2014-08-01 |
NOTOWANIA |
Nr 147 (2429) |
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 |
3 545,00 |
3 718,10 |
258 |
4 265,00 |
4 598,01 |
40 |
7 810,00 |
8 316,11 |
298 |
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.) |
PS0415 |
PL0000105953 |
102,19 |
102,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
97,76 |
97,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,55 |
104,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
96,52 |
96,53 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0416 |
PL0000106340 |
104,23 |
104,28 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
95,33 |
95,33 |
95,350 |
95,350 |
95,350 |
95,350 |
95,350 |
75 000 |
71,51 |
2 |
PS1016 |
PL0000106795 |
104,91 |
104,84 |
104,960 |
104,960 |
104,840 |
104,840 |
104,880 |
120 000 |
130,29 |
3 |
PS0417 |
PL0000107058 |
105,87 |
105,58 |
105,770 |
105,850 |
105,550 |
105,600 |
105,693 |
440 000 |
470,89 |
25 |
DS1017 |
PL0000104543 |
108,04 |
107,79 |
108,050 |
108,050 |
108,050 |
108,050 |
108,050 |
65 000 |
72,89 |
2 |
PS0418 |
PL0000107314 |
103,55 |
103,28 |
103,560 |
103,560 |
103,560 |
103,560 |
103,560 |
30 000 |
31,38 |
2 |
PS0718 |
PL0000107595 |
98,92 |
98,58 |
98,850 |
99,020 |
98,550 |
98,670 |
98,811 |
185 000 |
182,94 |
16 |
PS0719 |
PL0000108148 |
101,64 |
101,15 |
101,550 |
101,650 |
101,260 |
101,310 |
101,522 |
530 000 |
538,58 |
33 |
DS1019 |
PL0000105441 |
112,43 |
111,85 |
111,830 |
111,850 |
111,800 |
111,850 |
111,819 |
35 000 |
40,63 |
4 |
DS1020 |
PL0000106126 |
112,49 |
111,84 |
112,330 |
112,330 |
112,330 |
112,330 |
112,330 |
15 000 |
17,46 |
2 |
DS1021 |
PL0000106670 |
116,17 |
115,20 |
116,100 |
116,100 |
116,100 |
116,100 |
116,100 |
25 000 |
30,14 |
1 |
WS0922 |
PL0000102646 |
117,10 |
116,02 |
116,150 |
116,440 |
116,120 |
116,350 |
116,300 |
215 000 |
260,75 |
20 |
DS1023 |
PL0000107264 |
104,99 |
103,50 |
104,900 |
105,000 |
103,500 |
103,990 |
104,113 |
712 500 |
763,98 |
62 |
DS0725 |
PL0000108197 |
97,86 |
96,42 |
97,550 |
97,550 |
96,360 |
97,150 |
96,943 |
570 000 |
553,13 |
55 |
WS0428 |
PL0000107611 |
88,35 |
90,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,80 |
121,10 |
122,280 |
122,280 |
121,230 |
121,230 |
122,130 |
92 500 |
114,46 |
9 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,50 |
103,60 |
103,470 |
103,470 |
103,470 |
103,470 |
103,470 |
5 000 |
6,83 |
1 |
IZ0823 |
PL0000105359 |
108,32 |
107,55 |
108,300 |
108,300 |
108,050 |
108,050 |
108,175 |
20 000 |
25,76 |
2 |
WZ0115 |
PL0000106480 |
100,16 |
100,17 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
35 000 |
35,08 |
2 |
WZ0117 |
PL0000106936 |
100,02 |
99,94 |
99,980 |
99,980 |
99,910 |
99,910 |
99,935 |
170 000 |
170,03 |
6 |
WZ0118 |
PL0000104717 |
99,85 |
99,79 |
99,850 |
99,850 |
99,850 |
99,850 |
99,850 |
5 000 |
5,00 |
1 |
WZ0119 |
PL0000107603 |
99,52 |
99,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,73 |
98,66 |
98,700 |
98,700 |
98,670 |
98,670 |
98,672 |
75 000 |
74,06 |
3 |
WZ0124 |
PL0000107454 |
97,88 |
97,67 |
97,800 |
97,800 |
97,690 |
97,780 |
97,749 |
125 000 |
122,29 |
7 |
RAZEM |
