2015-09-01 |
NOTOWANIA |
Nr 168 (2699) |
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 |
2 187,50 |
2 276,05 |
122 |
2 630,00 |
2 705,71 |
20 |
4 817,50 |
4 981,76 |
142 |
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.) |
DS1015 |
PL0000103602 |
100,63 |
100,66 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
99,36 |
99,37 |
99,360 |
99,360 |
99,360 |
99,360 |
99,360 |
500 000 |
496,80 |
7 |
PS0416 |
PL0000106340 |
102,11 |
102,11 |
102,100 |
102,110 |
102,100 |
102,110 |
102,110 |
135 000 |
140,26 |
6 |
OK0716 |
PL0000107926 |
98,52 |
98,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
103,41 |
103,42 |
103,430 |
103,430 |
103,410 |
103,410 |
103,426 |
117 500 |
126,31 |
2 |
PS0417 |
PL0000107058 |
104,73 |
104,75 |
104,710 |
104,710 |
104,710 |
104,710 |
104,710 |
65 000 |
69,17 |
1 |
OK0717 |
PL0000108502 |
96,64 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
107,22 |
107,05 |
107,090 |
107,140 |
107,090 |
107,130 |
107,112 |
95 000 |
106,03 |
6 |
PS0418 |
PL0000107314 |
104,39 |
104,38 |
104,380 |
104,380 |
104,380 |
104,380 |
104,380 |
5 000 |
5,29 |
1 |
PS0718 |
PL0000107595 |
101,18 |
101,13 |
101,130 |
101,160 |
101,120 |
101,160 |
101,134 |
90 000 |
91,27 |
5 |
PS0719 |
PL0000108148 |
103,78 |
103,38 |
103,400 |
103,470 |
103,340 |
103,470 |
103,395 |
85 000 |
88,19 |
6 |
DS1019 |
PL0000105441 |
112,44 |
112,12 |
112,470 |
112,470 |
112,400 |
112,400 |
112,430 |
30 000 |
35,14 |
3 |
PS0420 |
PL0000108510 |
96,40 |
95,56 |
95,500 |
95,620 |
95,480 |
95,620 |
95,531 |
130 000 |
124,89 |
9 |
DS1020 |
PL0000106126 |
113,05 |
112,76 |
112,950 |
112,950 |
112,950 |
112,950 |
112,950 |
50 000 |
58,73 |
6 |
DS1021 |
PL0000106670 |
117,25 |
116,90 |
117,070 |
117,070 |
116,840 |
116,970 |
116,936 |
170 000 |
207,17 |
16 |
WS0922 |
PL0000102646 |
119,94 |
118,40 |
118,400 |
118,400 |
118,400 |
118,400 |
118,400 |
25 000 |
30,96 |
2 |
DS1023 |
PL0000107264 |
108,01 |
107,77 |
107,900 |
108,000 |
107,900 |
108,000 |
107,931 |
35 000 |
38,98 |
4 |
DS0725 |
PL0000108197 |
102,45 |
101,90 |
102,350 |
102,350 |
101,900 |
102,020 |
102,127 |
305 000 |
312,57 |
28 |
WS0428 |
PL0000107611 |
94,64 |
96,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,44 |
128,08 |
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 |
101,97 |
102,05 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
108,34 |
108,80 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
99,99 |
100,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
99,75 |
99,77 |
99,750 |
99,750 |
99,750 |
99,750 |
99,750 |
50 000 |
49,97 |
1 |
WZ0119 |
PL0000107603 |
99,36 |
99,28 |
99,350 |
99,350 |
99,350 |
99,350 |
99,350 |
65 000 |
64,70 |
2 |
WZ0120 |
PL0000108601 |
98,93 |
98,90 |
98,890 |
98,910 |
98,850 |
98,910 |
98,880 |
