2014-06-26 |
NOTOWANIA |
Nr 121 (2403) |
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 |
2 467,50 |
2 662,66 |
131 |
1 165,00 |
1 279,28 |
20 |
3 632,50 |
3 941,94 |
151 |
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 |
99,84 |
99,86 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0415 |
PL0000105953 |
102,51 |
102,52 |
102,510 |
102,510 |
102,490 |
102,490 |
102,494 |
135 000 |
139,71 |
3 |
OK0715 |
PL0000107405 |
97,51 |
97,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,92 |
104,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,29 |
96,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,47 |
104,48 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,05 |
95,02 |
95,100 |
95,100 |
95,050 |
95,050 |
95,064 |
35 000 |
33,27 |
2 |
PS1016 |
PL0000106795 |
105,05 |
105,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
105,85 |
105,78 |
105,840 |
105,840 |
105,740 |
105,820 |
105,807 |
375 000 |
400,00 |
8 |
DS1017 |
PL0000104543 |
108,10 |
108,02 |
108,140 |
108,140 |
108,140 |
108,140 |
108,140 |
10 000 |
11,17 |
1 |
PS0418 |
PL0000107314 |
103,55 |
103,40 |
103,420 |
103,420 |
103,410 |
103,410 |
103,414 |
35 000 |
36,43 |
2 |
PS0718 |
PL0000107595 |
98,80 |
98,65 |
98,750 |
98,750 |
98,570 |
98,700 |
98,668 |
130 000 |
131,30 |
10 |
PS0719 |
PL0000108148 |
101,25 |
101,06 |
101,100 |
101,280 |
101,090 |
101,280 |
101,169 |
140 000 |
145,87 |
9 |
DS1019 |
PL0000105441 |
112,15 |
111,97 |
112,110 |
112,200 |
111,980 |
112,050 |
112,082 |
327 500 |
379,31 |
24 |
DS1020 |
PL0000106126 |
112,20 |
111,93 |
111,970 |
111,970 |
111,960 |
111,960 |
111,968 |
25 000 |
28,88 |
2 |
DS1021 |
PL0000106670 |
116,25 |
115,90 |
116,250 |
116,350 |
115,870 |
116,220 |
116,012 |
95 000 |
113,92 |
7 |
WS0922 |
PL0000102646 |
117,27 |
116,80 |
116,790 |
117,420 |
116,790 |
117,190 |
117,106 |
187 500 |
227,84 |
13 |
DS1023 |
PL0000107264 |
104,85 |
104,26 |
104,700 |
104,850 |
104,270 |
104,490 |
104,585 |
307 500 |
329,96 |
24 |
DS0725 |
PL0000108197 |
97,46 |
97,10 |
97,350 |
97,350 |
97,350 |
97,350 |
97,350 |
10 000 |
10,04 |
1 |
WS0428 |
PL0000107611 |
90,61 |
91,14 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
123,32 |
122,78 |
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 |
103,65 |
103,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
107,53 |
107,55 |
107,400 |
107,770 |
107,360 |
107,370 |
107,472 |
60 000 |
76,69 |
6 |
WZ0115 |
PL0000106480 |
100,09 |
100,11 |
100,110 |
100,110 |
100,110 |
100,110 |
100,110 |
65 000 |
65,83 |
1 |
WZ0117 |
PL0000106936 |
99,94 |
99,95 |
99,930 |
99,950 |
99,930 |
99,950 |
99,936 |
65 000 |
65,72 |
3 |
WZ0118 |
PL0000104717 |
99,71 |
99,76 |
99,700 |
99,700 |
99,700 |
99,700 |
