2014-05-30 |
NOTOWANIA |
Nr 103 (2385) |
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 |
2 427,50 |
2 540,13 |
134 |
1 150,00 |
1 202,13 |
19 |
3 577,50 |
3 742,27 |
153 |
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 |
99,67 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,56 |
102,57 |
102,570 |
102,570 |
102,570 |
102,570 |
102,570 |
40 000 |
41,26 |
3 |
OK0715 |
PL0000107405 |
97,15 |
97,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,82 |
104,82 |
104,810 |
104,810 |
104,810 |
104,810 |
104,810 |
50 000 |
54,31 |
2 |
OK0116 |
PL0000107587 |
95,72 |
95,71 |
95,710 |
95,710 |
95,700 |
95,700 |
95,702 |
120 000 |
114,84 |
4 |
PS0416 |
PL0000106340 |
104,17 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,30 |
94,29 |
94,270 |
94,280 |
94,270 |
94,280 |
94,272 |
90 000 |
84,84 |
3 |
PS1016 |
PL0000106795 |
104,50 |
104,48 |
104,500 |
104,520 |
104,440 |
104,460 |
104,494 |
260 000 |
279,16 |
11 |
PS0417 |
PL0000107058 |
105,15 |
105,10 |
105,120 |
105,120 |
105,060 |
105,060 |
105,090 |
432 500 |
456,71 |
20 |
DS1017 |
PL0000104543 |
107,25 |
107,20 |
107,210 |
107,210 |
107,130 |
107,200 |
107,182 |
240 000 |
264,87 |
14 |
PS0418 |
PL0000107314 |
102,52 |
102,49 |
102,450 |
102,550 |
102,410 |
102,530 |
102,505 |
237 500 |
244,40 |
15 |
PS0718 |
PL0000107595 |
97,62 |
97,52 |
97,550 |
97,570 |
97,500 |
97,540 |
97,530 |
395 000 |
393,71 |
20 |
PS0719 |
PL0000108148 |
99,92 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,93 |
110,89 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
110,55 |
110,45 |
110,480 |
110,580 |
110,480 |
110,560 |
110,556 |
70 000 |
79,61 |
5 |
DS1021 |
PL0000106670 |
114,46 |
114,30 |
114,310 |
114,400 |
114,290 |
114,400 |
114,343 |
35 000 |
41,24 |
4 |
WS0922 |
PL0000102646 |
115,33 |
115,20 |
115,110 |
115,350 |
115,110 |
115,150 |
115,181 |
55 000 |
65,54 |
5 |
DS1023 |
PL0000107264 |
102,65 |
102,55 |
102,600 |
102,640 |
102,400 |
102,600 |
102,546 |
232 500 |
244,05 |
19 |
WS0428 |
PL0000107611 |
82,00 |
100,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,43 |
119,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
114,00 |
122,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,95 |
104,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
106,05 |
105,90 |
106,050 |
106,050 |
105,800 |
105,800 |
105,983 |
20 000 |
25,17 |
3 |
WZ0115 |
PL0000106480 |
100,06 |
100,08 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
50 000 |
50,52 |
1 |
WZ0117 |
PL0000106936 |
99,89 |
99,93 |
99,890 |
99,890 |
99,890 |
99,890 |
99,890 |
5 000 |
5,04 |
1 |
WZ0118 |
PL0000104717 |
99,68 |
99,73 |
99,660 |
99,660 |
99,660 |
99,660 |
99,660 |
10 000 |
10,06 |
1 |
WZ0119 |
PL0000107603 |
99,40 |
99,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,78 |
98,80 |
98,780 |
98,780 |
98,770 |
98,770 |
98,771 |
85 000 |
84,78 |
3 |
WZ0124 |
PL0000107454 |
97,71 |
97,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
RAZEM |
2 427 500 |
2 540,13 |
134 |
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 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,95 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,35 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,35 |
116,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,40 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,50 |
119,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,90 |
114,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
106,80 |
107,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
109,50 |
110,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,25 |
126,50 |
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 |
102,53 |
102,59 |
2,59 |
2,52 |
102,56 |
2,55 |
OK0715 |
PL0000107405 |
97,12 |
97,19 |
2,59 |
2,53 |
97,16 |
2,55 |
DS1015 |
PL0000103602 |
104,79 |
104,88 |
2,68 |
2,62 |
104,84 |
2,65 |
OK0116 |
PL0000107587 |
95,67 |
95,76 |
2,72 |
2,67 |
95,72 |
2,69 |
PS0416 |
PL0000106340 |
104,10 |
104,23 |
2,74 |
2,67 |
104,17 |
2,70 |
OK0716 |
PL0000107926 |
94,25 |
94,35 |
2,80 |
2,75 |
94,30 |
2,77 |
IZ0816 |
PL0000103529 |
103,79 |
