2016-01-13 |
NOTOWANIA |
Nr 7 (2789) |
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 |
2 107,50 |
2 193,23 |
150 |
1 165,00 |
1 288,47 |
21 |
3 272,50 |
3 481,70 |
171 |
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.) |
OK0116 |
PL0000107587 |
99,95 |
99,95 |
99,950 |
99,950 |
99,950 |
99,950 |
99,950 |
110 000 |
109,95 |
2 |
PS0416 |
PL0000106340 |
100,96 |
101,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0716 |
PL0000107926 |
99,28 |
99,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1016 |
PL0000106795 |
102,63 |
102,68 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
104,36 |
104,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,03 |
98,03 |
98,030 |
98,030 |
97,970 |
97,980 |
98,000 |
120 000 |
117,60 |
5 |
DS1017 |
PL0000104543 |
106,87 |
106,87 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
105,33 |
105,25 |
105,330 |
105,330 |
105,270 |
105,270 |
105,300 |
215 000 |
232,23 |
11 |
PS0718 |
PL0000107595 |
102,75 |
102,69 |
102,800 |
102,800 |
102,700 |
102,700 |
102,733 |
15 000 |
15,59 |
2 |
PS0719 |
PL0000108148 |
105,55 |
105,36 |
105,450 |
105,550 |
105,450 |
105,550 |
105,508 |
40 000 |
42,82 |
4 |
DS1019 |
PL0000105441 |
114,02 |
113,80 |
113,960 |
114,060 |
113,960 |
114,060 |
114,028 |
150 000 |
172,89 |
10 |
PS0420 |
PL0000108510 |
98,55 |
98,19 |
98,200 |
98,560 |
98,200 |
98,440 |
98,306 |
140 000 |
139,15 |
13 |
DS1020 |
PL0000106126 |
115,20 |
114,84 |
114,930 |
115,170 |
114,900 |
114,900 |
115,033 |
120 000 |
139,45 |
12 |
PS0421 |
PL0000108916 |
99,24 |
98,77 |
99,150 |
99,300 |
98,770 |
98,770 |
99,010 |
210 000 |
210,96 |
17 |
DS1021 |
PL0000106670 |
119,33 |
118,89 |
119,200 |
119,200 |
119,180 |
119,180 |
119,192 |
60 000 |
72,29 |
5 |
WS0922 |
PL0000102646 |
120,75 |
120,40 |
120,400 |
120,800 |
120,400 |
120,800 |
120,544 |
42 500 |
51,99 |
4 |
DS1023 |
PL0000107264 |
109,80 |
109,49 |
109,500 |
109,670 |
109,500 |
109,670 |
109,557 |
15 000 |
16,57 |
2 |
DS0725 |
PL0000108197 |
103,90 |
103,40 |
103,850 |
104,000 |
103,480 |
103,480 |
103,917 |
110 000 |
116,01 |
9 |
DS0726 |
PL0000108866 |
95,77 |
95,30 |
95,900 |
95,900 |
95,500 |
95,500 |
95,727 |
55 000 |
53,30 |
6 |
WS0428 |
PL0000107611 |
0,00 |
96,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
127,39 |
127,40 |
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 |
101,35 |
101,40 |
101,400 |
101,400 |
101,400 |
101,400 |
101,400 |
10 000 |
12,99 |
1 |
IZ0823 |
PL0000105359 |
110,00 |
112,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,35 |
100,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,38 |
100,44 |
100,380 |
100,380 |
100,370 |
100,370 |
100,375 |
100 000 |
101,22 |
3 |
WZ0119 |
PL0000107603 |
100,16 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,83 |
99,84 |
99,850 |
99,850 |
99,770 |
99,770 |
99,813 |
210 000 |
211,38 |
9 |
WZ0121 |
PL0000106068 |
99,18 |
99,13 |
99,180 |
99,180 |
99,050 |
99,050 |
99,121 |
90 000 |
89,97 |
8 |