3 545 000 |
3 718,10 |
258 |
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 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
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 |
100,15 |
100,19 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,18 |
102,24 |
2,39 |
2,30 |
102,21 |
2,35 |
OK0715 |
PL0000107405 |
97,73 |
97,82 |
2,39 |
2,30 |
97,78 |
2,34 |
DS1015 |
PL0000103602 |
104,53 |
104,65 |
2,42 |
2,33 |
104,59 |
2,38 |
OK0116 |
PL0000107587 |
96,46 |
96,57 |
2,48 |
2,40 |
96,52 |
2,43 |
PS0416 |
PL0000106340 |
104,21 |
104,33 |
2,46 |
2,39 |
104,27 |
2,43 |
OK0716 |
PL0000107926 |
95,31 |
95,45 |
2,47 |
2,39 |
95,38 |
2,43 |
IZ0816 |
PL0000103529 |
103,43 |
104,07 |
--- |
--- |
103,75 |
--- |
PS1016 |
PL0000106795 |
104,89 |
105,01 |
2,45 |
2,40 |
104,95 |
2,43 |
WZ0117 |
PL0000106936 |
99,99 |
100,08 |
--- |
--- |
100,04 |
--- |
PS0417 |
PL0000107058 |
105,78 |
105,90 |
2,52 |
2,47 |
105,84 |
2,50 |
DS1017 |
PL0000104543 |
107,95 |
108,12 |
2,64 |
2,58 |
108,04 |
2,61 |
WZ0118 |
PL0000104717 |
99,79 |
99,91 |
--- |
--- |
99,85 |
--- |
PS0418 |
PL0000107314 |
103,43 |
103,66 |
2,76 |
2,70 |
103,55 |
2,73 |
PS0718 |
PL0000107595 |
98,88 |
99,04 |
2,80 |
2,76 |
98,96 |
2,78 |
WZ0119 |
PL0000107603 |
99,49 |
99,60 |
--- |
--- |
99,55 |
--- |
PS0719 |
PL0000108148 |
101,53 |
101,69 |
2,91 |
2,88 |
101,61 |
2,90 |
DS1019 |
PL0000105441 |
112,31 |
112,58 |
2,92 |
2,87 |
112,45 |
2,89 |
DS1020 |
PL0000106126 |
112,33 |
112,68 |
3,04 |
2,98 |
112,51 |
3,01 |
WZ0121 |
PL0000106068 |
98,70 |
98,86 |
--- |
--- |
98,78 |
--- |
DS1021 |
PL0000106670 |
116,03 |
116,33 |
3,22 |
3,18 |
116,18 |
3,20 |
WS0922 |
PL0000102646 |
117,01 |
117,43 |
3,32 |
3,27 |
117,22 |
3,30 |
IZ0823 |
PL0000105359 |
106,31 |
109,69 |
--- |
--- |
108,00 |
--- |
DS1023 |
PL0000107264 |
104,92 |
105,13 |
3,37 |
3,34 |
105,03 |
3,35 |
WZ0124 |
PL0000107454 |
97,79 |
97,98 |
--- |
--- |
97,89 |
--- |
DS0725 |
PL0000108197 |
97,70 |
97,99 |
3,50 |
3,47 |
97,85 |
3,49 |
WS0429 |
PL0000105391 |
122,50 |
123,24 |
3,73 |
3,67 |
122,87 |
3,70 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
WZ0115 |
PL0000106480 |
100,15 |
100,18 |
--- |
--- |
100,17 |
--- |
PS0415 |
PL0000105953 |
102,17 |
102,24 |
2,40 |
2,30 |
102,21 |
2,35 |
OK0715 |
PL0000107405 |
97,72 |
97,86 |
2,41 |
2,25 |
97,79 |
2,33 |
DS1015 |
PL0000103602 |
104,52 |
104,66 |
2,43 |
2,32 |
104,59 |
2,38 |
OK0116 |
PL0000107587 |
96,48 |
96,58 |
2,46 |
2,39 |
96,53 |
2,42 |
PS0416 |
PL0000106340 |
104,16 |
104,31 |
2,49 |
2,40 |
104,24 |
2,44 |
OK0716 |
PL0000107926 |
95,30 |
95,37 |
2,47 |
2,43 |
95,34 |
2,45 |
IZ0816 |
PL0000103529 |
103,20 |
103,78 |
--- |
--- |
103,49 |
--- |
PS1016 |
PL0000106795 |
104,78 |
104,87 |
2,50 |
2,46 |
104,83 |
2,48 |
WZ0117 |
PL0000106936 |
99,92 |
100,00 |
--- |
--- |
99,96 |
--- |
PS0417 |
PL0000107058 |
105,51 |
105,68 |
2,62 |
2,56 |
105,60 |
2,58 |
DS1017 |
PL0000104543 |
107,73 |
107,97 |
2,71 |
2,63 |
107,85 |
2,67 |
WZ0118 |
PL0000104717 |
99,76 |
99,86 |
--- |
--- |
99,81 |
--- |
PS0418 |
PL0000107314 |
103,27 |
103,48 |
2,81 |
2,75 |
103,38 |
2,78 |
PS0718 |