104,35 |
--- |
--- |
104,07 |
--- |
PS1016 |
PL0000106795 |
104,41 |
104,52 |
2,81 |
2,76 |
104,47 |
2,78 |
WZ0117 |
PL0000106936 |
99,86 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,11 |
105,24 |
2,88 |
2,83 |
105,18 |
2,85 |
DS1017 |
PL0000104543 |
107,16 |
107,36 |
2,99 |
2,93 |
107,26 |
2,96 |
WZ0118 |
PL0000104717 |
99,65 |
99,78 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,61 |
3,08 |
3,03 |
102,51 |
3,05 |
PS0718 |
PL0000107595 |
97,49 |
97,68 |
3,15 |
3,10 |
97,59 |
3,13 |
WZ0119 |
PL0000107603 |
99,36 |
99,52 |
--- |
--- |
99,44 |
--- |
DS1019 |
PL0000105441 |
110,81 |
111,03 |
3,28 |
3,23 |
110,92 |
3,25 |
DS1020 |
PL0000106126 |
110,45 |
110,72 |
3,40 |
3,35 |
110,59 |
3,37 |
WZ0121 |
PL0000106068 |
98,72 |
98,94 |
--- |
--- |
98,83 |
--- |
DS1021 |
PL0000106670 |
114,29 |
114,59 |
3,52 |
3,47 |
114,44 |
3,49 |
WS0922 |
PL0000102646 |
115,12 |
115,45 |
3,61 |
3,56 |
115,29 |
3,58 |
IZ0823 |
PL0000105359 |
105,65 |
106,38 |
--- |
--- |
106,02 |
--- |
DS1023 |
PL0000107264 |
102,49 |
102,76 |
3,68 |
3,64 |
102,63 |
3,66 |
WZ0124 |
PL0000107454 |
97,67 |
97,92 |
--- |
--- |
97,80 |
--- |
WS0429 |
PL0000105391 |
119,05 |
119,77 |
4,02 |
3,96 |
119,41 |
3,99 |
FIXING - OBLIGACJE (16:30) |
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 |
102,55 |
102,58 |
2,56 |
2,53 |
102,57 |
2,54 |
OK0715 |
PL0000107405 |
97,12 |
97,20 |
2,59 |
2,52 |
97,16 |
2,55 |
DS1015 |
PL0000103602 |
104,79 |
104,86 |
2,68 |
2,63 |
104,83 |
2,66 |
OK0116 |
PL0000107587 |
95,67 |
95,74 |
2,72 |
2,68 |
95,71 |
2,70 |
PS0416 |
PL0000106340 |
104,09 |
104,21 |
2,75 |
2,68 |
104,15 |
2,71 |
OK0716 |
PL0000107926 |
94,24 |
94,32 |
2,80 |
2,76 |
94,28 |
2,78 |
IZ0816 |
PL0000103529 |
103,83 |
104,25 |
--- |
--- |
104,04 |
--- |
PS1016 |
PL0000106795 |
104,43 |
104,55 |
2,80 |
2,75 |
104,49 |
2,78 |
WZ0117 |
PL0000106936 |
99,87 |
99,97 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,06 |
105,19 |
2,90 |
2,85 |
105,13 |
2,87 |
DS1017 |
PL0000104543 |
107,14 |
107,29 |
3,00 |
2,95 |
107,22 |
2,97 |
WZ0118 |
PL0000104717 |
99,63 |
99,76 |
--- |
--- |
99,70 |
--- |
PS0418 |
PL0000107314 |
102,42 |
102,60 |
3,08 |
3,03 |
102,51 |
3,05 |
PS0718 |
PL0000107595 |
97,48 |
97,64 |
3,16 |
3,11 |
97,56 |
3,13 |
WZ0119 |
PL0000107603 |
99,35 |
99,51 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
110,73 |
111,01 |
3,29 |
3,24 |
110,87 |
3,26 |
DS1020 |
PL0000106126 |
110,33 |
110,65 |
3,42 |
3,36 |
110,49 |
3,39 |
WZ0121 |
PL0000106068 |
98,69 |
98,86 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
114,08 |
114,40 |
3,55 |
3,50 |
114,24 |
3,52 |
WS0922 |
PL0000102646 |
114,90 |
115,34 |
3,63 |
3,58 |
115,12 |
3,61 |
IZ0823 |
PL0000105359 |
105,55 |
106,08 |
--- |
--- |
105,82 |
--- |
DS1023 |
PL0000107264 |
102,45 |
102,67 |
3,68 |
3,65 |
102,56 |
3,67 |
WZ0124 |
PL0000107454 |
97,61 |
97,84 |
--- |
--- |
97,73 |
--- |
WS0429 |
PL0000105391 |
118,70 |
119,47 |
4,05 |
3,99 |
119,09 |
4,02 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
3/4 |
1 |
2,430 |
2,430 |
2,430 |
200 |
DS1021 |
PL0000106670 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
200 |
PS1016 |
PL0000106795 |
3/4 |
1 |
2,300 |
2,300 |
2,300 |
30 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
115 |
PS0718 |
PL0000107595 |
3/4 |
1 |
2,410 |
2,410 |
2,410 |
100 |
WZ0117 |
PL0000106936 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
5 |
WZ0119 |
PL0000107603 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
125 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
15 |
OK0116 |
PL0000107587 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
10 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,450 |
2,450 |
2,450 |
90 |
WZ0118 |
PL0000104717 |
0/7 |
7 |
2,300 |
2,400 |
2,340 |
50 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
10 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
75 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
2,450 |
2,450 |
2,450 |
35 |
PS0418 |
PL0000107314 |
4/11 |
7 |
2,400 |
2,400 |
2,400 |
90 |
RAZEM |
1 150 |
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.