2014-06-11 |
NOTOWANIA |
Nr 111 (2393) |
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 |
2 212,50 |
2 295,97 |
127 |
1 890,00 |
2 084,93 |
23 |
4 102,50 |
4 380,91 |
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 |
99,74 |
99,75 |
99,740 |
99,740 |
99,730 |
99,730 |
99,731 |
120 000 |
119,68 |
3 |
PS0415 |
PL0000105953 |
102,60 |
102,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,40 |
97,40 |
97,390 |
97,400 |
97,390 |
97,400 |
97,398 |
80 000 |
77,92 |
5 |
DS1015 |
PL0000103602 |
104,99 |
105,00 |
104,990 |
105,000 |
104,990 |
105,000 |
104,999 |
110 000 |
119,87 |
3 |
OK0116 |
PL0000107587 |
96,07 |
96,05 |
96,070 |
96,070 |
96,070 |
96,070 |
96,070 |
10 000 |
9,61 |
1 |
PS0416 |
PL0000106340 |
104,41 |
104,41 |
104,420 |
104,420 |
104,410 |
104,410 |
104,412 |
95 000 |
99,83 |
3 |
OK0716 |
PL0000107926 |
94,79 |
94,75 |
94,760 |
94,760 |
94,760 |
94,760 |
94,760 |
20 000 |
18,95 |
2 |
PS1016 |
PL0000106795 |
104,93 |
104,86 |
104,900 |
104,930 |
104,900 |
104,930 |
104,921 |
17 500 |
18,89 |
2 |
PS0417 |
PL0000107058 |
105,54 |
105,47 |
105,520 |
105,520 |
105,470 |
105,470 |
105,498 |
220 000 |
233,50 |
12 |
DS1017 |
PL0000104543 |
107,77 |
107,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,02 |
102,97 |
103,000 |
103,050 |
102,900 |
103,050 |
102,975 |
170 000 |
175,91 |
13 |
PS0718 |
PL0000107595 |
98,20 |
98,00 |
98,110 |
98,140 |
97,960 |
98,140 |
98,022 |
662 500 |
664,05 |
46 |
PS0719 |
PL0000108148 |
100,65 |
100,60 |
100,420 |
100,420 |
100,420 |
100,420 |
100,420 |
50 000 |
51,65 |
1 |
DS1019 |
PL0000105441 |
111,82 |
111,55 |
111,570 |
111,570 |
111,490 |
111,490 |
111,505 |
52 500 |
60,37 |
2 |
DS1020 |
PL0000106126 |
111,46 |
111,21 |
111,310 |
111,310 |
111,310 |
111,310 |
111,310 |
55 000 |
63,05 |
1 |
DS1021 |
PL0000106670 |
115,05 |
114,95 |
114,950 |
115,100 |
114,830 |
115,100 |
114,978 |
60 000 |
71,17 |
6 |
WS0922 |
PL0000102646 |
115,97 |
115,86 |
116,050 |
116,050 |
116,050 |
116,050 |
116,050 |
10 000 |
12,02 |
1 |
DS1023 |
PL0000107264 |
103,56 |
103,25 |
103,400 |
103,400 |
103,150 |
103,370 |
103,293 |
255 000 |
269,85 |
21 |
DS0725 |
PL0000108197 |
95,65 |
95,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0428 |
PL0000107611 |
88,11 |
88,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
120,47 |
120,37 |
120,550 |
120,550 |
120,550 |
120,550 |
120,550 |
12 500 |
15,17 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,85 |
104,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,10 |
107,19 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,07 |
99,92 |
99,910 |
99,910 |
99,890 |
99,890 |
99,896 |
212 500 |
214,50 |
4 |
WZ0118 |
PL0000104717 |
99,71 |
99,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,50 |
99,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,79 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,77 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
RAZEM |
2 212 500 |
2 295,97 |
127 |
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 |
105,55 |
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 |
119,05 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,75 |
103,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,80 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,85 |
117,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,85 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,35 |
115,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,10 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
110,00 |
111,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
126,00 |
127,00 |
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 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,57 |
102,69 |
2,45 |
2,31 |
102,63 |
2,38 |
OK0715 |
PL0000107405 |
97,38 |
97,48 |
2,41 |
2,32 |
97,43 |
2,36 |
DS1015 |
PL0000103602 |
104,97 |
105,08 |
2,49 |
2,41 |
105,03 |
2,44 |
OK0116 |
PL0000107587 |
96,01 |
96,09 |
2,55 |
2,49 |
96,05 |
2,52 |
PS0416 |
PL0000106340 |
104,35 |
104,46 |
2,57 |
2,52 |
104,41 |
2,54 |
OK0716 |
PL0000107926 |
94,71 |
94,83 |
2,60 |
2,54 |
94,77 |
2,57 |
IZ0816 |
PL0000103529 |
103,68 |
104,23 |
--- |
