2015-05-07 |
NOTOWANIA |
Nr 86 (2617) |
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 |
1 822,50 |
1 912,68 |
144 |
1 840,00 |
1 949,92 |
20 |
3 662,50 |
3 862,60 |
164 |
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.) |
OK0715 |
PL0000107405 |
99,68 |
99,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
102,08 |
102,13 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
98,90 |
98,87 |
98,870 |
98,870 |
98,870 |
98,870 |
98,870 |
65 000 |
64,27 |
2 |
PS0416 |
PL0000106340 |
103,19 |
103,18 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
98,03 |
98,00 |
98,020 |
98,020 |
98,010 |
98,010 |
98,017 |
15 000 |
14,70 |
2 |
PS1016 |
PL0000106795 |
104,36 |
104,20 |
104,210 |
104,280 |
104,210 |
104,280 |
104,245 |
20 000 |
21,36 |
2 |
PS0417 |
PL0000107058 |
105,76 |
105,57 |
105,740 |
105,740 |
105,740 |
105,740 |
105,740 |
25 000 |
26,49 |
1 |
OK0717 |
PL0000108502 |
96,15 |
95,97 |
96,000 |
96,250 |
96,000 |
96,250 |
96,129 |
45 000 |
43,26 |
3 |
DS1017 |
PL0000104543 |
108,17 |
107,92 |
107,810 |
107,900 |
107,810 |
107,890 |
107,873 |
40 000 |
44,29 |
3 |
PS0418 |
PL0000107314 |
105,20 |
104,67 |
105,180 |
105,180 |
105,140 |
105,140 |
105,168 |
42 500 |
44,77 |
2 |
PS0718 |
PL0000107595 |
101,37 |
100,87 |
101,000 |
101,050 |
100,970 |
100,970 |
101,010 |
55 000 |
56,65 |
5 |
PS0719 |
PL0000108148 |
104,05 |
103,27 |
103,280 |
103,780 |
103,280 |
103,780 |
103,461 |
50 000 |
53,02 |
5 |
DS1019 |
PL0000105441 |
113,74 |
112,83 |
112,840 |
112,840 |
112,830 |
112,830 |
112,837 |
15 000 |
17,37 |
2 |
PS0420 |
PL0000108510 |
96,10 |
95,15 |
95,320 |
96,260 |
95,190 |
96,100 |
95,754 |
190 000 |
182,06 |
17 |
DS1020 |
PL0000106126 |
114,73 |
113,55 |
113,820 |
113,870 |
113,820 |
113,870 |
113,845 |
20 000 |
23,34 |
2 |
DS1021 |
PL0000106670 |
119,33 |
117,92 |
118,180 |
118,200 |
118,180 |
118,200 |
118,190 |
30 000 |
36,39 |
3 |
WS0922 |
PL0000102646 |
121,20 |
119,45 |
120,970 |
121,200 |
120,900 |
121,200 |
121,010 |
102 500 |
127,75 |
9 |
DS1023 |
PL0000107264 |
110,10 |
108,27 |
108,300 |
110,180 |
108,300 |
110,140 |
109,837 |
140 000 |
156,81 |
14 |
DS0725 |
PL0000108197 |
105,15 |
102,24 |
102,500 |
104,350 |
102,150 |
103,980 |
103,398 |
525 000 |
556,40 |
54 |
WS0428 |
PL0000107611 |
97,15 |
97,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
132,07 |
129,96 |
130,630 |
130,630 |
130,630 |
130,630 |
130,630 |
5 000 |
6,54 |
1 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,30 |
102,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,60 |
114,19 |
113,590 |
113,590 |
113,590 |
113,590 |
113,590 |
12 500 |
16,57 |
1 |
WZ0117 |
PL0000106936 |
100,00 |
100,00 |
100,000 |
100,000 |
100,000 |
100,000 |
100,000 |
75 000 |
75,44 |
2 |
WZ0118 |
PL0000104717 |
99,88 |
99,80 |
99,770 |
99,770 |
99,770 |
99,770 |
