Warsaw Stock Exchange Derivatives Market In January 2014

• The volume of trading in all derivatives was 0.96 million instruments in January 2014
• The number of open interest was 198.4 thousand at the end of January 2014
• The volume of trading in mWIG40 futures was 13.9 thousand contracts in January 2014, an increase of 674%  year on year. 

WIG20 futures

• The volume of trading in WIG20 futures was 0.65 million contracts in January 2014, an increase of 8.7% year on year.
• The average volume per session in January 2014 was 31.2 thousand contracts.
• The number of open interest in WIG20 futures was 115.6 thousand contracts at the end of January 2014. 

mWIG40 futures

• The volume of trading in mWIG40 futures was 13.9 thousand contracts in January 2014, an increase of 674%  year on year.
• The average volume per session in January 2014 was 664 contracts.
• The number of open interest in mWIG40 futures was 2.5 thousand contracts at the end of January 2014.

Options

• The volume of trading in WIG20 options was 40.8 thousand options in January 2014, a  decrease of 17.5% year on year.
• The average volume per session in January 2014 was 1.9 thousand options.
• The number of open interest in options was 49,1 thousand options at the end of January, a increase of 46.6% year on year.

Single-stock futures

• The volume of trading in single-stock futures was 49.3 thousand contracts in January 2014.             
• The average volume per session in January 2014 was 2.4 thousand contracts.
• The number of open interest in single-stock futures was 12.4 thousand contracts at the end of January 2014.
• The most traded single-stock futures in January were:

No.  Underlying            Trading volume (#) in January 2014

1. PKOBP S.A.                        17 826
2. PKN ORLEN S.A.                  10 948
3. KGHM S.A.                            7 648
4. PZU S.A.                                3 608
5. JSW S.A.                               2 792 

Currency futures

• The volume of trading in currency futures was 202 thousand contracts in January 2014*
• The most traded currency futures in January 2014 were USD/PLN futures. The volume of trading in USD/PLN futures was 171.7 thousand contracts, representing 85.0% of the volume of trading in all currency futures.
• The number of open interest in currency futures was 57.3 thousand contracts at the end of January 2014.

For more statistics, click here to 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.