2014-06-03 |
NOTOWANIA |
Nr 105 (2387) |
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 |
1 872,50 |
1 951,20 |
101 |
1 150,00 |
1 245,63 |
17 |
3 022,50 |
3 196,84 |
118 |
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 |
99,69 |
99,71 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,57 |
102,57 |
102,580 |
102,590 |
102,580 |
102,590 |
102,585 |
220 000 |
227,05 |
4 |
OK0715 |
PL0000107405 |
97,21 |
97,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,85 |
104,83 |
104,840 |
104,880 |
104,840 |
104,880 |
104,853 |
190 000 |
206,51 |
5 |
OK0116 |
PL0000107587 |
95,77 |
95,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,21 |
104,20 |
104,250 |
104,250 |
104,250 |
104,250 |
104,250 |
10 000 |
10,48 |
1 |
OK0716 |
PL0000107926 |
94,36 |
94,37 |
94,340 |
94,340 |
94,340 |
94,340 |
94,340 |
50 000 |
47,17 |
1 |
PS1016 |
PL0000106795 |
104,54 |
104,51 |
104,510 |
104,510 |
104,510 |
104,510 |
104,510 |
50 000 |
53,71 |
1 |
PS0417 |
PL0000107058 |
105,21 |
105,09 |
105,060 |
105,270 |
105,060 |
105,270 |
105,200 |
30 000 |
31,72 |
2 |
DS1017 |
PL0000104543 |
107,42 |
107,23 |
107,250 |
107,420 |
107,250 |
107,420 |
107,343 |
250 000 |
276,38 |
14 |
PS0418 |
PL0000107314 |
102,60 |
102,50 |
102,580 |
102,580 |
102,560 |
102,560 |
102,572 |
25 000 |
25,75 |
2 |
PS0718 |
PL0000107595 |
97,78 |
97,50 |
97,530 |
97,800 |
97,510 |
97,800 |
97,690 |
270 000 |
269,59 |
20 |
PS0719 |
PL0000108148 |
99,85 |
99,94 |
99,800 |
99,800 |
99,750 |
99,750 |
99,775 |
20 000 |
20,52 |
2 |
DS1019 |
PL0000105441 |
111,00 |
110,86 |
111,000 |
111,000 |
111,000 |
111,000 |
111,000 |
10 000 |
11,44 |
1 |
DS1020 |
PL0000106126 |
110,63 |
110,43 |
110,600 |
110,650 |
110,600 |
110,650 |
110,638 |
82 500 |
93,92 |
7 |
DS1021 |
PL0000106670 |
114,45 |
114,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
115,20 |
115,00 |
115,290 |
115,290 |
115,290 |
115,290 |
115,290 |
10 000 |
11,93 |
1 |
DS1023 |
PL0000107264 |
102,60 |
102,27 |
102,450 |
102,560 |
102,250 |
102,560 |
102,395 |
105 000 |
110,08 |
10 |
WS0428 |
PL0000107611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
119,17 |
119,01 |
119,030 |
119,030 |
119,030 |
119,030 |
119,030 |
15 000 |
17,95 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,90 |
104,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
105,78 |
105,99 |
105,720 |
105,720 |
105,720 |
105,720 |
105,720 |
5 000 |
6,28 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,07 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
15 000 |
15,16 |
2 |
WZ0117 |
PL0000106936 |
99,90 |
99,90 |
99,900 |
99,900 |
99,900 |
99,900 |
99,900 |
50 000 |
50,44 |
3 |
WZ0118 |
PL0000104717 |
99,67 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,45 |
99,450 |
99,550 |
99,450 |
99,530 |
99,502 |
295 000 |
296,43 |
15 |
WZ0121 |
PL0000106068 |
98,77 |
98,74 |
98,760 |
98,760 |
98,750 |
98,750 |
98,758 |
90 000 |
89,77 |
4 |
WZ0124 |
PL0000107454 |
97,70 |
97,69 |
97,700 |
97,700 |
97,680 |
97,680 |
97,690 |
80 000 |
78,94 |
4 |
RAZEM |
1 872 500 |
1 951,20 |
101 |
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 |
108,70 |
108,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,45 |
102,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,45 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,50 |
116,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,55 |
120,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,85 |
114,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,00 |
107,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
109,60 |
110,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,25 |
126,25 |
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 |
100,05 |
100,09 |
--- |
--- |
100,07 |
--- |
PS0415 |
PL0000105953 |
102,53 |
102,58 |
2,57 |
2,51 |
102,56 |
2,54 |
OK0715 |
PL0000107405 |
97,15 |
97,23 |
2,58 |
2,50 |
97,19 |
2,54 |
DS1015 |
PL0000103602 |
104,78 |
104,86 |
2,68 |
2,62 |
104,82 |
2,65 |
OK0116 |
PL0000107587 |
95,71 |
95,81 |
2,71 |
2,64 |
95,76 |
2,68 |
PS0416 |
PL0000106340 |
104,12 |
104,24 |
2,72 |
2,66 |
104,18 |
2,69 |
OK0716 |
PL0000107926 |
94,31 |
94,40 |
