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Trading on the Warsaw Stock Exchange - October 2011

Date 03/11/2011

  • The value of session trading on the WSE Main Market increased by 6.6% year on year in October 2010; the number of session transactions increased by 12.1%
  • The value of session trading on the Main Market reached PLN 215.8 billion in January – October 2011, more than in all of 2010 (PLN 206.9 billion)
  • The monthly volume of trading in index futures increased by 13.0% year on year
  • Ten months into the year, 2011 is a record-breaking year for the volume of trading in currency futures on the WSE (167.0 thousand contracts)

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

Shares 1)

Main Market

The value of session trading on the Main Market grew year on year in October 2011 although the main stock exchange indices went down. The value of session trading was PLN 20.3 billion, an increase of 6.6% compared to October 2010. The incremental value of trading year to date was PLN 215.8 billion, an increase of 28.4% year on year and PLN 8.9 billion more than the annual turnover generated in all of 2010.

The WIG index lost 11.0% year on year and 13.3% year to date at the end of October 2011.

NewConnect

The value of session trading was PLN 107.5 million in October 2011 and the incremental value of trading year to date was PLN 1.7 billion, as compared to PLN 236.1 million and PLN 1.4 billion, respectively, in 2010. The incremental value of trading in January-October increased by 23.8% year on year.

The NCIndex lost 29.2% year on year and 31.4% year to date at the end of October 2011.

Derivative instruments

Futures contracts: The monthly volume of trading in index futures was 1.1 million contracts in October 2011, an increase of 13% year on year. The volume of trading in single-stock futures in October nearly doubled year on year. Trading in January-October increased by 113.4% year on year.

Ten months into the year, 2011 is a record-breaking year for the volume of trading in currency futures on the WSE. The incremental volume of trading year to date was 167.0 thousand contracts, an increase of 69.3% year on year and more than the turnover generated in the record-high year 2009 (161.7 thousand).

Options: The volume of trading was 41.6 thousand in October 2011, as compared to 51.3 thousand in October 2010. The incremental volume of trading in options year to date was more than 800 thousand, an increase of 52.3% year on year.

Structured products, investment certificates and ETF 

Structured products and investment certificates: The value of trading in investment certificates and structured products was PLN 57.5 million (structured products: PLN 37.2 million; investment certificates: PLN 20.3 million). The incremental value of trading in structured products year to date increased by 22.8% and the value of trading in certificates increased by 88.0% year on year.

ETF: The value of trading in ETFs was PLN 27.0 million in October 2011, as compared to PLN 24.5 million in October 2010. The incremental value of trading was PLN 247.0 million year to date.

Fixed-income instruments

          Catalyst

The value of session trading was PLN 102.9 million in October 2011 and PLN 1.04 billion in January – October 2011, as compared to PLN 95.0 million in October 2010 and PLN 1.15 billion in January – October 2010. The number of transactions increased by 20.9% compared to October 2010 and reached 2.4 thousand. The value of listed bond issues (corporate, municipal and mortgage bonds) was PLN 35.2 billion at the end of October 2011, an increase of 59.8% year on year.

          Treasury BondSpot Poland

The value of cash transactions in October increased by more than 200% year on year and reached PLN 31.0 billion while the value of conditional transactions increased from PLN 29.5 billion to PLN 54.0 billion (up by 83.2%). The incremental value of cash transactions was more than PLN 250 billion in January – October 2011, an increase of 130.7% year on year; the value of conditional transactions was PLN 654.2 billion, more than a four-fold increase year on year.

The WSE held 21 trading sessions in October 2011, the same as in October 2010.

WSE Trading Statistics October 2011