Warsaw Stock Exchange Derivatives Market In December 2013

• The volume of trading in all derivatives was 1.13 million instruments in December 2013
• The number of open interest was 193.5 thousand at the end of December 2013
• DOM MAKLERSKI BANKU OCHRONY ŚRODOWISKA S.A. began to act as a market maker for the stock futures contracts of the company ALIOR BANK S.A. and for the mWIG40 index futures contracts.

WIG20 futures

• The volume of trading in WIG20 futures was 0.87 million contracts in December 2013, an increase of 10.5% year on year.
  • The incremental volume of trading year to date was 8.3 million contracts, a decrease of 9% year on year.
• The number of open interest in WIG20 futures was 95.7 thousand contracts at the end of December 2013. 

mWIG40 futures

• The volume of trading in mWIG40 futures was 11.5 thousand contracts in December 2013.
• The incremental volume of trading year to date was 81.5 thousand contracts, an increase of 479.9% year on year.
• The number of open interest in mWIG40 futures was 1.2 thousand contracts at the end of December 2013. 

Options

• The volume of trading in WIG20 options was 69.3 thousand options in December 2013, a decrease of 11.9% year on year.
  • The incremental volume of trading year to date was 808.4 thousand contracts, an increase of 13% year on year.
• The number of open interest in options was 39.2 thousand options at the end of December 2013.

Single-stock futures

• The volume of trading in single-stock futures was 42.7 thousand contracts in December 2013.
• The incremental volume of trading year to date was 613.6 thousand contracts, an increase of 13.5% year on year.
• The number of open interest in single-stock futures was 7.3 thousand contracts at the end of December 2013.
• The most traded single-stock futures in December were:

No. Underlying                           Trading volume (#) in December 2013

1. PKOBP S.A.                         15 468
2. PKN ORLEN S.A.                 8 225
3. KGHM S.A.                            7 568
4. PZU S.A.                                3 282
5. LOTOS S.A.                           1 823

Currency futures

• The volume of trading in currency futures was 137.4 thousand contracts in December 2013*.
• The most traded currency futures in December 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 120.3 thousand contracts, representing 87.6% of the volume of trading in all currency futures.
• The number of open interest in currency futures was 41.1 thousand contracts at the end of December 2013.

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