Investor Activity On GPW Group Markets – October 2021

• GPW Main Market Electronic Order Book^[1] equities turnover value decreased by 16.3% YoY to PLN 31.6 billion
• Derivatives turnover volume decreased by 15.6% YoY to 821,400 contracts
• Bonds turnover value on TBSP increased by 92.9% YoY to PLN 36.4 billion
• Electricity turnover volume increased by 3.4% to 24.2 TWh
• Natural gas turnover volume increased by 11.3% YoY to 15.1 TWh
• Turnover in Guarantees of Origin of RES electricity increased by 312.5% to 3.0 TWh

In October 2021, total equities turnover value on the GPW Main Market was PLN 32.1 billion, representing a 31.4% decrease year on year, while Electronic Order Book turnover value decreased by 16.3% year on year to PLN 31.6 billion. Average daily Electronic Order Book equities turnover value stood at PLN 1,502.8 million, a 12.3% decrease year on year. On the last trading day of October 2021, the WIG index closed at 73,586.32 points, representing a 66.9% increase year on year.

Total October 2021 NewConnect equities turnover value decreased by 82.6% year on year to PLN 468.2 million, while Electronic Order Book equities turnover decreased by 86.0% year on year and stood at PLN 373.8 million.

Total October 2021 derivatives turnover volume was 821,400 contracts, representing a 15.6% decrease year on year. Index futures turnover volume decreased by 29.5% year on year to 387,300 contracts. Single-stock futures turnover volume decreased by 5.3% year on year to 191,900 contracts. Currency futures turnover volume increased by 22.2% year on year to 219,700 contracts. Options turnover volume decreased by 45.8% year on year to 22,500 contracts.

In October 2021, structured products turnover value decreased by 50.4% year on year to PLN 293.8 million. ETF turnover value decreased by 14.4% year on year to PLN 36.0 million.

At the end of October 2021, Catalyst listed non-Treasury bond value was PLN 98.0 billion, compared to PLN 96.7 billion at the end of October 2020. In October 2021, turnover value of non-Treasury bonds on Catalyst’s Electronic Order Book decreased by 4.7% year on year to PLN 234.0 million.

In October 2021, total TBSP bond turnover value was PLN 36.4 billion, compared to PLN 18.8 billion in October 2020, representing a 92.9% increase year on year.

Total October 2021 electricity turnover volume was 24.2 TWh, representing a 3.4% increase year on year, where spot transaction turnover volume decreased by 11.2% year on year to 2.8 TWh and forward transaction turnover volume increased by 5.6% year on year to 21.4 TWh.

Total October 2021 natural gas turnover volume was 15.1 TWh, representing an 11.3% increase year on year, where spot transaction turnover volume decreased by 24.8% year on year to 2.1 TWh and forward transaction turnover volume increased by 20.5% year on year to 13.1 TWh.