Warsaw Stock Exchange Derivatives Market In February 2014

• The volume of trading in all derivatives was 0.87 million instruments in February 2014
• The number of open interest was 323.3 thousand at the end of February 2014
• The volume of trading in mWIG40 futures was 10.1 thousand contracts in February 2014, an increase of 594%  year on year.

WIG20 futures

• The volume of trading in WIG20 futures was 0.52 million contracts in February 2014,                         an decrease of 12.3% year on year.
• The average volume per session was 25.9 thousand contracts in February 2014.
• The number of open interest in WIG20 futures was 116.8 thousand contracts at the end                     of February 2014. 

mWIG40 futures

• The volume of trading in mWIG40 futures was 10.1 thousand contracts in February 2014, an increase of 594%  year on year
• The average volume per session was 505 contracts in February 2014.
• The number of open interest in mWIG40 futures was 2.9 thousand contracts at the end                          of February 2014.

Options

• The volume of trading in WIG20 options was 37.9 thousand options in February 2014,
  a  decrease of 39.2% year on year.
• The average volume per session was 1.9 thousand options in February 2014.
• The number of open interest in options was 54.3 thousand options at the end of February,                  a increase of 6.7% year on year.

Single-stock futures

• The volume of trading in single-stock futures was 45.1 thousand contracts in February 2014.
• The number of open interest in single-stock futures was 10 thousand contracts at the end                     of February 2014.
• The most traded single-stock futures in February were:

No.  Underlying            Trading volume (#) in February 2014

1. KGHM S.A.                 12 560
2. PKN ORLEN S.A.      10 924
3. PKOBP S.A.                  9 171
4. PZU S.A.                       3 888
5. JSW S.A.                       1 944

Currency futures

• The volume of trading in currency futures was 257.4 thousand contracts in February 2014.
• The most traded currency futures in February 2014 were USD/PLN futures. The volume                      of trading in USD/PLN futures was 232.5  thousand contracts, representing 90% of the volume of trading in all currency futures.
• The number of open interest in currency futures was 130.1 thousand contracts at the end                     of February 2014.

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