99,700 |
25 000 |
25,22 |
1 |
WZ0119 |
PL0000107603 |
99,46 |
99,43 |
99,460 |
99,460 |
99,400 |
99,400 |
99,424 |
365 000 |
367,18 |
11 |
WZ0121 |
PL0000106068 |
98,60 |
98,60 |
98,580 |
98,580 |
98,580 |
98,580 |
98,580 |
25 000 |
24,94 |
2 |
WZ0124 |
PL0000107454 |
97,59 |
97,62 |
97,590 |
97,590 |
97,590 |
97,590 |
97,590 |
50 000 |
49,38 |
1 |
RAZEM |
2 467 500 |
2 662,66 |
131 |
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 |
108,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
118,90 |
119,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
102,85 |
103,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
116,50 |
116,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
116,45 |
116,95 |
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 |
115,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
107,60 |
108,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
110,25 |
110,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
126,75 |
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 |
100,08 |
100,12 |
--- |
--- |
100,10 |
--- |
PS0415 |
PL0000105953 |
102,46 |
102,53 |
2,41 |
2,33 |
102,50 |
2,36 |
OK0715 |
PL0000107405 |
97,48 |
97,59 |
2,42 |
2,31 |
97,54 |
2,36 |
DS1015 |
PL0000103602 |
104,90 |
105,01 |
2,41 |
2,33 |
104,96 |
2,37 |
OK0116 |
PL0000107587 |
96,27 |
96,39 |
2,45 |
2,37 |
96,33 |
2,41 |
PS0416 |
PL0000106340 |
104,42 |
104,55 |
2,48 |
2,41 |
104,49 |
2,44 |
OK0716 |
PL0000107926 |
95,03 |
95,17 |
2,49 |
2,42 |
95,10 |
2,46 |
IZ0816 |
PL0000103529 |
103,47 |
104,05 |
--- |
--- |
103,76 |
--- |
PS1016 |
PL0000106795 |
105,03 |
105,17 |
2,48 |
2,42 |
105,10 |
2,45 |
WZ0117 |
PL0000106936 |
99,91 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,79 |
105,94 |
2,59 |
2,53 |
105,87 |
2,56 |
DS1017 |
PL0000104543 |
108,02 |
108,21 |
2,69 |
2,63 |
108,12 |
2,66 |
WZ0118 |
PL0000104717 |
99,67 |
99,80 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
103,41 |
103,60 |
2,79 |
2,74 |
103,51 |
2,76 |
PS0718 |
PL0000107595 |
98,67 |
98,88 |
2,85 |
2,79 |
98,78 |
2,82 |
WZ0119 |
PL0000107603 |
99,41 |
99,56 |
--- |
--- |
99,49 |
--- |
DS1019 |
PL0000105441 |
112,06 |
112,29 |
3,01 |
2,96 |
112,18 |
2,98 |
DS1020 |
PL0000106126 |
112,10 |
112,43 |
3,11 |
3,05 |
112,27 |
3,08 |
WZ0121 |
PL0000106068 |
98,56 |
98,70 |
--- |
--- |
98,63 |
--- |
DS1021 |
PL0000106670 |
116,09 |
116,46 |
3,24 |
3,19 |
116,28 |
3,21 |
WS0922 |
PL0000102646 |
117,05 |
117,44 |
3,34 |
3,29 |
117,25 |
3,32 |
IZ0823 |
PL0000105359 |
107,23 |
108,12 |
--- |
--- |
107,68 |
--- |
DS1023 |
PL0000107264 |
104,54 |
104,92 |
3,42 |
3,37 |
104,73 |
3,40 |
WZ0124 |
PL0000107454 |
97,55 |
97,68 |
--- |
--- |
97,62 |
--- |
WS0429 |
PL0000105391 |
122,77 |