--- |
103,96 |
--- |
PS1016 |
PL0000106795 |
104,84 |
104,96 |
2,61 |
2,55 |
104,90 |
2,58 |
WZ0117 |
PL0000106936 |
99,86 |
99,98 |
--- |
--- |
99,92 |
--- |
PS0417 |
PL0000107058 |
105,52 |
105,67 |
2,72 |
2,66 |
105,60 |
2,69 |
DS1017 |
PL0000104543 |
107,74 |
107,91 |
2,80 |
2,75 |
107,83 |
2,77 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
103,00 |
103,22 |
2,91 |
2,85 |
103,11 |
2,88 |
PS0718 |
PL0000107595 |
98,17 |
98,35 |
2,98 |
2,93 |
98,26 |
2,95 |
WZ0119 |
PL0000107603 |
99,46 |
99,60 |
--- |
--- |
99,53 |
--- |
DS1019 |
PL0000105441 |
111,56 |
111,79 |
3,12 |
3,08 |
111,68 |
3,10 |
DS1020 |
PL0000106126 |
111,21 |
111,48 |
3,27 |
3,22 |
111,35 |
3,24 |
WZ0121 |
PL0000106068 |
98,66 |
98,89 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
115,01 |
115,26 |
3,41 |
3,37 |
115,14 |
3,39 |
WS0922 |
PL0000102646 |
115,86 |
116,19 |
3,50 |
3,46 |
116,03 |
3,48 |
IZ0823 |
PL0000105359 |
106,69 |
107,45 |
--- |
--- |
107,07 |
--- |
DS1023 |
PL0000107264 |
103,29 |
103,50 |
3,58 |
3,55 |
103,40 |
3,56 |
WZ0124 |
PL0000107454 |
97,69 |
97,92 |
--- |
--- |
97,81 |
--- |
WS0429 |
PL0000105391 |
120,10 |
120,80 |
3,93 |
3,88 |
120,45 |
3,91 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,05 |
100,10 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,58 |
102,63 |
2,44 |
2,38 |
102,61 |
2,41 |
OK0715 |
PL0000107405 |
97,34 |
97,42 |
2,45 |
2,37 |
97,38 |
2,41 |
DS1015 |
PL0000103602 |
104,93 |
105,05 |
2,52 |
2,43 |
104,99 |
2,47 |
OK0116 |
PL0000107587 |
96,02 |
96,11 |
2,54 |
2,48 |
96,07 |
2,51 |
PS0416 |
PL0000106340 |
104,38 |
104,52 |
2,56 |
2,48 |
104,45 |
2,52 |
OK0716 |
PL0000107926 |
94,72 |
94,85 |
2,59 |
2,53 |
94,79 |
2,56 |
IZ0816 |
PL0000103529 |
103,73 |
104,16 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,86 |
104,98 |
2,60 |
2,55 |
104,92 |
2,57 |
WZ0117 |
PL0000106936 |
99,85 |
99,96 |
--- |
--- |
99,91 |
--- |
PS0417 |
PL0000107058 |
105,43 |
105,59 |
2,75 |
2,69 |
105,51 |
2,72 |
DS1017 |
PL0000104543 |
107,61 |
107,82 |
2,84 |
2,78 |
107,72 |
2,81 |
WZ0118 |
PL0000104717 |
99,66 |
99,76 |
--- |
--- |
99,71 |
--- |
PS0418 |
PL0000107314 |
102,91 |
103,09 |
2,94 |
2,89 |
103,00 |
2,91 |
PS0718 |
PL0000107595 |
98,03 |
98,17 |
3,01 |
2,98 |
98,10 |
2,99 |
WZ0119 |
PL0000107603 |
99,46 |
99,58 |
--- |
--- |
99,52 |
--- |
DS1019 |
PL0000105441 |
111,46 |
111,73 |
3,14 |
3,09 |
111,60 |
3,11 |
DS1020 |
PL0000106126 |
111,04 |
111,48 |
3,29 |
3,22 |
111,26 |
3,26 |
WZ0121 |
PL0000106068 |
98,62 |
98,87 |
--- |
--- |
98,75 |
--- |
DS1021 |
PL0000106670 |
114,83 |
115,19 |
3,43 |
3,38 |
115,01 |
3,41 |
WS0922 |
PL0000102646 |
115,73 |
116,17 |
3,52 |
3,46 |
115,95 |
3,49 |
IZ0823 |
PL0000105359 |
106,90 |
107,48 |
--- |
--- |
107,19 |
--- |
DS1023 |
PL0000107264 |
103,23 |
103,48 |
3,58 |
3,55 |
103,36 |
3,57 |
WZ0124 |
PL0000107454 |
97,68 |
97,89 |
--- |
--- |
97,79 |
--- |
WS0429 |
PL0000105391 |
119,99 |
120,85 |
3,94 |
3,87 |
120,42 |
3,91 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
25 |
PS0718 |
PL0000107595 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
75 |
WZ0118 |
PL0000104717 |
0/1 |
1 |
2,340 |
2,340 |
2,340 |
10 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,340 |
2,340 |
2,340 |
55 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,340 |
2,340 |
2,340 |
10 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
50 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
120 |
WZ0117 |
PL0000106936 |
1/2 |
1 |
2,350 |
2,350 |
2,350 |
15 |
WS0922 |
PL0000102646 |
1/9 |
8 |
2,340 |
2,340 |
2,340 |
30 |
DS1015 |
PL0000103602 |
1/9 |
8 |
2,340 |
2,340 |
2,340 |
35 |
DS1017 |
PL0000104543 |
1/9 |
8 |
2,380 |
2,380 |
2,380 |
15 |
DS1019 |
PL0000105441 |
1/9 |
8 |
2,300 |
2,300 |
2,300 |
410 |
DS1020 |
PL0000106126 |
1/9 |
8 |
2,340 |
2,340 |
2,340 |
500 |
PS0416 |
PL0000106340 |
1/9 |
8 |
2,400 |
2,400 |
2,400 |
115 |
PS1016 |
PL0000106795 |
1/9 |
8 |
2,300 |
2,300 |
2,300 |
295 |
OK0116 |
PL0000107587 |
1/9 |
8 |
2,350 |
2,350 |
2,350 |
100 |
PS0718 |
PL0000107595 |
1/9 |
8 |
2,400 |
2,400 |
2,400 |
30 |
RAZEM |
1 890 |
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.