Warsaw Stock Exchange Derivatives Market In November 2013

• The volume of trading in all derivatives was 0,71 million instruments in November 2013
• The number of open interest was 263.3 thousand at the end of November 2013
• The volume of trading in mWIG40 futures (Jan-Nov 2013) was five times higher than in 2012 year

WIG20 futures• The volume of trading in WIG20 futures was 0.46 million contracts in November 2013, a decrease of 18.2% year on year.• The incremental volume of trading year to date was 7.4 million contracts, a decrease of 10.9% year on year.• The number of open interest in WIG20 futures was 124.4 thousand contracts at the end of November 2013.

mWIG40 futures

• The volume of trading in mWIG40 futures was 9.1 thousand contracts in November 2013.
• The incremental volume of trading year to date was 70 thousand contracts, a decrease of 460.5% year on year.
• The number of open interest in mWIG40 futures was 3.1 thousand contracts at the end of November 2013.

Options

• The volume of trading in WIG20 options was 48.9 thousand options in November 2013, a  decrease of 47.2% year on year.
• The incremental volume of trading year to date was 739.1 thousand contracts, an increase of 16.1% year on year.
• The number of open interest in options was 67.8 thousand options at the end of November 2013.

Single-stock futures

• The volume of trading in single-stock futures was 35 thousand contracts in November 2013.
• The incremental volume of trading year to date was 570.9 thousand contracts, an increase of 15.9% year on year.
• The number of open interest in single-stock futures was 12.2 thousand contracts at the end of November 2013.• The most traded single-stock futures in November were:

No.  Underlying                            Trading volume (#) in November 2013

1. PKOBP S.A.                          13 617
2. KGHM S.A.                            6 955
3. PKN ORLEN S.A.                    5 702
4. PZU S.A.                               2 768
5. LOTOS S.A.                           1 246

Currency futures

• The volume of trading in currency futures was 156.8 thousand contracts in November 2013*.
• The most traded currency futures in November 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 141.8 thousand contracts, representing 90.5% of the volume of trading in all currency futures.
• The number of open interest in currency futures was 46.9 thousand contracts at the end of November 2013.

*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.

For more statistics, see Table 1 and Figures 1 and 2.