123,54 |
3,72 |
3,66 |
123,16 |
3,69 |
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 |
102,46 |
102,53 |
2,41 |
2,33 |
102,50 |
2,36 |
OK0715 |
PL0000107405 |
97,48 |
97,61 |
2,42 |
2,29 |
97,55 |
2,35 |
DS1015 |
PL0000103602 |
104,88 |
104,99 |
2,43 |
2,35 |
104,94 |
2,38 |
OK0116 |
PL0000107587 |
96,24 |
96,38 |
2,47 |
2,37 |
96,31 |
2,42 |
PS0416 |
PL0000106340 |
104,39 |
104,53 |
2,49 |
2,42 |
104,46 |
2,45 |
OK0716 |
PL0000107926 |
94,97 |
95,11 |
2,52 |
2,45 |
95,04 |
2,49 |
IZ0816 |
PL0000103529 |
103,51 |
104,18 |
--- |
--- |
103,85 |
--- |
PS1016 |
PL0000106795 |
104,94 |
105,10 |
2,52 |
2,45 |
105,02 |
2,49 |
WZ0117 |
PL0000106936 |
99,91 |
99,99 |
--- |
--- |
99,95 |
--- |
PS0417 |
PL0000107058 |
105,67 |
105,83 |
2,63 |
2,57 |
105,75 |
2,60 |
DS1017 |
PL0000104543 |
107,91 |
108,10 |
2,72 |
2,66 |
108,01 |
2,69 |
WZ0118 |
PL0000104717 |
99,65 |
99,79 |
--- |
--- |
99,72 |
--- |
PS0418 |
PL0000107314 |
103,23 |
103,46 |
2,84 |
2,78 |
103,35 |
2,81 |
PS0718 |
PL0000107595 |
98,56 |
98,75 |
2,88 |
2,83 |
98,66 |
2,85 |
WZ0119 |
PL0000107603 |
99,36 |
99,49 |
--- |
--- |
99,43 |
--- |
DS1019 |
PL0000105441 |
111,83 |
112,09 |
3,05 |
3,00 |
111,96 |
3,03 |
DS1020 |
PL0000106126 |
111,83 |
112,11 |
3,15 |
3,10 |
111,97 |
3,13 |
WZ0121 |
PL0000106068 |
98,52 |
98,68 |
--- |
--- |
98,60 |
--- |
DS1021 |
PL0000106670 |
115,84 |
116,23 |
3,28 |
3,22 |
116,04 |
3,25 |
WS0922 |
PL0000102646 |
116,86 |
117,24 |
3,37 |
3,32 |
117,05 |
3,34 |
IZ0823 |
PL0000105359 |
106,92 |
107,92 |
--- |
--- |
107,42 |
--- |
DS1023 |
PL0000107264 |
104,40 |
104,71 |
3,44 |
3,40 |
104,56 |
3,42 |
WZ0124 |
PL0000107454 |
97,49 |
97,67 |
--- |
--- |
97,58 |
--- |
WS0429 |
PL0000105391 |
122,30 |
123,37 |
3,76 |
3,67 |
122,84 |
3,71 |
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 |
2,380 |
2,380 |
2,380 |
25 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
310 |
DS1021 |
PL0000106670 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
35 |
DS1023 |
PL0000107264 |
0/1 |
1 |
2,250 |
2,370 |
2,326 |
55 |
PS0418 |
PL0000107314 |
0/1 |
1 |
2,450 |
2,450 |
2,450 |
90 |
WZ0124 |
PL0000107454 |
0/1 |
1 |
2,360 |
2,360 |
2,360 |
5 |
WS0922 |
PL0000102646 |
1/4 |
3 |
2,380 |
2,380 |
2,380 |
5 |
DS1020 |
PL0000106126 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
25 |
DS1021 |
PL0000106670 |
1/4 |
3 |
2,360 |
2,360 |
2,360 |
50 |
PS0718 |
PL0000107595 |
1/4 |
3 |
2,450 |
2,450 |
2,450 |
340 |
OK0716 |
PL0000107926 |
1/4 |
3 |
2,430 |
2,430 |
2,430 |
10 |
DS1020 |
PL0000106126 |
1/8 |
7 |
2,360 |
2,400 |
2,393 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,360 |
2,400 |
2,389 |
75 |
RAZEM |
1 165 |
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.