The year 2003 was yet another one of intensive development of the WSE derivatives market.
The following are the year highlights.
New instruments
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- September 22 - WIG20 index options introduced to trading
All-time high annual trading volume:
- WIG20 futures - 4 118 952 contracts (former record: 3 646 528 in 2001),
- MIDWIG futures - 9 418 contracts (former record: 7 672 in 2002),
- stock futures - 93 055 contracts (former record: 92 097 in 2002).
All-time high monthly WIG20 futures trading value (notional) - PLN 17.8 billion (September).
All-time high daily WIG20 futures trading volume - 42 621 (August 22).
All-time high WIG20 futures liquidity ratio (DLR) - 266% (October).
Additional data
221 series of instruments introduced to trading (83 futures contracts series, 24 options series and 114 warrants series),
206 series expired (78 futures contracts series, 8 options series and 120 warrants series),
11 047 investors concluded transactions on the derivatives market,
1 283 461 transactions amounting to 6 395 784 contracts in trading volume:
- 4 231 949 futures contracts,
- 20 647 options,
- 132 459 index participation units,
- 2 010 729 warrants.
- index futures on WIG20, TechWIG and MIDWIG,
- individual stock futures on stocks of 11 companies,
- currency futures USD/PLN, Euro/PLN (foreign exchange rate futures)
- WIG20 index options, o
- WIG20 index participation units,
- warrants on 14 underlying instruments.
