Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange Derivatives Market In April 2013

Date 07/05/2013

  • The volume of trading in all derivatives was 972.1 thousand instruments in April 2013.
  • The number of open interest was 219.3 thousand at the end of April 2013.

WIG20 futures

  • The volume of trading in WIG20 futures was 634.0 thousand contracts in April 2013;
  • The number of open interest in WIG20 futures was 114.6 thousand contracts at the end of April 2013. 

Options

  • The volume of trading in WIG20 options was 52.5 thousand options in April 2013;
  • The number of open interest in options was 45.4 thousand options at the end of April 2013. 

Single-stock futures

  • The volume of trading in single-stock futures was 58.0 thousand contracts in April 2013;
  • The number of open interest in single-stock futures was 13.3 thousand contracts at the end of April 2013;
  • The most traded single-stock futures in April were:

No. Underlying                           Trading volume (#) in April 2013

  1. KGHM SA                            23 013
  2. PKO BP SA                          11 376
  3. PKN ORLEN SA                 9 488    
  4. PZU SA                                2 675
  5. GRUPA LOTOS SA            2 471

Currency futures

  • The volume of trading in currency futures was 224.0 thousand contracts in April 2013*;
  • The most traded currency futures in April 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 206.1 thousand contracts, representing 92.0% of the volume of trading in all currency futures;
  • The number of open interest in currency futures was 34.6 thousand contracts at the end of April 2013. 

For more statistics, see Table 1 and Figures 1 and 2.

*All figures concerning trade in derivatives include the change in the standard specification of currency futures contracts as of 1 May 2012 whereby the size of such contracts was divided by 10.