2015-03-05 |
NOTOWANIA |
Nr 44 (2575) |
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 |
1 597,50 |
1 724,07 |
111 |
1 475,00 |
1 655,61 |
19 |
3 072,50 |
3 379,67 |
130 |
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 |
100,62 |
100,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
99,45 |
99,45 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
100 000 |
99,45 |
1 |
DS1015 |
PL0000103602 |
102,92 |
102,92 |
102,920 |
102,920 |
102,920 |
102,920 |
102,920 |
100 000 |
105,25 |
1 |
OK0116 |
PL0000107587 |
98,65 |
98,65 |
98,640 |
98,650 |
98,640 |
98,650 |
98,645 |
95 000 |
93,71 |
2 |
PS0416 |
PL0000106340 |
103,78 |
103,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
97,83 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
105,10 |
105,02 |
105,100 |
105,100 |
105,100 |
105,100 |
105,100 |
10 000 |
10,69 |
1 |
PS0417 |
PL0000107058 |
106,50 |
106,45 |
106,480 |
106,480 |
106,480 |
106,480 |
106,480 |
5 000 |
5,53 |
1 |
OK0717 |
PL0000108502 |
96,13 |
96,03 |
96,050 |
96,130 |
96,030 |
96,130 |
96,044 |
155 000 |
148,87 |
8 |
DS1017 |
PL0000104543 |
109,08 |
109,03 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
10 000 |
11,10 |
1 |
PS0418 |
PL0000107314 |
105,95 |
105,92 |
105,940 |
105,940 |
105,940 |
105,940 |
105,940 |
80 000 |
87,37 |
8 |
PS0718 |
PL0000107595 |
102,30 |
102,12 |
102,120 |
102,120 |
102,120 |
102,120 |
102,120 |
20 000 |
20,74 |
1 |
PS0719 |
PL0000108148 |
105,58 |
105,45 |
105,460 |
105,700 |
105,450 |
105,560 |
105,512 |
95 000 |
102,16 |
6 |
DS1019 |
PL0000105441 |
115,81 |
115,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,80 |
97,51 |
97,580 |
97,800 |
97,510 |
97,800 |
97,593 |
90 000 |
89,01 |
10 |
DS1020 |
PL0000106126 |
117,25 |
117,05 |
117,000 |
117,450 |
117,000 |
117,450 |
117,150 |
30 000 |
35,73 |
2 |
DS1021 |
PL0000106670 |
122,45 |
122,23 |
122,230 |
122,600 |
122,230 |
122,600 |
122,324 |
50 000 |
62,23 |
4 |
WS0922 |
PL0000102646 |
124,95 |
124,53 |
124,550 |
124,950 |
124,400 |
124,950 |
124,648 |
120 000 |
152,73 |
10 |
DS1023 |
PL0000107264 |
114,12 |
113,63 |
113,600 |
114,120 |
113,600 |
114,120 |
114,016 |
12 500 |
14,44 |
2 |
DS0725 |
PL0000108197 |
108,95 |
108,50 |
108,780 |
109,050 |
108,410 |
108,710 |
108,752 |
482 500 |
534,48 |
42 |
WS0428 |
PL0000107611 |
104,02 |
104,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
139,94 |
138,85 |
138,900 |
139,550 |
138,900 |
139,550 |
139,323 |
20 000 |
28,87 |
3 |
WS0437 |
PL0000104857 |
0,00 |
150,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
102,90 |
102,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,10 |
114,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,21 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,15 |
100,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,03 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,61 |
99,55 |
99,550 |
99,610 |
99,550 |
99,610 |
99,602 |
75 000 |
74,88 |
5 |
WZ0124 |
PL0000107454 |
98,40 |
98,40 |
98,400 |
98,400 |
98,400 |
98,400 |
98,400 |
47 500 |
46,85 |
3 |
RAZEM |
1 597 500 |
1 724,07 |
111 |
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) |
(%) |
OK0715 |
PL0000107405 |
99,42 |
99,49 |
1,54 |
1,36 |
99,46 |
1,44 |
DS1015 |
PL0000103602 |
102,89 |
102,97 |
1,56 |
1,44 |
102,93 |
1,50 |
OK0116 |
PL0000107587 |
98,61 |
98,69 |
1,60 |
1,51 |
98,65 |
1,56 |
PS0416 |
PL0000106340 |
103,75 |
103,85 |
1,61 |
1,53 |
103,80 |
1,57 |
OK0716 |
PL0000107926 |
97,78 |
97,89 |
1,64 |
1,56 |
97,84 |
1,59 |
IZ0816 |
PL0000103529 |
102,71 |
103,26 |
--- |
--- |
102,99 |
--- |
PS1016 |
PL0000106795 |
104,95 |
105,08 |
1,64 |
1,56 |
105,02 |
1,60 |
WZ0117 |
PL0000106936 |
100,16 |
100,30 |
--- |
--- |
100,23 |
--- |
PS0417 |
PL0000107058 |
106,43 |
106,56 |
1,65 |
1,59 |
106,50 |
1,62 |
OK0717 |
PL0000108502 |
96,05 |
96,24 |
1,71 |
1,62 |
96,15 |
1,66 |
DS1017 |
PL0000104543 |
108,98 |
109,17 |
1,72 |
1,65 |
109,08 |
1,69 |
WZ0118 |
PL0000104717 |
100,07 |
100,25 |
--- |
--- |
100,16 |
