2013-01-07 19:09:47

Trading on WSE Markets

Trading on the WSE: December 2012

Press Release: Trading on WSE Markets

  • Total trading in shares on the Main Market reached PLN 16.1 billion in December 2012, an increase of 2.1% year on year.
  • Total trading in shares on the Main Market was close to PLN 203 billion in 2012, a decrease of 24.3% year on year.
  • The value of non-Treasury bond issues on Catalyst in 2012 increased by 30.9% and the value of trading increased by 30.7% year on year.
  • Total trading in Treasury securities on Treasury BondSpot Poland in 2012 was over PLN 1 trillion.
  • The volume of trading in all derivative instruments was 11.3 million in 2012 v. 15.6 million in 2011.1)
  • The total volume of trading in electricity on the WSE markets (spot and forward transactions) was 27.1 TWh in December 2012, an increase of 74.4% year on year.


The Warsaw Stock Exchange publishes December turnover data for the markets operated by the WSE Group.

Equities Market2)

Main Market
The total value of trading was PLN 16.1 billion in December 2012, an increase of 2.1% year on year. The incremental value of session and block trades year to date was down by 24.3% year on year (from PLN 268.3 billion to PLN 203.0 billion).

The average daily value of session trading on the WSE's Main Market was PLN 850.4 million in December 2012, an increase 18.4% year on year, while the average daily number of session transactions increased by 16.1% year on year (from 45.8 thousand to 53.2 thousand). December 2012 was the third month, after February and March, to report the highest average daily value of session trading in 2012.
The WIG index gained 26.2% year on year at the end of December 2012.

NewConnect
The total value of trading on NewConnect was PLN 90.9 million in December 2012, a decrease of 15.6% year on year. The total value of trading in 2012 decreased by 33.4% year on year from PLN 2.0 billion to PLN 1.3 billion.

The number of session transactions in December 2012 decreased by 16.8% year on year (from 60.8 thousand to 50.6 thousand) while the average daily number of session transactions increased by 2.8% (from 2.9 thousand to 3.0 thousand).
The NCIndex lost 20.1% year on year at the end of December 2012.

Derivative Instruments Market

The total volume of trading in derivatives was more than 11.3 million in 2012. The greatest volume of trading in this category of financial instruments was generated by index futures (9.1 million).

Futures contracts: The monthly volume of trading in index futures was 0.8 million contracts in December 2012, a decrease of 25.2% compared to December 2011. The number of open interest in all futures at the end of December 2012 increased by 6.5% year on year.

Options: The volume of trading in WIG20 index options in December 2012 more than doubled (+119.4%) compared to December 2011 (78.6 thousand options v. 35.8 thousand options). The incremental volume was 0.7 million year to date in 2012, a decrease of 20.3% year on year.

Debt Instruments Market

Catalyst
The issue value of listed series (corporate, municipal and mortgage bonds) stood at PLN 52.4 billion at the end of December, an increase of 30.9% year on year. The value of session trading in 2012 increased by 37.2% year on year (from PLN 1.2 billion to PLN 1.7 billion). The total number of session transactions in 2012 was over 42.3 thousand, an increase of 41.2% year on year.

Treasury BondSpot Poland
The value of cash transactions on Treasury BondSpot Poland was PLN 22.6 billion in December 2012, an increase of 11.1% year on year. The value of conditional transactions also increased, rising by 17.9% to PLN 30.8 billion. The incremental value of cash transactions from January to December 2012 was PLN 449.6 billion, an increase of 46.7% year on year.

Structured Instruments Market

Structured products and investment certificates: The value of trading in structured products and investment certificates was PLN 22.8 million in December 2012 (v. PLN 32.0 million in December 2011).
ETFs: The incremental value of trading in ETFs year to date decreased by 21.5% year on year from PLN 284.3 million to PLN 223.2 million.

Commodity Market3)

Electricity: Forward transactions on the WSE Group electricity markets reached 25.1 TWh in December 2012, an increase of 84.7% as compared to 13.6 TWh in December 2011. Spot transactions in electricity reached 2.0 TWh (an increase of 3.3% year on year). The incremental volume of spot transactions year to date decreased by 0.8% while the incremental volume of forward transactions increased by 10.4% from 107.0 TWh to 118.1 TWh.

Property rights: The monthly volume of trading in property rights was 7.7 TWh in December 2012, an increase of 49.5% as compared to December 2011. The trading volume in January-December 2012 increased by 23.0% year on year and reached 62.2 TWh.
The WSE held 17 trading sessions in December 2012, four less than in December 2011.


Trading on the WSE: December 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 December 2010, the WSE is a public company listed on the Warsaw Stock Exchange. For more information visit http://www.gpw.pl


1) 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
2) transactions in shares, allotment certificates and subscription rights
3) 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

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