Derivatives
In January 2010 the trading volume in all derivatives was 1 million instruments and the total number of open interest at the end of January in all derivative contracts was 172.8 thousand instruments.
The total trading volume in all derivatives in the last 12 months (from February 2009 to January 2010) for the first time in WSE history exceeded 14 million instruments (to be precise it totaled 14,090,686 instruments).
In January this year a record-high number of block trades involving WIG20 options was recorded. A total of 33 trades were concluded for 10,800 options. Total value of those block trades calculated according to the premiums amounted to PLN 10.1 million.
More statistics are in Table No. 1 and in Figures No. 1 & 2.
Structured products
In January structured products value totaled PLN 22.5 million, of which PLN 1.1 million worth of bonds and PLN 21.4 million worth of certificates. Trading volume was 240.5 thousand products.
In January ’10 two products were launched:
- 6 January - db WIG20 Discount certificate issued by Deutsche Bank London,
- 27 January – Top 5 Profit structured bond issued by SecurAsset S.A.
At the end of January there were 71 structured products listed on the Warsaw Stock Exchange, including 17 bonds and 54 structured certificates.
