Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange: Derivative Instruments Market In April 2011

Date 05/05/2011

  • The volume of trading in derivative instruments was 915 thousand instruments in April 2011 and 14.4 million instruments in the last 12 months (May 2010 – April 2011)
  • The number of open interest was 259 thousand at the end of April, an increase of 27.6% year on year

The volume of trading in WIG20 futures contracts was 791 thousand contracts in April and the number of open interest was 123 thousand contracts at the end of April.

The volume of trading in WIG20 index options was 62 thousand options in April, an increase of 28% year on year. The volume of trading in options was 335 thousand options year to date, which is equivalent to 50% of the total volume in all of 2010 (675 thousand options). The number of open interest in options was 107 thousand options at the end of April, which represents 42% of open interest in all derivative instruments at the end of April.

The volume of trading in share contracts was 47 thousand contracts in April, an increase of 128% year on year. The volume of trading was 222 thousand contracts year to date, which is equivalent to almost 60% of the total volume in all of 2010 (375 thousand contracts). The number of open interest was 10 thousand contracts at the end of April.

For more statistics see Table 1 and Figure 1 and 2.