0715 |
PL0000107405 |
1/2 |
1 |
2,340 |
2,340 |
2,340 |
20 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,400 |
2,420 |
2,411 |
70 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
240 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
10 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,330 |
2,350 |
2,343 |
320 |
PS0417 |
PL0000107058 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
20 |
DS1023 |
PL0000107264 |
1/8 |
7 |
2,340 |
2,340 |
2,340 |
180 |
RAZEM |
1 600 |
Transakcje warunkowe generalne (PLN) |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,530 |
2,540 |
2,537 |
1 900 |
RAZEM |
1 900 |
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.