99,770 |
50 000 |
50,18 |
1 |
WZ0119 |
PL0000107603 |
99,65 |
99,65 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,37 |
99,40 |
99,450 |
99,450 |
99,450 |
99,450 |
99,450 |
10 000 |
10,00 |
1 |
WZ0121 |
PL0000106068 |
99,10 |
98,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,75 |
97,45 |
97,650 |
97,720 |
97,650 |
97,720 |
97,692 |
290 000 |
285,02 |
12 |
RAZEM |
1 822 500 |
1 912,68 |
144 |
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 |
EUR0527 |
XS1209947271 |
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) |
(%) |
DS1015 |
PL0000103602 |
102,02 |
102,18 |
1,71 |
1,38 |
102,10 |
1,55 |
OK0116 |
PL0000107587 |
98,81 |
98,98 |
1,70 |
1,46 |
98,90 |
1,57 |
PS0416 |
PL0000106340 |
103,10 |
103,25 |
1,70 |
1,55 |
103,18 |
1,62 |
OK0716 |
PL0000107926 |
97,91 |
98,10 |
1,76 |
1,60 |
98,01 |
1,68 |
IZ0816 |
PL0000103529 |
101,92 |
104,10 |
--- |
--- |
103,01 |
--- |
PS1016 |
PL0000106795 |
104,17 |
104,35 |
1,81 |
1,69 |
104,26 |
1,75 |
WZ0117 |
PL0000106936 |
99,85 |
100,15 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
105,52 |
105,74 |
1,85 |
1,74 |
105,63 |
1,79 |
OK0717 |
PL0000108502 |
95,88 |
96,04 |
1,92 |
1,85 |
95,96 |
1,89 |
DS1017 |
PL0000104543 |
107,87 |
108,06 |
1,93 |
1,86 |
107,97 |
1,89 |
WZ0118 |
PL0000104717 |
99,56 |
99,92 |
--- |
--- |
99,74 |
--- |
PS0418 |
PL0000107314 |
104,57 |
104,83 |
2,14 |
2,05 |
104,70 |
2,09 |
PS0718 |
PL0000107595 |
100,84 |
101,04 |
2,22 |
2,16 |
100,94 |
2,19 |
WZ0119 |
PL0000107603 |
99,19 |
99,74 |
--- |
--- |
99,47 |
--- |
PS0719 |
PL0000108148 |
103,23 |
103,48 |
2,43 |
2,37 |
103,36 |
2,40 |
DS1019 |
PL0000105441 |
112,71 |
112,92 |
2,45 |
2,40 |
112,82 |
2,43 |
PS0420 |
PL0000108510 |
95,08 |
95,38 |
2,57 |
2,50 |
95,23 |
2,53 |
DS1020 |
PL0000106126 |
113,48 |
113,81 |
2,57 |
2,51 |
113,65 |
2,53 |
WZ0121 |
PL0000106068 |
98,45 |
99,00 |
--- |
--- |
98,73 |
--- |
DS1021 |
PL0000106670 |
117,85 |
118,21 |
2,70 |
2,64 |
118,03 |
2,67 |
WS0922 |
PL0000102646 |
119,45 |
119,89 |
2,79 |
2,73 |
119,67 |
2,76 |
IZ0823 |
PL0000105359 |
112,85 |
117,18 |
--- |
--- |
115,02 |
--- |
DS1023 |
PL0000107264 |
108,30 |
108,73 |
2,88 |
2,82 |
108,52 |
2,85 |
WZ0124 |
PL0000107454 |
97,21 |
97,55 |
--- |
--- |
97,38 |
--- |
DS0725 |
PL0000108197 |
102,29 |
102,60 |
2,98 |
2,95 |
102,45 |
2,96 |
WS0429 |
PL0000105391 |
129,08 |
130,80 |
3,14 |
3,01 |
129,94 |
3,08 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
DS1015 |
PL0000103602 |
102,06 |
102,15 |
1,63 |
1,44 |
102,11 |
1,53 |
OK0116 |
PL0000107587 |
98,87 |
98,96 |
1,62 |
1,49 |
98,92 |
1,54 |
PS0416 |
PL0000106340 |
103,16 |
103,25 |
1,64 |
1,55 |
103,21 |
1,59 |
OK0716 |
PL0000107926 |
98,01 |
98,17 |
1,68 |
1,54 |
98,09 |
1,61 |
IZ0816 |
PL0000103529 |
102,60 |
102,99 |
--- |
--- |
102,80 |
--- |
PS1016 |
PL0000106795 |