--- |
PS0418 |
PL0000107314 |
105,88 |
106,09 |
1,80 |
1,73 |
105,99 |
1,76 |
PS0718 |
PL0000107595 |
102,12 |
102,34 |
1,84 |
1,78 |
102,23 |
1,81 |
WZ0119 |
PL0000107603 |
99,93 |
100,05 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
105,52 |
105,76 |
1,92 |
1,86 |
105,64 |
1,89 |
DS1019 |
PL0000105441 |
115,71 |
115,98 |
1,92 |
1,86 |
115,85 |
1,89 |
PS0420 |
PL0000108510 |
97,62 |
97,86 |
1,99 |
1,94 |
97,74 |
1,97 |
DS1020 |
PL0000106126 |
117,10 |
117,38 |
2,00 |
1,96 |
117,24 |
1,98 |
WZ0121 |
PL0000106068 |
99,44 |
99,59 |
--- |
--- |
99,52 |
--- |
DS1021 |
PL0000106670 |
122,23 |
122,62 |
2,12 |
2,06 |
122,43 |
2,09 |
WS0922 |
PL0000102646 |
124,71 |
125,10 |
2,16 |
2,11 |
124,91 |
2,14 |
IZ0823 |
PL0000105359 |
113,74 |
114,66 |
--- |
--- |
114,20 |
--- |
DS1023 |
PL0000107264 |
113,77 |
114,17 |
2,23 |
2,18 |
113,97 |
2,20 |
WZ0124 |
PL0000107454 |
98,24 |
98,46 |
--- |
--- |
98,35 |
--- |
DS0725 |
PL0000108197 |
108,74 |
109,10 |
2,29 |
2,25 |
108,92 |
2,27 |
WS0429 |
PL0000105391 |
139,19 |
140,19 |
2,44 |
2,37 |
139,69 |
2,40 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
OK0715 |
PL0000107405 |
99,43 |
99,51 |
1,52 |
1,30 |
99,47 |
1,41 |
DS1015 |
PL0000103602 |
102,90 |
102,96 |
1,55 |
1,45 |
102,93 |
1,50 |
OK0116 |
PL0000107587 |
98,63 |
98,69 |
1,58 |
1,51 |
98,66 |
1,54 |
PS0416 |
PL0000106340 |
103,75 |
103,89 |
1,61 |
1,49 |
103,82 |
1,55 |
OK0716 |
PL0000107926 |
97,78 |
97,92 |
1,64 |
1,53 |
97,85 |
1,59 |
IZ0816 |
PL0000103529 |
102,78 |
103,34 |
--- |
--- |
103,06 |
--- |
PS1016 |
PL0000106795 |
104,98 |
105,11 |
1,62 |
1,54 |
105,05 |
1,58 |
WZ0117 |
PL0000106936 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0417 |
PL0000107058 |
106,47 |
106,58 |
1,63 |
1,58 |
106,53 |
1,60 |
OK0717 |
PL0000108502 |
96,08 |
96,25 |
1,69 |
1,62 |
96,17 |
1,65 |
DS1017 |
PL0000104543 |
109,02 |
109,16 |
1,71 |
1,66 |
109,09 |
1,68 |
WZ0118 |
PL0000104717 |
100,12 |
100,27 |
--- |
--- |
100,20 |
--- |
PS0418 |
PL0000107314 |
105,90 |
106,07 |
1,79 |
1,74 |
105,99 |
1,76 |
PS0718 |
PL0000107595 |
102,10 |
102,35 |
1,85 |
1,77 |
102,23 |
1,81 |
WZ0119 |
PL0000107603 |
100,00 |
100,14 |
--- |
--- |
100,07 |
--- |
PS0719 |
PL0000108148 |
105,50 |
105,74 |
1,93 |
1,87 |
105,62 |
1,90 |
DS1019 |
PL0000105441 |
115,68 |
115,98 |
1,92 |
1,86 |
115,83 |
1,89 |
PS0420 |
PL0000108510 |
97,61 |
97,86 |
1,99 |
1,94 |
97,74 |
1,97 |
DS1020 |
PL0000106126 |
117,10 |
117,39 |
2,00 |
1,95 |
117,25 |
1,98 |
WZ0121 |
PL0000106068 |
99,57 |
99,69 |
--- |
--- |
99,63 |
--- |
DS1021 |
PL0000106670 |
122,28 |
122,60 |
2,11 |
2,06 |
122,44 |
2,09 |
WS0922 |
PL0000102646 |
124,66 |
125,07 |
2,17 |
2,12 |
124,87 |
2,14 |
IZ0823 |
PL0000105359 |
113,88 |
114,93 |
--- |
--- |
114,41 |
--- |
DS1023 |
PL0000107264 |
113,76 |
114,07 |
2,23 |
2,19 |
113,92 |
2,21 |
WZ0124 |
PL0000107454 |
98,37 |
98,53 |
--- |
--- |
98,45 |
--- |
DS0725 |
PL0000108197 |
108,67 |
109,01 |
2,30 |
2,26 |
108,84 |
2,28 |
WS0429 |
PL0000105391 |
139,31 |
140,40 |
2,43 |
2,35 |
139,86 |
2,39 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1015 |
PL0000103602 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
60 |
DS1019 |
PL0000105441 |
0/1 |
1 |
1,350 |
1,380 |
1,376 |
230 |
DS1023 |
PL0000107264 |
0/1 |
1 |
1,430 |
1,430 |
1,430 |
35 |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
10 |
DS1019 |
PL0000105441 |
1/4 |
3 |
1,380 |
1,380 |
1,380 |
55 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
10 |
WZ0119 |
PL0000107603 |
1/4 |
3 |
1,430 |
1,430 |
1,430 |
35 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,430 |
1,450 |
1,446 |
505 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
245 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
145 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
50 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
70 |
WZ0119 |
PL0000107603 |
1/8 |
7 |
1,430 |
1,430 |
1,430 |
10 |
RAZEM |
1 475 |
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.