2,78 |
2,73 |
94,36 |
2,75 |
IZ0816 |
PL0000103529 |
103,80 |
104,25 |
--- |
--- |
104,03 |
--- |
PS1016 |
PL0000106795 |
104,44 |
104,57 |
2,79 |
2,74 |
104,51 |
2,76 |
WZ0117 |
PL0000106936 |
99,87 |
99,96 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,05 |
105,15 |
2,90 |
2,86 |
105,10 |
2,88 |
DS1017 |
PL0000104543 |
107,09 |
107,30 |
3,01 |
2,95 |
107,20 |
2,98 |
WZ0118 |
PL0000104717 |
99,63 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0418 |
PL0000107314 |
102,40 |
102,61 |
3,08 |
3,02 |
102,51 |
3,05 |
PS0718 |
PL0000107595 |
97,47 |
97,66 |
3,16 |
3,11 |
97,57 |
3,13 |
WZ0119 |
PL0000107603 |
99,38 |
99,48 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
110,77 |
111,04 |
3,28 |
3,23 |
110,91 |
3,25 |
DS1020 |
PL0000106126 |
110,36 |
110,72 |
3,41 |
3,35 |
110,54 |
3,38 |
WZ0121 |
PL0000106068 |
98,69 |
98,81 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
114,09 |
114,52 |
3,54 |
3,48 |
114,31 |
3,51 |
WS0922 |
PL0000102646 |
114,96 |
115,39 |
3,63 |
3,57 |
115,18 |
3,60 |
IZ0823 |
PL0000105359 |
105,58 |
106,14 |
--- |
--- |
105,86 |
--- |
DS1023 |
PL0000107264 |
102,37 |
102,69 |
3,69 |
3,65 |
102,53 |
3,67 |
WZ0124 |
PL0000107454 |
97,61 |
97,79 |
--- |
--- |
97,70 |
--- |
WS0429 |
PL0000105391 |
118,77 |
119,52 |
4,04 |
3,98 |
119,15 |
4,01 |
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 |
102,54 |
102,60 |
2,56 |
2,49 |
102,57 |
2,52 |
OK0715 |
PL0000107405 |
97,18 |
97,26 |
2,55 |
2,47 |
97,22 |
2,51 |
DS1015 |
PL0000103602 |
104,83 |
104,90 |
2,64 |
2,59 |
104,87 |
2,61 |
OK0116 |
PL0000107587 |
95,75 |
95,86 |
2,68 |
2,61 |
95,81 |
2,64 |
PS0416 |
PL0000106340 |
104,15 |
104,27 |
2,71 |
2,64 |
104,21 |
2,68 |
OK0716 |
PL0000107926 |
94,33 |
94,46 |
2,77 |
2,70 |
94,40 |
2,73 |
IZ0816 |
PL0000103529 |
103,78 |
104,25 |
--- |
--- |
104,02 |
--- |
PS1016 |
PL0000106795 |
104,50 |
104,62 |
2,77 |
2,72 |
104,56 |
2,74 |
WZ0117 |
PL0000106936 |
99,86 |
99,95 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
105,10 |
105,24 |
2,88 |
2,83 |
105,17 |
2,85 |
DS1017 |
PL0000104543 |
107,19 |
107,36 |
2,98 |
2,93 |
107,28 |
2,95 |
WZ0118 |
PL0000104717 |
99,63 |
99,73 |
--- |
--- |
99,68 |
--- |
PS0418 |
PL0000107314 |
102,50 |
102,66 |
3,05 |
3,01 |
102,58 |
3,03 |
PS0718 |
PL0000107595 |
97,56 |
97,74 |
3,13 |
3,09 |
97,65 |
3,11 |
WZ0119 |
PL0000107603 |
99,45 |
99,56 |
--- |
--- |
99,51 |
--- |
DS1019 |
PL0000105441 |
110,87 |
111,10 |
3,26 |
3,22 |
110,99 |
3,24 |
DS1020 |
PL0000106126 |
110,49 |
110,74 |
3,39 |
3,35 |
110,62 |
3,37 |
WZ0121 |
PL0000106068 |
98,68 |
98,81 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
114,22 |
114,57 |
3,52 |
3,47 |
114,40 |
3,50 |
WS0922 |
PL0000102646 |
115,10 |
115,42 |
3,61 |
3,57 |
115,26 |
3,59 |
IZ0823 |
PL0000105359 |
105,52 |
106,15 |
--- |
--- |
105,84 |
--- |
DS1023 |
PL0000107264 |
102,37 |
102,62 |
3,69 |
3,66 |
102,50 |
3,68 |
WZ0124 |
PL0000107454 |
97,62 |
97,76 |
--- |
--- |
97,69 |
--- |
WS0429 |
PL0000105391 |
118,71 |
119,60 |
4,05 |
3,98 |
119,16 |
4,01 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
PS0416 |
PL0000106340 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
70 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
10 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
90 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
30 |
PS0416 |
PL0000106340 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
270 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,360 |
2,360 |
2,360 |
140 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,310 |
2,310 |
2,310 |
100 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
30 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,350 |
2,350 |
2,350 |
30 |
OK0715 |
PL0000107405 |
1/8 |
7 |
2,380 |
2,380 |
2,380 |
15 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
95 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,330 |
2,360 |
2,355 |
170 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,350 |
2,350 |
2,350 |
50 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,250 |
2,250 |
2,250 |
50 |
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.