WZ0124 |
PL0000107454 |
97,30 |
96,98 |
96,980 |
97,300 |
96,980 |
97,140 |
97,183 |
160 000 |
156,85 |
14 |
WZ0126 |
PL0000108817 |
95,60 |
95,35 |
95,350 |
95,550 |
95,350 |
95,450 |
95,467 |
135 000 |
130,02 |
13 |
RAZEM |
2 107 500 |
2 193,23 |
150 |
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 |
EUR1021 |
XS1306382364 |
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 |
EUR0925 |
XS1288467605 |
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) |
(%) |
PS0416 |
PL0000106340 |
100,93 |
101,03 |
1,56 |
1,21 |
100,98 |
1,39 |
OK0716 |
PL0000107926 |
99,26 |
99,34 |
1,42 |
1,27 |
99,30 |
1,34 |
IZ0816 |
PL0000103529 |
101,17 |
101,52 |
--- |
--- |
101,35 |
--- |
PS1016 |
PL0000106795 |
102,61 |
102,73 |
1,34 |
1,19 |
102,67 |
1,26 |
WZ0117 |
PL0000106936 |
100,28 |
100,48 |
--- |
--- |
100,38 |
--- |
PS0417 |
PL0000107058 |
104,31 |
104,50 |
1,32 |
1,17 |
104,41 |
1,24 |
OK0717 |
PL0000108502 |
97,97 |
98,17 |
1,35 |
1,22 |
98,07 |
1,29 |
DS1017 |
PL0000104543 |
106,79 |
106,97 |
1,35 |
1,25 |
106,88 |
1,30 |
WZ0118 |
PL0000104717 |
100,27 |
100,49 |
--- |
--- |
100,38 |
--- |
PS0418 |
PL0000107314 |
105,18 |
105,37 |
1,42 |
1,34 |
105,28 |
1,37 |
PS0718 |
PL0000107595 |
102,60 |
102,83 |
1,44 |
1,35 |
102,72 |
1,39 |
WZ0119 |
PL0000107603 |
100,02 |
100,29 |
--- |
--- |
100,16 |
--- |
PS0719 |
PL0000108148 |
105,28 |
105,45 |
1,69 |
1,64 |
105,37 |
1,67 |
DS1019 |
PL0000105441 |
113,58 |
113,83 |
1,75 |
1,69 |
113,71 |
1,72 |
WZ0120 |
PL0000108601 |
99,64 |
99,90 |
--- |
--- |
99,77 |
--- |
PS0420 |
PL0000108510 |
98,04 |
98,26 |
1,98 |
1,93 |
98,15 |
1,95 |
DS1020 |
PL0000106126 |
114,63 |
114,93 |
2,00 |
1,94 |
114,78 |
1,97 |
WZ0121 |
PL0000106068 |
98,99 |
99,27 |
--- |
--- |
99,13 |
--- |
PS0421 |
PL0000108916 |
98,70 |
98,98 |
2,26 |
2,20 |
98,84 |
2,23 |
DS1021 |
PL0000106670 |
118,64 |
118,94 |
2,27 |
2,22 |
118,79 |
2,24 |
WS0922 |
PL0000102646 |
120,04 |
120,45 |
2,46 |
2,40 |
120,25 |
2,43 |
IZ0823 |
PL0000105359 |
109,00 |
114,99 |
--- |
--- |
112,00 |
--- |
DS1023 |
PL0000107264 |
109,05 |
109,50 |
2,69 |
2,63 |
109,28 |
2,66 |
WZ0124 |
PL0000107454 |
96,69 |
97,07 |
--- |
--- |
96,88 |
--- |
DS0725 |
PL0000108197 |
103,10 |
103,52 |
2,87 |
2,82 |
103,31 |
2,84 |
WZ0126 |
PL0000108817 |
95,00 |
95,49 |
--- |
--- |
95,25 |
--- |
DS0726 |
PL0000108866 |
95,08 |
95,54 |
3,05 |
3,00 |
95,31 |
3,02 |
WS0429 |
PL0000105391 |
125,81 |
127,73 |
3,31 |
3,16 |
126,77 |
3,23 |
FIXING - OBLIGACJE (16:30) |
NAZWA |
ISIN |
Cena K |
Cena S |
Rent. K |
Rent. S |
Fixing |
Rent.Fix. |
(zł) |
(zł) |
(%) |
(%) |
(zł) |
(%) |
PS0416 |
PL0000106340 |
100,95 |
101,05 |
1,49 |
1,14 |
101,00 |
1,32 |
OK0716 |
PL0000107926 |
99,26 |
99,33 |
1,42 |
1,29 |
99,30 |
1,34 |
IZ0816 |
PL0000103529 |
101,22 |
101,52 |
--- |
--- |
101,37 |
--- |
PS1016 |
PL0000106795 |
102,59 |
102,72 |
1,36 |
1,20 |
102,66 |
1,27 |
WZ0117 |
PL0000106936 |
100,32 |
100,49 |
--- |
--- |
100,41 |
--- |
PS0417 |
