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- The volume of trading in all derivatives was 1.15 million instruments in May, an increase of 6.4% year on year.
- The number of open interest was 212.17 thousand at the end of May.
WIG20 futures
- The volume of trading in WIG20 futures was 931 thousand contracts in May, an increase of 3.35% year on year;
- The number of open interest in WIG20 futures was 110.3 thousand contracts at the end of May.
Options
- The volume of trading in WIG20 options was 56.2 thousand options in May;
- The volume of trading in the last 12 months (June 2011 – May 2012) was 711.8 thousand options;
- The number of open interest in WIG20 options was 49.5 thousand options at the end of May, the highest figure this year.
Single-stock futures
- The volume of trading in single-stock futures was 44.1 thousand contracts in May;
- The number of open interest in single-stock futures was 14.7 thousand contracts at the end of May, a record-high month-end number of open interest in single-stock futures in the history of the WSE;
- The most traded single-stock futures were:
No. Underlying Trading volume (#) in May 2012
- KGHM SA 9 637
- PKOBP SA 9 339
- PETROLINVEST SA 7 173
- PKN ORLEN SA 5 250
- GTC SA 3 242
Currency futures
- The volume of trading in currency futures was 116.7 thousand contracts in May;
- The most traded currency futures in May were USD/PLN futures. The volume of trading in USD/PLN futures was 100.1 thousand contracts;
- The number of open interest in currency futures was 23.9 thousand contracts.
For more statistics, see Table 1 and Figures 1 and 2 below.
Table 1
Volume of trading (including block trades):
- in May 2012;
- in January-May 2012;
- in the last 12 months (June 2011 – May 2012);
- number of open interest (NOI) at the end of May 2012.
|
LP |
INSTRUMENT |
|
NOI |
||||||||||
|
VOLUME OF TRADING |
(#) |
||||||||||||
|
(#) |
|
||||||||||||
|
MAY |
JANUARY-MAY |
LAST 12 MONTHS |
2011 |
CHANGE |
end of MAY |
||||||||
|
2012 |
2011 |
CHANGE |
2012 |
2011 |
CHANGE |
(JUN'11 - MAY'12) |
(%) |
2012 |
2011 |
CHANGE |
|||
|
(%) |
(%) |
|
(%) |
||||||||||
|
1 |
WIG20 FUTURES |
931 075 |
900 902 |
3.35% |
4 037 508 |
5 190 164 |
-22.21% |
12 489 626 |
13 642 282 |
-8.45% |
110 341 |
123 902 |
-10.94% |
|
2 |
mWIG40 FUTURES |
1 196 |
1 868 |
-35.97% |
6 381 |
12 200 |
-47.70% |
23 620 |
29 439 |
-19.77% |
241 |
865 |
-72.14% |
|
3 |
SINGLE STOCK FUTURES |
44 105 |
72 157 |
-38.88% |
229 479 |
294 094 |
-21.97% |
673 127 |
737 742 |
-8.76% |
14 683 |
12 592 |
16.61% |
|
4 |
CURRENCY FUTURES |
116 667* |
13 140 |
787.88%* |
186 988* |
50 677 |
268.98%* |
335 801* |
199 490 |
68.33%* |
23 914* |
4 296 |
456.66%* |
|
5 |
WIG20 OPTIONS |
56 160 |
83 521 |
-32.76% |
232 414 |
418 350 |
-44.45% |
711 865 |
897 801 |
-20.71% |
49 482 |
144 889 |
-65.85% |
|
6 |
WIG20 INDEX PARTICIPATION UNITS |
3 019 |
12 494 |
-75.84% |
11 085 |
22 611 |
-50.98% |
38 514 |
50 040 |
-23.03% |
13 505 |
17 192 |
-21.45% |
|
|
TOTAL |
1 152 222 |
1 084 082 |
6.29% |
4 703 855 |
5 988 096 |
-21.45% |
14 272 553 |
15 556 794 |
-8.26% |
212 166 |
303 736 |
-30.15% |
Source: WSE
* The standard specification of all listed currency futures was amended as of 1 May 2012. The amendment involved a change of the trading unit (contract size), which was reduced by 10. Under the new rules, each futures contract corresponds to 1,000 currency units (USD, EUR, or CHF), as compared to 10,000 before the change. The significant increase in the trading volume and the number of open interest in currency futures in May 2012 was mainly a result of the change. Please note that the currency futures contract size before the change corresponds to 10 contracts after the change.
Figure 1
Annual volume of trading (including block trades) in all derivative instruments listed on the WSE in 1998 – May 2012 (million instruments).
Source: WSE
Figure 2
Total number of open interest in all derivative instruments at year-end and at the end of May 2012 (thousand instruments).
Source: WSE
