2014-06-25 |
NOTOWANIA |
Nr 120 (2402) |
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 |
1 320,00 |
1 376,92 |
71 |
1 190,00 |
1 261,11 |
20 |
2 510,00 |
2 638,03 |
91 |
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 |
99,82 |
99,83 |
99,830 |
99,830 |
99,830 |
99,830 |
99,830 |
82 500 |
82,36 |
3 |
PS0415 |
PL0000105953 |
102,50 |
102,50 |
102,500 |
102,500 |
102,500 |
102,500 |
102,500 |
50 000 |
51,72 |
2 |
OK0715 |
PL0000107405 |
97,50 |
97,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,93 |
104,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,27 |
96,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,44 |
104,47 |
104,470 |
104,470 |
104,470 |
104,470 |
104,470 |
50 000 |
52,67 |
1 |
OK0716 |
PL0000107926 |
95,04 |
95,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,03 |
105,02 |
105,070 |
105,070 |
105,050 |
105,060 |
105,053 |
95 000 |
102,83 |
5 |
PS0417 |
PL0000107058 |
105,82 |
105,81 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
108,05 |
108,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,45 |
103,33 |
103,420 |
103,420 |
103,330 |
103,380 |
103,353 |
142 500 |
148,20 |
11 |
PS0718 |
PL0000107595 |
98,70 |
98,65 |
98,700 |
98,700 |
98,700 |
98,700 |
98,700 |
5 000 |
5,05 |
1 |
PS0719 |
PL0000108148 |
101,23 |
101,12 |
101,150 |
101,200 |
101,110 |
101,120 |
101,152 |
105 000 |
109,36 |
6 |
DS1019 |
PL0000105441 |
112,15 |
112,03 |
112,150 |
112,150 |
112,030 |
112,030 |
112,090 |
20 000 |
23,16 |
2 |
DS1020 |
PL0000106126 |
112,15 |
112,14 |
112,210 |
112,210 |
112,210 |
112,210 |
112,210 |
10 000 |
11,57 |
1 |
DS1021 |
PL0000106670 |
116,12 |
116,03 |
116,140 |
116,140 |
116,140 |
116,140 |
116,140 |
10 000 |
12,00 |
1 |
WS0922 |
PL0000102646 |
117,05 |
116,90 |
116,930 |
117,000 |
116,930 |
117,000 |
116,980 |
35 000 |
42,47 |
2 |
DS1023 |
PL0000107264 |
104,55 |
104,31 |
104,310 |
104,650 |
104,310 |
104,650 |
104,490 |
215 000 |
230,43 |
18 |
DS0725 |
PL0000108197 |
97,13 |
97,01 |
97,050 |
97,200 |
97,040 |
97,200 |
97,110 |
40 000 |
40,04 |
4 |
WS0428 |
PL0000107611 |
90,27 |
91,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,86 |
122,73 |
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 |
103,56 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,50 |
107,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,10 |
100,09 |
100,090 |
100,100 |
100,090 |
100,100 |
100,099 |
385 000 |
389,81 |
10 |
WZ0117 |
PL0000106936 |
99,95 |
99,96 |
99,960 |
99,960 |
99,950 |
99,950 |
99,954 |
40 000 |
40,44 |
2 |
WZ0118 |
PL0000104717 |
99,70 |
99,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,45 |
98,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,59 |
98,62 |
98,590 |
98,590 |
98,590 |
98,590 |
98,590 |
25 000 |
24,94 |
1 |
WZ0124 |
PL0000107454 |
97,57 |
97,62 |
97,620 |
97,620 |
97,620 |
97,620 |
97,620 |
10 000 |
9,88 |
1 |
RAZEM |
1 320 000 |
1 376,92 |
71 |
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 |
105,20 |
105,50 |
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 |
118,90 |
119,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,80 |
103,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,50 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,40 |
116,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
120,00 |
120,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
114,40 |
115,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,30 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
110,25 |
111,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
126,75 |
128,00 |
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 |
100,07 |
100,11 |
--- |
--- |
100,09 |
--- |
PS0415 |
PL0000105953 |
102,48 |
102,53 |
2,42 |
2,36 |
102,51 |
2,38 |
OK0715 |
PL0000107405 |
97,43 |
97,54 |
2,45 |
2,34 |
97,49 |
2,39 |
DS1015 |
PL0000103602 |
104,90 |
104,99 |
2,44 |
2,37 |
104,95 |
2,40 |
OK0116 |
PL0000107587 |
96,21 |
96,32 |
2,47 |
2,40 |
96,27 |
2,43 |
PS0416 |
PL0000106340 |
104,41 |
104,52 |
2,49 |
2,43 |
104,47 |
2,46 |
OK0716 |
PL0000107926 |
94,94 |
