2014-06-06 |
NOTOWANIA |
Nr 108 (2390) |
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 |
2 952,50 |
3 159,71 |
196 |
3 805,00 |
3 912,84 |
30 |
6 757,50 |
7 072,55 |
226 |
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 |
99,72 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,63 |
102,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,36 |
97,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
105,05 |
105,01 |
105,010 |
105,090 |
105,010 |
105,090 |
105,062 |
205 000 |
223,42 |
5 |
OK0116 |
PL0000107587 |
96,05 |
96,02 |
96,030 |
96,100 |
96,030 |
96,100 |
96,051 |
55 000 |
52,83 |
5 |
PS0416 |
PL0000106340 |
104,49 |
104,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,86 |
94,71 |
94,870 |
94,910 |
94,870 |
94,910 |
94,894 |
220 000 |
208,77 |
13 |
PS1016 |
PL0000106795 |
105,00 |
104,87 |
104,980 |
105,070 |
104,980 |
105,070 |
105,034 |
322 500 |
348,30 |
16 |
PS0417 |
PL0000107058 |
105,84 |
105,64 |
105,670 |
105,860 |
105,670 |
105,860 |
105,829 |
85 000 |
90,46 |
5 |
DS1017 |
PL0000104543 |
108,18 |
107,86 |
107,950 |
108,150 |
107,950 |
108,150 |
108,117 |
30 000 |
33,42 |
3 |
PS0418 |
PL0000107314 |
103,52 |
103,21 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
98,62 |
98,25 |
98,250 |
98,610 |
98,250 |
98,570 |
98,492 |
425 000 |
427,91 |
31 |
PS0719 |
PL0000108148 |
101,10 |
100,34 |
100,950 |
100,950 |
100,950 |
100,950 |
100,950 |
10 000 |
10,38 |
1 |
DS1019 |
PL0000105441 |
112,31 |
111,70 |
112,180 |
112,290 |
111,980 |
112,290 |
112,195 |
200 000 |
231,26 |
16 |
DS1020 |
PL0000106126 |
112,03 |
111,33 |
111,850 |
112,010 |
111,850 |
112,000 |
111,977 |
60 000 |
69,15 |
5 |
DS1021 |
PL0000106670 |
115,80 |
114,97 |
115,240 |
115,670 |
115,240 |
115,500 |
115,548 |
90 000 |
107,23 |
8 |
WS0922 |
PL0000102646 |
116,80 |
115,84 |
116,590 |
116,800 |
116,500 |
116,550 |
116,634 |
150 000 |
181,10 |
15 |
DS1023 |
PL0000107264 |
104,25 |
103,22 |
103,250 |
104,350 |
103,250 |
103,900 |
103,952 |
572 500 |
609,43 |
46 |
WS0428 |
PL0000107611 |
88,86 |
89,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
121,61 |
120,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
104,05 |
104,15 |
104,200 |
104,200 |
103,900 |
103,900 |
104,000 |
35 000 |
47,92 |
3 |
IZ0823 |
PL0000105359 |
107,15 |
106,20 |
106,330 |
107,230 |
106,330 |
107,000 |
106,679 |
90 000 |
114,04 |
9 |
WZ0115 |
PL0000106480 |
100,08 |
100,09 |
100,080 |
100,080 |
100,080 |
100,080 |
100,080 |
155 000 |
156,71 |
4 |
WZ0117 |
PL0000106936 |
99,94 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,80 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,57 |
99,58 |
99,580 |
99,630 |
99,580 |
99,630 |
99,614 |
97 500 |
98,12 |
4 |
WZ0121 |
PL0000106068 |
98,81 |
98,85 |
98,870 |
98,900 |
98,870 |
98,900 |
98,886 |
92 500 |
92,41 |
5 |
WZ0124 |
PL0000107454 |
97,85 |
97,85 |
97,830 |
97,850 |
97,830 |
97,850 |
97,839 |
57 500 |
56,84 |
2 |
RAZEM |
2 952 500 |
3 159,71 |
196 |
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 |
105,35 |
105,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
108,70 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,10 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,70 |
102,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,50 |
116,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,60 |
117,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,80 |
119,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
113,75 |
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 |
109,50 |
110,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
125,30 |
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 |
100,06 |
100,12 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,59 |
102,70 |
2,46 |
2,33 |
102,65 |
2,39 |
OK0715 |
PL0000107405 |
97,31 |
97,41 |
2,46 |
2,36 |
97,36 |
2,41 |
DS1015 |
PL0000103602 |
104,99 |
105,08 |
2,49 |
2,43 |
105,04 |
2,46 |
OK0116 |
PL0000107587 |
95,98 |
96,07 |
2,55 |
2,49 |
96,03 |
2,52 |
PS0416 |
PL0000106340 |
104,37 |
104,49 |
2,57 |
2,51 |
104,43 |
2,54 |
OK0716 |
PL0000107926 |
94,65 |
94,77 |
2,62 |
2,56 |
94,71 |
2,59 |
IZ0816 |
PL0000103529 |
103,79 |
104,29 |
--- |
--- |
104,04 |
--- |
PS1016 |
PL0000106795 |
104,80 |
104,92 |
2,63 |
2,58 |
104,86 |
2,60 |
WZ0117 |
PL0000106936 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
105,56 |
105,73 |
2,71 |
2,65 |
105,65 |
2,68 |
DS1017 |
PL0000104543 |