PL0000107595 |
98,58 |
98,81 |
2,88 |
2,82 |
98,70 |
2,85 |
WZ0119 |
PL0000107603 |
99,41 |
99,56 |
--- |
--- |
99,49 |
--- |
PS0719 |
PL0000108148 |
101,21 |
101,40 |
2,98 |
2,94 |
101,31 |
2,96 |
DS1019 |
PL0000105441 |
111,88 |
112,18 |
3,00 |
2,94 |
112,03 |
2,97 |
DS1020 |
PL0000106126 |
111,70 |
112,13 |
3,14 |
3,07 |
111,92 |
3,11 |
WZ0121 |
PL0000106068 |
98,64 |
98,80 |
--- |
--- |
98,72 |
--- |
DS1021 |
PL0000106670 |
115,30 |
115,60 |
3,33 |
3,28 |
115,45 |
3,30 |
WS0922 |
PL0000102646 |
116,18 |
116,44 |
3,43 |
3,40 |
116,31 |
3,42 |
IZ0823 |
PL0000105359 |
106,93 |
108,12 |
--- |
--- |
107,53 |
--- |
DS1023 |
PL0000107264 |
103,79 |
104,03 |
3,51 |
3,48 |
103,91 |
3,49 |
WZ0124 |
PL0000107454 |
97,60 |
97,87 |
--- |
--- |
97,74 |
--- |
DS0725 |
PL0000108197 |
96,57 |
96,96 |
3,63 |
3,59 |
96,77 |
3,61 |
WS0429 |
PL0000105391 |
120,60 |
121,88 |
3,88 |
3,78 |
121,24 |
3,83 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
120 |
DS1020 |
PL0000106126 |
3/4 |
1 |
2,380 |
2,380 |
2,380 |
45 |
PS0418 |
PL0000107314 |
3/4 |
1 |
2,350 |
2,350 |
2,350 |
5 |
OK0716 |
PL0000107926 |
3/4 |
1 |
2,400 |
2,400 |
2,400 |
40 |
WS0922 |
PL0000102646 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
15 |
DS1017 |
PL0000104543 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
15 |
DS1020 |
PL0000106126 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
250 |
DS1021 |
PL0000106670 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
130 |
OK0715 |
PL0000107405 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
60 |
WZ0118 |
PL0000104717 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
70 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
10 |
WZ0124 |
PL0000107454 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
20 |
WZ0119 |
PL0000107603 |
0/3 |
3 |
2,380 |
2,380 |
2,380 |
215 |
WS0922 |
PL0000102646 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
165 |
DS1017 |
PL0000104543 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
295 |
DS1019 |
PL0000105441 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
120 |
DS1020 |
PL0000106126 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
330 |
PS0416 |
PL0000106340 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
350 |
DS1021 |
PL0000106670 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
140 |
PS1016 |
PL0000106795 |
3/10 |
7 |
2,350 |
2,350 |
2,350 |
180 |
OK0715 |
PL0000107405 |
3/10 |
7 |
2,380 |
2,400 |
2,388 |
225 |
PS0718 |
PL0000107595 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
100 |
OK0716 |
PL0000107926 |
3/10 |
7 |
2,400 |
2,400 |
2,400 |
25 |
WZ0118 |
PL0000104717 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
70 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
10 |
WZ0124 |
PL0000107454 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
45 |
WZ0119 |
PL0000107603 |
3/10 |
7 |
2,380 |
2,380 |
2,380 |
215 |
RAZEM |
3 265 |
Transakcje warunkowe generalne (PLN) |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/3 |
3 |
2,520 |
2,520 |
2,520 |
1 000 |
RAZEM |
1 000 |
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.