2014-06-16 |
NOTOWANIA |
Nr 114 (2396) |
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 |
1 905,00 |
2 035,26 |
150 |
2 095,00 |
2 324,55 |
30 |
4 000,00 |
4 359,81 |
180 |
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 |
99,76 |
99,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,58 |
102,58 |
102,580 |
102,580 |
102,580 |
102,580 |
102,580 |
75 000 |
77,55 |
2 |
OK0715 |
PL0000107405 |
97,42 |
97,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,94 |
105,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,15 |
96,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,41 |
104,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
94,86 |
94,82 |
94,840 |
94,840 |
94,840 |
94,840 |
94,840 |
10 000 |
9,48 |
1 |
PS1016 |
PL0000106795 |
104,84 |
104,82 |
104,820 |
104,870 |
104,820 |
104,860 |
104,853 |
217 500 |
234,74 |
10 |
PS0417 |
PL0000107058 |
105,68 |
105,37 |
105,370 |
105,380 |
105,370 |
105,380 |
105,378 |
45 000 |
47,74 |
3 |
DS1017 |
PL0000104543 |
107,88 |
107,51 |
107,560 |
107,560 |
107,560 |
107,560 |
107,560 |
15 000 |
16,64 |
1 |
PS0418 |
PL0000107314 |
103,13 |
102,80 |
102,820 |
102,900 |
102,790 |
102,900 |
102,816 |
120 000 |
124,05 |
9 |
PS0718 |
PL0000107595 |
98,25 |
97,89 |
98,020 |
98,200 |
97,800 |
98,200 |
98,012 |
450 000 |
451,17 |
37 |
PS0719 |
PL0000108148 |
100,70 |
100,37 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
111,74 |
111,33 |
111,150 |
111,760 |
111,150 |
111,760 |
111,668 |
177 500 |
204,52 |
14 |
DS1020 |
PL0000106126 |
111,54 |
111,01 |
111,140 |
111,250 |
111,140 |
111,250 |
111,195 |
20 000 |
22,92 |
2 |
DS1021 |
PL0000106670 |
115,20 |
114,72 |
114,430 |
115,150 |
114,410 |
115,150 |
114,815 |
55 000 |
65,19 |
6 |
WS0922 |
PL0000102646 |
116,30 |
115,58 |
116,190 |
116,250 |
116,190 |
116,250 |
116,231 |
122 500 |
147,56 |
12 |
DS1023 |
PL0000107264 |
103,80 |
102,95 |
103,140 |
103,800 |
102,900 |
103,750 |
103,317 |
377 500 |
399,78 |
38 |
DS0725 |
PL0000108197 |
96,10 |
95,30 |
95,530 |
96,020 |
95,530 |
96,020 |
95,820 |
25 000 |
24,69 |
3 |
WS0428 |
PL0000107611 |
89,11 |
88,13 |
88,580 |
88,680 |
88,580 |
88,680 |
88,642 |
25 000 |
22,26 |
4 |
WS0429 |
PL0000105391 |
121,44 |
120,07 |
120,170 |
121,780 |
120,170 |
121,780 |
121,013 |
60 000 |
73,12 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,75 |
104,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,00 |
106,76 |
106,990 |
106,990 |
106,990 |
106,990 |
106,990 |
10 000 |
12,71 |
1 |
WZ0115 |
PL0000106480 |
100,07 |
100,08 |
100,070 |
100,070 |
100,070 |
100,070 |
100,070 |
100 000 |
101,15 |
1 |
WZ0117 |
PL0000106936 |
99,90 |
99,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,70 |
99,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
99,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,67 |
98,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,62 |
97,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
RAZEM |
1 905 000 |
2 035,26 |
150 |
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 |
109,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
119,00 |
119,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,75 |
103,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,70 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,75 |
117,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
119,90 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,00 |
115,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,00 |
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 |
127,50 |
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 |
100,11 |
--- |
--- |
100,08 |
--- |
PS0415 |
PL0000105953 |
102,54 |
102,65 |
2,44 |
2,31 |
102,60 |
2,37 |
OK0715 |
PL0000107405 |
97,36 |
97,51 |
2,46 |
2,32 |
97,44 |
2,38 |
DS1015 |
PL0000103602 |
104,91 |
105,08 |
2,49 |
2,37 |
105,00 |
2,43 |
OK0116 |
PL0000107587 |
95,97 |
96,16 |
2,60 |
2,47 |
96,07 |
2,53 |
PS0416 |
PL0000106340 |
104,27 |
104,44 |
2,60 |
2,51 |
104,36 |
2,55 |
OK0716 |
PL0000107926 |
94,66 |
94,84 |
2,64 |
2,55 |
94,75 |
2,60 |
IZ0816 |
PL0000103529 |
103,60 |
104,30 |
--- |
--- |
103,95 |
--- |
PS1016 |
PL0000106795 |
104,71 |
104,89 |
2,65 |
2,57 |
104,80 |
2,61 |
WZ0117 |
PL0000106936 |
99,82 |
99,98 |
--- |
--- |
99,90 |
--- |
PS0417 |