104,33 |
104,47 |
1,71 |
1,61 |
104,40 |
1,66 |
WZ0117 |
PL0000106936 |
99,96 |
100,05 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
105,72 |
105,90 |
1,75 |
1,66 |
105,81 |
1,70 |
OK0717 |
PL0000108502 |
96,10 |
96,26 |
1,82 |
1,74 |
96,18 |
1,78 |
DS1017 |
PL0000104543 |
108,13 |
108,29 |
1,83 |
1,77 |
108,21 |
1,80 |
WZ0118 |
PL0000104717 |
99,83 |
99,94 |
--- |
--- |
99,89 |
--- |
PS0418 |
PL0000107314 |
105,07 |
105,28 |
1,97 |
1,89 |
105,18 |
1,93 |
PS0718 |
PL0000107595 |
101,35 |
101,59 |
2,06 |
1,98 |
101,47 |
2,02 |
WZ0119 |
PL0000107603 |
99,60 |
99,80 |
--- |
--- |
99,70 |
--- |
PS0719 |
PL0000108148 |
103,99 |
104,26 |
2,24 |
2,18 |
104,13 |
2,21 |
DS1019 |
PL0000105441 |
113,64 |
113,94 |
2,24 |
2,18 |
113,79 |
2,21 |
PS0420 |
PL0000108510 |
96,06 |
96,27 |
2,35 |
2,30 |
96,17 |
2,32 |
DS1020 |
PL0000106126 |
114,61 |
114,87 |
2,36 |
2,31 |
114,74 |
2,34 |
WZ0121 |
PL0000106068 |
99,04 |
99,30 |
--- |
--- |
99,17 |
--- |
DS1021 |
PL0000106670 |
119,21 |
119,58 |
2,49 |
2,43 |
119,40 |
2,46 |
WS0922 |
PL0000102646 |
121,02 |
121,37 |
2,58 |
2,53 |
121,20 |
2,55 |
IZ0823 |
PL0000105359 |
113,79 |
114,73 |
--- |
--- |
114,26 |
--- |
DS1023 |
PL0000107264 |
109,93 |
110,26 |
2,67 |
2,63 |
110,10 |
2,65 |
WZ0124 |
PL0000107454 |
97,68 |
97,96 |
--- |
--- |
97,82 |
--- |
DS0725 |
PL0000108197 |
104,03 |
104,29 |
2,79 |
2,76 |
104,16 |
2,77 |
WS0429 |
PL0000105391 |
131,63 |
133,73 |
2,95 |
2,80 |
132,68 |
2,87 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
WS0922 |
PL0000102646 |
1/4 |
3 |
1,400 |
1,400 |
1,400 |
15 |
PS1016 |
PL0000106795 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
265 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
110 |
OK0715 |
PL0000107405 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
45 |
PS0718 |
PL0000107595 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
100 |
OK0716 |
PL0000107926 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
15 |
OK0717 |
PL0000108502 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
35 |
WZ0121 |
PL0000106068 |
1/4 |
3 |
1,440 |
1,440 |
1,440 |
25 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
200 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,400 |
1,400 |
1,400 |
90 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
150 |
PS0418 |
PL0000107314 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
OK0116 |
PL0000107587 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
200 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
80 |
OK0716 |
PL0000107926 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
100 |
DS0725 |
PL0000108197 |
1/8 |
7 |
1,400 |
1,420 |
1,402 |
190 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,440 |
1,440 |
1,440 |
20 |
RAZEM |
1 840 |
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.