- Total trading in shares on the Main Market reached PLN 15.4 billion in November 2012 v. PLN 21.1 billion in November 2011.
- The incremental total volume in trading year to date was over PLN 186.9 billion, a decrease of 26.0% year on year.
- The volume of trading in all derivative instruments was 833 thousand in November 2012 v. 1.27 million in November 20111.)
- The volume of trading in index options nearly doubled (97.2%) in November 2012 year on year (92.7 thousand v. 47.0 thousand).
- The value of session trading on Catalyst was PLN 231.1 million at the end of November 2012, an increase of 239.3% year on year.
- The total volume of trading in electricity on the WSE markets (spot and forward transactions) was 22.5 TWh in November 2012, an increase of 43.1% year on year.
The Warsaw Stock Exchange publishes November turnover data for the markets operated by the WSE Group.
Shares2
Main Market
The average daily value of session trading was PLN 0.71 billion in November 2012, as compared to PLN 0.99 billion in November 2011 (down by 28.2%). The incremental value of daily session trading year to date was down by 27.1% and the value of block trades by 19.8%.
The WIG index gained 14.0% year on year and 19.7% year to date at the end of November 2012.
NewConnect
The total value of trading was PLN 119.4 million in November 2012, as compared to PLN 89.5 million in November 2011 (an increase of 33.4% year on year). The value of session trading increased by 24.4% from PLN 82.6 million in November 2011 to PLN 102.8 million in November 2012. The number of session transactions increased to 84.3 thousand in November 2012 from 62.5 thousand in November 2011.
The NCIndex lost 19.0% year on year and 19.6% year to date at the end of November 2012.
Derivative instruments
Futures contracts: The monthly volume of trading in index futures was 0.56 million contracts, a decrease of 50.9% compared to November 2011. The incremental volume of trading in index futures year to date was 8.3 million, a decrease of 34.2% year on year. The number of open interest in index futures was 126.1 thousand at the end of November 2012, an increase of 8.4% year on year. The volume of trading in single-stock futures (58.3 thousand) decreased by 6.1% compared to November 2011. The volume of trading in currency futures was 119.0 thousand in November 20121.)
Options: The volume of trading in index options almost doubled year on year (92.7 thousand in November 2012 v. 47.0 thousand in November 2011). The incremental volume was 636.7 thousand year to date in 2012, as compared to 862.0 thousand in 2011.
Structured products, investment certificates and ETFs
Structured products and investment certificates: The value of trading in structured products and investment certificates was PLN 20.5 million in November 2012 (v. PLN 32.4 million in November 2011).
ETFs: The incremental value of trading in ETFs year to date decreased by 20.8% year on year from PLN 268.9 million to PLN 213.0 million.
Debt instruments
Catalyst
The monthly value of session trading was PLN 231.1 million, as compared to PLN 68.1 million in November 2011 (an increase of 239.3%). Session trading was PLN 1.6 billion and total trading (session and block trades) was PLN 2.8 billion in January-November 2012, an increase of 42.5% and 30.4% year on year, respectively.
The nominal value of listed instruments (corporate, municipal and mortgage bonds) stood at PLN 52.1 billion at the end of November, an increase of 26.6% year on year. The number of transactions in November (3.9 thousand) increased 67.7% year on year.
Treasury BondSpot Poland
The value of cash transactions was PLN 31.2 billion in November 2012, a decrease of 4.7% year on year. The incremental value of cash transactions year to date was PLN 426.9 billion at the end of November 2012, an increase of 49.2% year on year. The value of conditional transactions increased by 13.3% year on year and reached PLN 57.3 billion in November 2012.
Electricity and property rights3
Electricity: Forward transactions on the WSE Group electricity markets reached 20.6 TWh in November 2012, an increase of 50.7% as compared to 13.7 TWh in November 2011. Spot transactions in electricity reached 1.8 TWh (a decrease of 0.18 TWh year on year). The incremental volume of spot transactions year to date was over 19.3 TWh, a decrease of 1.6% year on year.
Property rights: The monthly volume of trading in property rights was 3.9 TWh, an increase of 47.7% as compared to November 2011. The trading volume in January-November 2012 increased by 20.3% year on year and reached 54.7 TWh.
The WSE held 21 trading sessions in November 2012.
Warsaw Stock Exchange
The Warsaw Stock Exchange is the biggest securities exchange in Central and Eastern Europe. The WSE organises trading on one of the most dynamically growing capital markets in Europe. The WSE operates a regulated market of shares and derivative instruments and the alternative stock market NewConnect for growing companies. The WSE is developing Catalyst, a market for issuers of corporate and municipal bonds, as well as an energy market. Since 9 November 2010, the WSE is a public company listed on the Warsaw Stock Exchange. For more information visit http://www.gpw.pl
- the volume of trading in currency futures is calculated on the basis of a trading unit equal to 1,000 contracts as of 1 May 2012 (previously: 10,000 contracts); consequently, the volume of trading in currency futures and the total volume of trading in derivative instruments are not fully comparable to previous periods
- transactions in shares, allotment certificates and subscription rights
- transactions on poee WSE EM and the Polish Power Exchange. The WSE acquired a majority stake in the Polish Power Exchange on 24 February 2012