57 500 |
56,97 |
5 |
WZ0121 |
PL0000106068 |
98,48 |
98,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
97,12 |
96,98 |
97,120 |
97,120 |
97,000 |
97,000 |
97,073 |
177 500 |
172,65 |
12 |
WZ0126 |
PL0000108817 |
96,05 |
96,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
RAZEM |
2 187 500 |
2 276,05 |
122 |
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) |
(%) |
OK0116 |
PL0000107587 |
99,35 |
99,39 |
1,66 |
1,56 |
99,37 |
1,61 |
PS0416 |
PL0000106340 |
102,09 |
102,15 |
1,68 |
1,59 |
102,12 |
1,63 |
OK0716 |
PL0000107926 |
98,49 |
98,58 |
1,72 |
1,62 |
98,54 |
1,66 |
IZ0816 |
PL0000103529 |
101,70 |
102,29 |
--- |
--- |
102,00 |
--- |
PS1016 |
PL0000106795 |
103,35 |
103,46 |
1,75 |
1,66 |
103,41 |
1,70 |
WZ0117 |
PL0000106936 |
99,98 |
100,04 |
--- |
--- |
100,01 |
--- |
PS0417 |
PL0000107058 |
104,71 |
104,86 |
1,81 |
1,72 |
104,79 |
1,76 |
OK0717 |
PL0000108502 |
96,61 |
96,70 |
1,84 |
1,79 |
96,66 |
1,81 |
DS1017 |
PL0000104543 |
107,03 |
107,12 |
1,87 |
1,83 |
107,08 |
1,84 |
WZ0118 |
PL0000104717 |
99,73 |
99,84 |
--- |
--- |
99,79 |
--- |
PS0418 |
PL0000107314 |
104,35 |
104,53 |
2,04 |
1,97 |
104,44 |
2,00 |
PS0718 |
PL0000107595 |
101,14 |
101,34 |
2,09 |
2,02 |
101,24 |
2,05 |
WZ0119 |
PL0000107603 |
99,32 |
99,47 |
--- |
--- |
99,40 |
--- |
PS0719 |
PL0000108148 |
103,45 |
103,65 |
2,31 |
2,26 |
103,55 |
2,28 |
DS1019 |
PL0000105441 |
112,39 |
112,62 |
2,32 |
2,27 |
112,51 |
2,30 |
WZ0120 |
PL0000108601 |
98,89 |
99,03 |
--- |
--- |
98,96 |
--- |
PS0420 |
PL0000108510 |
95,63 |
95,88 |
2,51 |
2,45 |
95,76 |
2,47 |
DS1020 |
PL0000106126 |
112,98 |
113,25 |
2,52 |
2,47 |
113,12 |
2,50 |
WZ0121 |
PL0000106068 |
98,45 |
98,69 |
--- |
--- |
98,57 |
--- |
DS1021 |
PL0000106670 |
117,19 |
117,61 |
2,67 |
2,61 |
117,40 |
2,64 |
WS0922 |
PL0000102646 |
118,67 |
119,05 |
2,79 |
2,74 |
118,86 |
2,77 |
IZ0823 |
PL0000105359 |
107,00 |
112,79 |
--- |
--- |
109,90 |
--- |
DS1023 |
PL0000107264 |
107,92 |
108,35 |
2,89 |
2,83 |
108,14 |
2,86 |
WZ0124 |
PL0000107454 |
97,04 |
97,30 |
--- |
--- |
97,17 |
--- |
DS0725 |
PL0000108197 |
102,28 |
102,60 |
2,98 |
2,94 |
102,44 |
2,96 |
WS0429 |
PL0000105391 |
128,02 |
129,13 |
3,18 |
3,10 |
128,58 |
3,14 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
OK0116 |
PL0000107587 |
99,35 |
99,38 |
1,66 |
1,59 |
99,37 |
1,61 |
PS0416 |
PL0000106340 |
102,09 |
102,17 |
1,68 |
1,56 |
102,13 |
1,62 |
OK0716 |
PL0000107926 |
98,46 |
98,57 |
1,76 |
1,63 |
98,52 |
1,69 |
IZ0816 |
PL0000103529 |
101,80 |
102,20 |
--- |
--- |
102,00 |
--- |
PS1016 |
PL0000106795 |
103,38 |
103,49 |
1,73 |
1,63 |
103,44 |
1,68 |
WZ0117 |
PL0000106936 |
99,96 |
100,04 |
--- |
--- |
100,00 |
--- |
PS0417 |
PL0000107058 |
104,71 |
104,84 |
1,81 |
1,73 |
104,78 |
1,76 |
OK0717 |
PL0000108502 |
