Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange: Derivatives Market In March 2012

Date 13/04/2012

  • The volume of trading in all derivatives was 1.08 million instruments in March;
  • The number of open interest was 148.1 thousand at the end of March;
  • Two new futures contracts on shares of the companies Boryszew SA and Kulczyk Oil Ventures Inc. were introduced to trading. 

WIG20 futures

  • The volume of trading in WIG20 futures was 947.5 thousand contracts in March;
  • The number of open interest in WIG20 futures was 97.4 thousand contracts at the end of March.

Options

  • The volume of trading in WIG20 options was 64.3 thousand options in March;
  • The volume of trading in the last 12 months (April 2011 – March 2012) was 768.1 thousand options;
  • The number of open interest in WIG20 options was 25.2 thousand options at the end of March.

Single-stock futures

  • The volume of trading in single-stock futures was 51.1 thousand contracts in March;
  • The number of open interest in single-stock futures was 11.6 thousand contracts at the end of March;
  • Two new futures contracts on shares of the companies Boryszew SA and Kulczyk Oil Ventures Inc. were introduced to trading in March. There are 22 single-stock futures in trading: 17 contracts on shares of WIG20 companies and 5 contracts on shares of mWIG40 companies;
  • The most traded single-stock futures in March were:

No.         Underlying                        Trading volume (#) in March 2012
1.            KGHM SA                         12 388
2.            PKOBP SA                        10 662
3.            PKN ORLEN SA                   6 551
4.            PETROLINVEST SA              6 403
5.            TP SA                                2 618

Currency futures

  • The volume of trading in currency futures was 17.2 thousand contracts in March, an increase of 39% year on year;
  • The most traded currency futures in March were USD/PLN futures. The volume of trading in USD/PLN futures was 14.5 thousand contracts;
  • The number of open interest in currency futures was 1.9 thousand contracts.