Warsaw Stock Exchange Derivatives Market In March 2013

• The volume of trading in all derivatives was 1.3 million instruments in March 2013.
• The number of open interest was 211.7 thousand at the end of March 2013.

WIG20 futures

• The volume of trading in WIG20 futures was 896.8 thousand contracts in March 2013;
• The number of open interest in WIG20 futures was 116.4 thousand contracts at the end of March 2013.

Options

• The volume of trading in WIG20 options was 74.4 thousand options in March 2013;
• The number of open interest in options was 35.8 thousand options at the end of March 2013.

Single-stock futures

• The volume of trading in single-stock futures was 75.1 thousand contracts in March 2013;
• The number of open interest in single-stock futures was 11.4 thousand contracts at the end of March 2013;
• The most traded single-stock futures in March were:

No.  Underlying                            Trading volume (#) in March 2013

1. 1.     PKO BP SA                           19 030
2. 2.     KGHM SA                              17 991
3. 3.     PKN ORLEN SA                  14 555  
4. 4.     GRUPA LOTOS SA                5 971
5. 5.     TPSA                                         4 855

Currency futures

• The volume of trading in currency futures was 241.2 thousand contracts in March 2013*;
• The most traded currency futures in March 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 217.7 thousand contracts, representing 90.3% of the volume of trading in all currency futures;
• The number of open interest in currency futures was 36.7 thousand contracts at the end of March 2013.

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