PL0000107058 |
105,24 |
105,41 |
2,81 |
2,75 |
105,33 |
2,77 |
DS1017 |
PL0000104543 |
107,37 |
107,55 |
2,90 |
2,85 |
107,46 |
2,88 |
WZ0118 |
PL0000104717 |
99,51 |
99,79 |
--- |
--- |
99,65 |
--- |
PS0418 |
PL0000107314 |
102,60 |
102,86 |
3,02 |
2,95 |
102,73 |
2,99 |
PS0718 |
PL0000107595 |
97,71 |
97,97 |
3,10 |
3,03 |
97,84 |
3,07 |
WZ0119 |
PL0000107603 |
99,23 |
99,61 |
--- |
--- |
99,42 |
--- |
DS1019 |
PL0000105441 |
111,08 |
111,37 |
3,21 |
3,15 |
111,23 |
3,18 |
DS1020 |
PL0000106126 |
110,71 |
111,09 |
3,34 |
3,28 |
110,90 |
3,31 |
WZ0121 |
PL0000106068 |
98,44 |
98,87 |
--- |
--- |
98,66 |
--- |
DS1021 |
PL0000106670 |
114,38 |
114,80 |
3,49 |
3,43 |
114,59 |
3,46 |
WS0922 |
PL0000102646 |
115,24 |
115,65 |
3,58 |
3,53 |
115,45 |
3,55 |
IZ0823 |
PL0000105359 |
106,40 |
107,36 |
--- |
--- |
106,88 |
--- |
DS1023 |
PL0000107264 |
102,61 |
103,04 |
3,66 |
3,61 |
102,83 |
3,63 |
WZ0124 |
PL0000107454 |
97,43 |
97,84 |
--- |
--- |
97,64 |
--- |
WS0429 |
PL0000105391 |
119,45 |
120,38 |
3,98 |
3,91 |
119,92 |
3,95 |
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 |
102,56 |
102,64 |
2,41 |
2,32 |
102,60 |
2,37 |
OK0715 |
PL0000107405 |
97,39 |
97,52 |
2,43 |
2,31 |
97,46 |
2,36 |
DS1015 |
PL0000103602 |
104,92 |
105,06 |
2,49 |
2,39 |
104,99 |
2,44 |
OK0116 |
PL0000107587 |
96,11 |
96,21 |
2,50 |
2,44 |
96,16 |
2,47 |
PS0416 |
PL0000106340 |
104,38 |
104,51 |
2,54 |
2,47 |
104,45 |
2,50 |
OK0716 |
PL0000107926 |
94,83 |
94,92 |
2,55 |
2,51 |
94,88 |
2,53 |
IZ0816 |
PL0000103529 |
103,62 |
104,17 |
--- |
--- |
103,90 |
--- |
PS1016 |
PL0000106795 |
104,82 |
104,97 |
2,60 |
2,54 |
104,90 |
2,57 |
WZ0117 |
PL0000106936 |
99,87 |
99,98 |
--- |
--- |
99,93 |
--- |
PS0417 |
PL0000107058 |
105,54 |
105,78 |
2,70 |
2,61 |
105,66 |
2,66 |
DS1017 |
PL0000104543 |
107,72 |
107,95 |
2,80 |
2,73 |
107,84 |
2,76 |
WZ0118 |
PL0000104717 |
99,66 |
99,80 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
103,01 |
103,24 |
2,91 |
2,85 |
103,13 |
2,88 |
PS0718 |
PL0000107595 |
98,04 |
98,25 |
3,01 |
2,96 |
98,15 |
2,98 |
WZ0119 |
PL0000107603 |
99,42 |
99,58 |
--- |
--- |
99,50 |
--- |
DS1019 |
PL0000105441 |
111,51 |
111,71 |
3,13 |
3,09 |
111,61 |
3,11 |
DS1020 |
PL0000106126 |
111,26 |
111,65 |
3,25 |
3,19 |
111,46 |
3,22 |
WZ0121 |
PL0000106068 |
98,62 |
98,86 |
--- |
--- |
98,74 |
--- |
DS1021 |
PL0000106670 |
114,97 |
115,32 |
3,41 |
3,36 |
115,15 |
3,38 |
WS0922 |
PL0000102646 |
115,89 |
116,22 |
3,50 |
3,46 |
116,06 |
3,48 |
IZ0823 |
PL0000105359 |
106,45 |
107,23 |
--- |
--- |
106,84 |
--- |
DS1023 |
PL0000107264 |
103,20 |
103,48 |
3,59 |
3,55 |
103,34 |
3,57 |
WZ0124 |
PL0000107454 |
97,57 |
97,84 |
--- |
--- |
97,71 |
--- |
WS0429 |
PL0000105391 |
120,68 |
121,36 |
3,89 |
3,83 |
121,02 |
3,86 |
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 |
2,330 |
2,330 |
2,330 |
20 |
DS1017 |
PL0000104543 |
0/1 |
1 |
2,370 |
2,420 |
2,412 |
120 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
90 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
55 |
WZ0119 |
PL0000107603 |
0/1 |
1 |
2,370 |
2,370 |
2,370 |
20 |
WS0922 |
PL0000102646 |
1/2 |
1 |
2,330 |
2,330 |
2,330 |
40 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
80 |
PS1016 |
PL0000106795 |
1/2 |
1 |
2,330 |
2,380 |
2,350 |
115 |
PS0418 |
PL0000107314 |
1/2 |
1 |
2,370 |
2,370 |
2,370 |
50 |
PS0416 |
PL0000106340 |
0/2 |
2 |
2,400 |
2,400 |
2,400 |
60 |
WZ0118 |
PL0000104717 |
0/2 |
2 |
2,440 |
2,440 |
2,440 |
40 |
WS0922 |
PL0000102646 |
1/8 |
7 |
2,320 |
2,320 |
2,320 |
40 |
DS1015 |
PL0000103602 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
195 |
DS1017 |
PL0000104543 |
1/8 |
7 |
2,370 |
2,420 |
2,396 |
290 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
60 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,420 |
2,420 |
2,420 |
10 |
DS1021 |
PL0000106670 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
205 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
80 |
OK0716 |
PL0000107926 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
50 |
DS1020 |
PL0000106126 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
235 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,400 |
2,400 |
2,400 |
240 |
RAZEM |
2 095 |
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.