Derivatives
In March 2010 total trading volume in all derivatives was 1.67 million instruments and it was the highest derivatives monthly trading volume in the WSE history (the previous record was in October 2008 when trading volume reached 1.56 million instruments). The number of open interest was 179 thousand.
Trading volume on a year-to-date basis (in January-March period) was 4.1 million instruments and was up by 33% compared to trading volume in the same period last year. Trading volume in the last 12 months (in April 2009 - March 2010 period) was 14.9 million instruments and was up by 7.3% compared to 2009 trading volume.
In March a record-high monthly trading volume was recorded for WIG20 futures that totalled 1.5 million instruments. The previous record-high month was October 2008 when the trading volume was 1.42 million futures. The number of open interest on WIG20 futures contracts was 116.5 thousand contracts at the end of March and it was the highest ever number of open interest at the end of month on the WSE.
March this year was also record high month for WIG20 options. Monthly trading volume totalled 84.9 thousand options. The previous record month was February this year when trading volume in options was 53.6 thousand instruments (thus this month’s record is up by 58%).
More statistics can be found in Table No. 1 and in Figures Nos. 1 & 2.
Structured products
In March the trading value totalled PLN 33.9 million, of which PLN 1.86 million was in bonds and PLN 32.04 million was in certificates. Trading volume was 583 thousand products.
On 9 March 40 structured certificates issued by Raiffeisen Centrobank AG (RCB) were listed for the first time. New instruments enable the investors to get exposure, among others, to European and global equity, raw material, metal, agricultural produce, real estate and energy markets.
22 March – Top 5 Duo bond issued by SecurAsset S.A. was listed for the first time.
On 25 March a historical record was set for the trading volume in structured bonds at the level of 120.844 bonds. Previous record high trading volume in these instruments, at the level of 82,716 bonds, was recorded during trading session held on 4 August 2008.
On 30 March structured certificates of db Express WIG20 XIV, issued by Deutsche Bank AG, London Branch were listed for the first time.
At the end of March this year there were 111 structured products listed on the Warsaw Stock Exchange, including 18 bonds and 93 structured certificates.