107,76 |
107,97 |
2,80 |
2,74 |
107,87 |
2,77 |
WZ0118 |
PL0000104717 |
99,70 |
99,85 |
--- |
--- |
99,78 |
--- |
PS0418 |
PL0000107314 |
103,13 |
103,34 |
2,88 |
2,82 |
103,24 |
2,85 |
PS0718 |
PL0000107595 |
98,22 |
98,42 |
2,96 |
2,91 |
98,32 |
2,94 |
WZ0119 |
PL0000107603 |
99,50 |
99,67 |
--- |
--- |
99,59 |
--- |
DS1019 |
PL0000105441 |
111,64 |
111,94 |
3,11 |
3,05 |
111,79 |
3,08 |
DS1020 |
PL0000106126 |
111,26 |
111,64 |
3,26 |
3,20 |
111,45 |
3,23 |
WZ0121 |
PL0000106068 |
98,69 |
98,89 |
--- |
--- |
98,79 |
--- |
DS1021 |
PL0000106670 |
114,91 |
115,23 |
3,42 |
3,38 |
115,07 |
3,40 |
WS0922 |
PL0000102646 |
115,75 |
116,09 |
3,52 |
3,48 |
115,92 |
3,50 |
IZ0823 |
PL0000105359 |
105,75 |
106,36 |
--- |
--- |
106,06 |
--- |
DS1023 |
PL0000107264 |
103,20 |
103,47 |
3,59 |
3,55 |
103,34 |
3,57 |
WZ0124 |
PL0000107454 |
97,72 |
97,90 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
119,98 |
120,77 |
3,94 |
3,88 |
120,38 |
3,91 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,06 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,61 |
102,73 |
2,43 |
2,30 |
102,67 |
2,37 |
OK0715 |
PL0000107405 |
97,33 |
97,48 |
2,44 |
2,30 |
97,41 |
2,36 |
DS1015 |
PL0000103602 |
105,00 |
105,14 |
2,49 |
2,39 |
105,07 |
2,44 |
OK0116 |
PL0000107587 |
96,02 |
96,14 |
2,53 |
2,45 |
96,08 |
2,49 |
PS0416 |
PL0000106340 |
104,45 |
104,63 |
2,53 |
2,44 |
104,54 |
2,48 |
OK0716 |
PL0000107926 |
94,79 |
94,96 |
2,55 |
2,46 |
94,88 |
2,50 |
IZ0816 |
PL0000103529 |
103,85 |
104,36 |
--- |
--- |
104,11 |
--- |
PS1016 |
PL0000106795 |
104,96 |
105,12 |
2,56 |
2,49 |
105,04 |
2,53 |
WZ0117 |
PL0000106936 |
99,89 |
100,01 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
105,76 |
105,93 |
2,64 |
2,58 |
105,85 |
2,61 |
DS1017 |
PL0000104543 |
108,02 |
108,22 |
2,72 |
2,66 |
108,12 |
2,69 |
WZ0118 |
PL0000104717 |
99,76 |
99,90 |
--- |
--- |
99,83 |
--- |
PS0418 |
PL0000107314 |
103,30 |
103,55 |
2,83 |
2,77 |
103,43 |
2,80 |
PS0718 |
PL0000107595 |
98,47 |
98,68 |
2,90 |
2,84 |
98,58 |
2,87 |
WZ0119 |
PL0000107603 |
99,53 |
99,67 |
--- |
--- |
99,60 |
--- |
DS1019 |
PL0000105441 |
111,95 |
112,24 |
3,05 |
3,00 |
112,10 |
3,02 |
DS1020 |
PL0000106126 |
111,61 |
112,05 |
3,20 |
3,13 |
111,83 |
3,17 |
WZ0121 |
PL0000106068 |
98,77 |
98,95 |
--- |
--- |
98,86 |
--- |
DS1021 |
PL0000106670 |
115,41 |
115,86 |
3,35 |
3,29 |
115,64 |
3,32 |
WS0922 |
PL0000102646 |
116,39 |
116,77 |
3,44 |
3,39 |
116,58 |
3,41 |
IZ0823 |
PL0000105359 |
106,38 |
107,40 |
--- |
--- |
106,89 |
--- |
DS1023 |
PL0000107264 |
103,82 |
104,16 |
3,51 |
3,47 |
103,99 |
3,49 |
WZ0124 |
PL0000107454 |
97,76 |
97,97 |
--- |
--- |
97,87 |
--- |
WS0429 |
PL0000105391 |
121,00 |
121,87 |
3,86 |
3,79 |
121,44 |
3,83 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
70 |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,360 |
2,360 |
2,360 |
40 |
DS1023 |
PL0000107264 |
3/4 |
1 |
2,250 |
2,250 |
2,250 |
20 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
50 |
OK0715 |
PL0000107405 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
80 |
OK0116 |
PL0000107587 |
3/4 |
1 |
2,370 |
2,370 |
2,370 |
55 |
PS1016 |
PL0000106795 |
4/5 |
1 |
2,400 |
2,400 |
2,400 |
100 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
230 |
DS1019 |
PL0000105441 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
20 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
50 |
PS0416 |
PL0000106340 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
250 |
DS1023 |
PL0000107264 |
0/3 |
3 |
2,370 |
2,370 |
2,370 |
20 |
PS0418 |
PL0000107314 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
60 |
PS0718 |
PL0000107595 |
0/3 |
3 |
2,400 |
2,400 |
2,400 |
80 |
DS1015 |
PL0000103602 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
75 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,370 |
2,400 |
2,394 |
160 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
60 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,300 |
2,300 |
2,300 |
490 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,370 |
2,370 |
2,370 |
75 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
20 |
RAZEM |
2 005 |
Transakcje warunkowe generalne (PLN) |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
3/4 |
1 |
2,560 |
2,560 |
2,560 |
600 |
GCZ |
G.C. Poland |
0/3 |
3 |
2,550 |
2,550 |
2,550 |
1 200 |
RAZEM |
1 800 |
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.