95,08 |
2,53 |
2,46 |
95,01 |
2,49 |
IZ0816 |
PL0000103529 |
103,48 |
104,10 |
--- |
--- |
103,79 |
--- |
PS1016 |
PL0000106795 |
104,97 |
105,11 |
2,52 |
2,46 |
105,04 |
2,49 |
WZ0117 |
PL0000106936 |
99,90 |
100,01 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,74 |
105,97 |
2,61 |
2,53 |
105,86 |
2,57 |
DS1017 |
PL0000104543 |
108,02 |
108,23 |
2,69 |
2,63 |
108,13 |
2,66 |
WZ0118 |
PL0000104717 |
99,67 |
99,81 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
103,40 |
103,63 |
2,80 |
2,73 |
103,52 |
2,76 |
PS0718 |
PL0000107595 |
98,59 |
98,84 |
2,87 |
2,80 |
98,72 |
2,83 |
WZ0119 |
PL0000107603 |
99,39 |
99,54 |
--- |
--- |
99,47 |
--- |
DS1019 |
PL0000105441 |
112,10 |
112,26 |
3,00 |
2,97 |
112,18 |
2,99 |
DS1020 |
PL0000106126 |
111,99 |
112,34 |
3,13 |
3,07 |
112,17 |
3,10 |
WZ0121 |
PL0000106068 |
98,49 |
98,71 |
--- |
--- |
98,60 |
--- |
DS1021 |
PL0000106670 |
115,86 |
116,29 |
3,27 |
3,21 |
116,08 |
3,24 |
WS0922 |
PL0000102646 |
116,84 |
117,16 |
3,37 |
3,33 |
117,00 |
3,35 |
IZ0823 |
PL0000105359 |
106,99 |
107,92 |
--- |
--- |
107,46 |
--- |
DS1023 |
PL0000107264 |
104,39 |
104,67 |
3,44 |
3,40 |
104,53 |
3,42 |
WZ0124 |
PL0000107454 |
97,50 |
97,69 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
122,38 |
123,21 |
3,75 |
3,69 |
122,80 |
3,72 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,08 |
100,12 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,48 |
102,53 |
2,42 |
2,36 |
102,51 |
2,38 |
OK0715 |
PL0000107405 |
97,48 |
97,58 |
2,40 |
2,30 |
97,53 |
2,35 |
DS1015 |
PL0000103602 |
104,90 |
105,00 |
2,44 |
2,36 |
104,95 |
2,40 |
OK0116 |
PL0000107587 |
96,24 |
96,34 |
2,45 |
2,39 |
96,29 |
2,42 |
PS0416 |
PL0000106340 |
104,41 |
104,55 |
2,49 |
2,42 |
104,48 |
2,45 |
OK0716 |
PL0000107926 |
95,01 |
95,11 |
2,49 |
2,44 |
95,06 |
2,47 |
IZ0816 |
PL0000103529 |
103,49 |
104,07 |
--- |
--- |
103,78 |
--- |
PS1016 |
PL0000106795 |
105,01 |
105,13 |
2,50 |
2,45 |
105,07 |
2,47 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,73 |
105,92 |
2,62 |
2,55 |
105,83 |
2,58 |
DS1017 |
PL0000104543 |
107,97 |
108,17 |
2,71 |
2,65 |
108,07 |
2,68 |
WZ0118 |
PL0000104717 |
99,67 |
99,79 |
--- |
--- |
99,73 |
--- |
PS0418 |
PL0000107314 |
103,40 |
103,57 |
2,80 |
2,75 |
103,49 |
2,77 |
PS0718 |
PL0000107595 |
98,61 |
98,75 |
2,86 |
2,83 |
98,68 |
2,84 |
WZ0119 |
PL0000107603 |
99,42 |
99,54 |
--- |
--- |
99,48 |
--- |
DS1019 |
PL0000105441 |
111,99 |
112,28 |
3,02 |
2,97 |
112,14 |
3,00 |
DS1020 |
PL0000106126 |
112,02 |
112,36 |
3,12 |
3,07 |
112,19 |
3,09 |
WZ0121 |
PL0000106068 |
98,55 |
98,67 |
--- |
--- |
98,61 |
--- |
DS1021 |
PL0000106670 |
115,99 |
116,40 |
3,26 |
3,20 |
116,20 |
3,23 |
WS0922 |
PL0000102646 |
116,93 |
117,34 |
3,36 |
3,31 |
117,14 |
3,33 |
IZ0823 |
PL0000105359 |
106,94 |
108,24 |
--- |
--- |
107,59 |
--- |
DS1023 |
PL0000107264 |
104,44 |
104,69 |
3,43 |
3,40 |
104,57 |
3,42 |
WZ0124 |
PL0000107454 |
97,53 |
97,67 |
--- |
--- |
97,60 |
--- |
WS0429 |
PL0000105391 |
122,68 |
123,37 |
3,73 |
3,67 |
123,03 |
3,70 |
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 |
2,400 |
2,400 |
2,400 |
5 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
5 |
DS1019 |
PL0000105441 |
1/2 |
1 |
2,450 |
2,450 |
2,450 |
165 |
DS1020 |
PL0000106126 |
1/2 |
1 |
2,370 |
2,400 |
2,389 |
40 |
DS1023 |
PL0000107264 |
1/2 |
1 |
2,200 |
2,200 |
2,200 |
45 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,430 |
2,500 |
2,477 |
420 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,330 |
2,380 |
2,370 |
25 |
DS1019 |
PL0000105441 |
1/8 |
7 |
2,400 |
2,400 |
2,400 |
20 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,360 |
2,360 |
2,360 |
25 |
PS0718 |
PL0000107595 |
1/8 |
7 |
2,480 |
2,480 |
2,480 |
190 |
DS1015 |
PL0000103602 |
2/9 |
7 |
2,450 |
2,450 |
2,450 |
100 |
DS1017 |
PL0000104543 |
2/9 |
7 |
2,450 |
2,450 |
2,450 |
75 |
PS1016 |
PL0000106795 |
2/9 |
7 |
2,380 |
2,380 |
2,380 |
50 |
DS1023 |
PL0000107264 |
2/9 |
7 |
2,200 |
2,200 |
2,200 |
25 |
RAZEM |
1 190 |
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.