Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange: Derivatives Market: January - September 2011

Date 24/10/2011

  • WSE remains #4 in Europe by the volume of trading in index futures;
  • WIG20 futures rank #7 by the volume of trading among index futures in Europe
  • WIG20 options have moved up one position and rank # 12 by the volume of trading among index options in Europe

Table 1

Volume of trading in index futures on European exchanges (Jan-Sep 2011).

No.

EXCHANGE 

Volume of trading

in Jan-Sep

2011

(#)

1

EUREX

374 692 879

2

Liffe NYSE Euronext

74 612 223

3

OMX

26 990 672

4

WSE

10 370 465

5

ITALY

7 077 103

6

SPAIN

6 888 814

7

NORWAY

5 254 084

8

GREECE

2 023 902

9

HUNGARY

1 469 815

10

AUSTRIA

269 487

11

ROMANIA

32 177

12

CZECH REPUBLIC

1 049

Source: Exchange websites, FESE

 

Table 2

Volume of trading in index futures in Europe (Jan-Sep 2011): top 15 contracts

No.

EXCHANGE

INDEX

Volume of trading

in Jan-Sep

2011

(#) 

1

EUREX

EURO STOXX 50

316 342 960

2

Liffe NYSE Euronext

CAC 40

35 023 481

3

EUREX

DAX

33 627 983

4

Liffe NYSE Euronext

FTSE 100

29 687 651

5

OMX

OMXS30

26 424 921

6

EUREX

SMI

10 406 770

7

WSE

WIG20

10 345 170

8

Liffe NYSE Euronext

AEX

9 657 427

9

NORWAY

OBX

5 254 084

10

ITALY

FTSE MIB

4 748 411

11

SPAIN

IBEX 35

4 329 417

12

EUREX

EURO STOXX® Banks

3 869 464

13

SPAIN

IBEX 35 MINI

2 559 397

14

GREECE

FTSE/ATHEX 20

2 022 358

15

EUREX

STOXX® Europe 600 Banks

1 853 489

Source: Exchange websites

 

 

Table 3

Volume of trading in index options in Europe (Jan-Sep 2011): top 15 options.

No.

EXCHANGE

INDEX

Volume of trading

in Jan-Sep

2011

(#)

1

EUREX

EURO STOXX 50

274 733 805

2

EUREX

DAX

51 975 404

4

Liffe NYSE Euronext

FTSE 100

15 643 396

3

Liffe NYSE Euronext

AEX

12 562 192

5

OMX

OMXS30

9 425 297

7

EUREX

KOSPI 200

7 991 933

6

EUREX

SMI

4 360 083

8

Liffe NYSE Euronext

CAC40

3 953 560

9

ITALY

FTSE MIB

2 795 964

10

SPAIN

IBEX 35

1 587 565

11

EUREX

EURO STOXX® Banks Options

1 351 508

12

WSE

WIG20

773 371

13

EUREX

STOXX Europe 600 Banks Options

742 495

14

NORWAY

OBX

564 044

15

GREECE

FTSE/ATHEX 20

271 165

Source: Exchange websites