96,57 |
96,69 |
1,86 |
1,79 |
96,63 |
1,83 |
DS1017 |
PL0000104543 |
107,02 |
107,11 |
1,87 |
1,83 |
107,07 |
1,85 |
WZ0118 |
PL0000104717 |
99,70 |
99,79 |
--- |
--- |
99,75 |
--- |
PS0418 |
PL0000107314 |
104,32 |
104,50 |
2,05 |
1,98 |
104,41 |
2,01 |
PS0718 |
PL0000107595 |
101,11 |
101,20 |
2,10 |
2,07 |
101,16 |
2,08 |
WZ0119 |
PL0000107603 |
99,28 |
99,41 |
--- |
--- |
99,35 |
--- |
PS0719 |
PL0000108148 |
103,38 |
103,54 |
2,33 |
2,29 |
103,46 |
2,31 |
DS1019 |
PL0000105441 |
112,31 |
112,47 |
2,34 |
2,31 |
112,39 |
2,32 |
WZ0120 |
PL0000108601 |
98,79 |
98,94 |
--- |
--- |
98,87 |
--- |
PS0420 |
PL0000108510 |
95,56 |
95,73 |
2,52 |
2,48 |
95,65 |
2,50 |
DS1020 |
PL0000106126 |
112,81 |
113,03 |
2,56 |
2,51 |
112,92 |
2,53 |
WZ0121 |
PL0000106068 |
98,29 |
98,53 |
--- |
--- |
98,41 |
--- |
DS1021 |
PL0000106670 |
116,95 |
117,33 |
2,71 |
2,65 |
117,14 |
2,68 |
WS0922 |
PL0000102646 |
118,37 |
118,72 |
2,84 |
2,79 |
118,55 |
2,81 |
IZ0823 |
PL0000105359 |
107,89 |
109,75 |
--- |
--- |
108,82 |
--- |
DS1023 |
PL0000107264 |
107,68 |
107,97 |
2,92 |
2,88 |
107,83 |
2,90 |
WZ0124 |
PL0000107454 |
96,90 |
97,06 |
--- |
--- |
96,98 |
--- |
DS0725 |
PL0000108197 |
101,90 |
102,20 |
3,02 |
2,99 |
102,05 |
3,00 |
WS0429 |
PL0000105391 |
126,79 |
129,16 |
3,28 |
3,09 |
127,98 |
3,18 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
PS1016 |
PL0000106795 |
0/1 |
1 |
1,450 |
1,450 |
1,450 |
35 |
PS0417 |
PL0000107058 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
40 |
OK0717 |
PL0000108502 |
0/1 |
1 |
1,500 |
1,500 |
1,500 |
60 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,480 |
1,480 |
1,480 |
40 |
WS0922 |
PL0000102646 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
100 |
PS1016 |
PL0000106795 |
1/2 |
1 |
1,450 |
1,450 |
1,450 |
35 |
PS0418 |
PL0000107314 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
100 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,430 |
1,430 |
1,430 |
55 |
OK0717 |
PL0000108502 |
1/2 |
1 |
1,500 |
1,500 |
1,500 |
10 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,480 |
1,480 |
1,480 |
110 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,450 |
1,450 |
1,450 |
15 |
DS1017 |
PL0000104543 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
205 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,480 |
1,480 |
1,480 |
35 |
PS1016 |
PL0000106795 |
1/8 |
7 |
1,420 |
1,420 |
1,420 |
200 |
PS0417 |
PL0000107058 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
30 |
OK0717 |
PL0000108502 |
1/8 |
7 |
1,500 |
1,500 |
1,500 |
60 |
RAZEM |
1 130 |
Transakcje warunkowe generalne (PLN) |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
0/1 |
1 |
1,520 |
1,520 |
1,520 |
1 500 |
RAZEM |
1 500 |
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.