- The volume of trading in all derivatives was 875.0 thousand instruments in May 2013.
- The number of open interest was 254.5 thousand at the end of May 2013.
WIG20 futures
- The volume of trading in WIG20 futures was 541.0 thousand contracts in May 2013;
- The number of open interest in WIG20 futures was 117.4 thousand contracts at the end of May 2013.
Options
- The volume of trading in WIG20 options was 78.7 thousand options in May 2013;
- The number of open interest was 63.7 thousand options at the end of May 2013.
Single-stock futures
- The volume of trading in single-stock futures was 51.4 thousand contracts in May 2013;
- The number of open interest in single-stock futures was 13.5 thousand contracts at the end of May 2013;
- The most traded single-stock futures in May were:
No. Underlying Trading volume (#) in May 2013
- PKO BP SA 15 704
- KGHM S.A. 13 100
- PKN ORLEN SA 9 741
- PZU SA 2 888
- GRUPA LOTOS SA 2 307
Currency futures
- The volume of trading in currency futures was 199.1 thousand contracts in May 2013*;
- The most traded currency futures in May 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 176.3 thousand contracts, representing 88.6% of the volume of trading in all currency futures;
- The number of open interest in currency futures was 47.9 thousand contracts at the end of May 2013.
For more statistics, see Table 1 and Figures 1 and 2 below.
*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.
Table 1 Volume of trading (including block trades):
- in May 2013;
- in June 2012 – May 2013;
- number of open interest (NOI) at the end of May 2013.
|
INSTRUMENT |
|
|
||||||||||
|
VOLUME OF TRADING |
NOI |
|||||||||||
|
(#) |
(#) |
|||||||||||
|
MAY |
JAN - MAY 2013 |
JAN - MAY 2012 |
CHANGE |
LAST 12 MONTHS JUN'12-MAY'13 |
2012 |
CHANGE |
END OF MAY |
|||||
|
2013 |
2012 |
CHANGE |
(%) |
(%) |
2013 |
2012 |
CHANGE |
|||||
|
(%) |
|
|
|
(%) |
||||||||
|
WIG20 FUTURES |
540 967 |
931 075 |
-41,90% |
3 266 206 |
4 037 508 |
-19,10% |
8 305 738 |
9 077 040 |
-8,50% |
117 379 |
110 341 |
6,38% |
|
mWIG40 FUTURES |
3 204 |
1 196 |
167,89% |
12 936 |
6 381 |
102,73% |
20 603 |
14 048 |
46,66% |
849 |
241 |
252,28% |
|
SINGLE STOCK FUTURES |
51 406 |
44 105 |
16,55% |
313 241 |
229 479 |
36,50% |
624 092 |
540 330 |
15,50% |
13 544 |
14 683 |
-7,76% |
|
CURRENCY FUTURES |
199 074 |
116 667 |
70,63% |
1 099 183 |
186 988 |
487,84% |
1 873 130 |
960 935 |
94,93% |
47 922 |
23 914 |
100,39% |
|
WIG20 OPTIONS |
78 710 |
56 160 |
40,15% |
317 348 |
232 414 |
36,54% |
800 298 |
715 364 |
11,87% |
63 713 |
49 482 |
28,76% |
|
INDEX PARTICIPATION UNITS |
1 635 |
3 019 |
-45,84% |
3 810 |
11 085 |
-65,63% |
21 335 |
28 610 |
-25,43% |
11 082 |
13 505 |
-17,94% |
|
TOTAL |
874 996 |
1 152 222 |
-24,06% |
5 012 724 |
4 598 855 |
6,57% |
11 645 196 |
11 336 327 |
2,72% |
254 489 |
212 166 |
19,95% |
*The statistics of currency futures contracts include the change of the standard specification of currency futures as of 1 May 2012 whereby the size of such contracts was divided by 10.
Figure 1 Annual volume of trading (including block trades) in all derivative instruments listed on the WSE in 1998 – May 2013 (million instruments).
Figure 2 Total number of open interest in all derivative instruments at year-end and at the end of May 2013 (thousand instruments).