PL0000107058 |
104,20 |
104,39 |
1,40 |
1,25 |
104,30 |
1,32 |
OK0717 |
PL0000108502 |
97,94 |
98,06 |
1,37 |
1,29 |
98,00 |
1,33 |
DS1017 |
PL0000104543 |
106,71 |
106,90 |
1,39 |
1,29 |
106,81 |
1,34 |
WZ0118 |
PL0000104717 |
100,30 |
100,50 |
--- |
--- |
100,40 |
--- |
PS0418 |
PL0000107314 |
105,15 |
105,27 |
1,43 |
1,38 |
105,21 |
1,41 |
PS0718 |
PL0000107595 |
102,54 |
102,75 |
1,46 |
1,38 |
102,65 |
1,42 |
WZ0119 |
PL0000107603 |
100,06 |
100,26 |
--- |
--- |
100,16 |
--- |
PS0719 |
PL0000108148 |
105,20 |
105,46 |
1,71 |
1,64 |
105,33 |
1,68 |
DS1019 |
PL0000105441 |
113,60 |
113,83 |
1,74 |
1,69 |
113,72 |
1,71 |
WZ0120 |
PL0000108601 |
99,68 |
99,91 |
--- |
--- |
99,80 |
--- |
PS0420 |
PL0000108510 |
98,12 |
98,40 |
1,96 |
1,89 |
98,26 |
1,93 |
DS1020 |
PL0000106126 |
114,65 |
114,93 |
2,00 |
1,94 |
114,79 |
1,97 |
WZ0121 |
PL0000106068 |
98,97 |
99,21 |
--- |
--- |
99,09 |
--- |
PS0421 |
PL0000108916 |
98,79 |
99,03 |
2,24 |
2,19 |
98,91 |
2,22 |
DS1021 |
PL0000106670 |
118,71 |
119,00 |
2,25 |
2,21 |
118,86 |
2,23 |
WS0922 |
PL0000102646 |
120,24 |
120,59 |
2,43 |
2,38 |
120,42 |
2,40 |
IZ0823 |
PL0000105359 |
109,34 |
112,51 |
--- |
--- |
110,93 |
--- |
DS1023 |
PL0000107264 |
109,31 |
109,63 |
2,66 |
2,61 |
109,47 |
2,63 |
WZ0124 |
PL0000107454 |
96,89 |
97,30 |
--- |
--- |
97,10 |
--- |
DS0725 |
PL0000108197 |
103,32 |
103,71 |
2,84 |
2,80 |
103,52 |
2,82 |
WZ0126 |
PL0000108817 |
95,26 |
95,64 |
--- |
--- |
95,45 |
--- |
DS0726 |
PL0000108866 |
95,32 |
95,70 |
3,02 |
2,98 |
95,51 |
3,00 |
WS0429 |
PL0000105391 |
125,98 |
128,28 |
3,30 |
3,11 |
127,13 |
3,20 |
TRANSAKCJE WARUNKOWE |
Transakcje warunkowe specjalne (PLN) |
Obligacje |
Nazwa |
ISIN |
Termin |
Stopa repo |
Obrót nominalny |
Kod |
Dni |
Min. |
Maks. |
Średnia |
(mln zł) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
70 |
PS0718 |
PL0000107595 |
0/1 |
1 |
1,320 |
1,320 |
1,320 |
5 |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,330 |
1,330 |
1,330 |
15 |
DS1017 |
PL0000104543 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
185 |
DS1019 |
PL0000105441 |
1/2 |
1 |
1,300 |
1,330 |
1,312 |
195 |
DS1020 |
PL0000106126 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
205 |
DS1021 |
PL0000106670 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
15 |
OK0716 |
PL0000107926 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
90 |
PS0719 |
PL0000108148 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
15 |
DS0725 |
PL0000108197 |
1/2 |
1 |
1,320 |
1,320 |
1,320 |
30 |
PS0420 |
PL0000108510 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
30 |
WZ0119 |
PL0000107603 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
20 |
DS1020 |
PL0000106126 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
110 |
PS0718 |
PL0000107595 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
5 |
PS0719 |
PL0000108148 |
1/8 |
7 |
1,320 |
1,320 |
1,320 |
175 |
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.