Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

New Futures In Trading On GPW

Date 30/09/2019

  • Index futures on WIG.GAMES and on the macrosector indices WIG.MS-FIN, WIG.MS-BAS, WIG.MS-PET are now available in trading on GPW
  • The development of futures is one of GPW’s strategic initiatives

New futures are available in trading on the exchange as of today. Their underlying indices are WIG.GAMES (which groups developers and publishers of computer games) and the macrosector indices  WIG.MS-FIN (banking, insurance, capital market, debt enforcement stocks), WIG.MS-BAS (energy, mining, commodities) and WIG.MS-PET (fuels, gas, chemicals).

Each index portfolio is comprised of five stocks. The number of index participants is fixed. Stocks are included in the portfolio depending on their liquidity. The participation of the biggest stocks is capped at 40%.

Three series of futures are in trading for each index, expiring in December 2019, March 2020, and June 2020. The multiplier (value of 1 index point) is PLN 1 for the WIG.GAMES futures and PLN 2 for the WIG.MS-FIN, WIG.MS-BAS, and WIG.MS-PET futures. The multipliers of the new index futures are different from WIG20 and mWIG40 futures due their index base value of 10,000 points (1,000 points for WIG20 and mWIG40).