Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange Derivatives Market In October 2013

Date 08/11/2013

  • The volume of trading in all derivatives was 0,82 million instruments in October 2013
  • The number of open interest was 241.5 thousand at the end of October 2013
  • Futures contracts on WIBOR reference rates and futures contracts on short-term,
    mid-term and long-term Treasury bonds have been introduced to trading on WSE on 18 October 2013. The volume of trading in these instruments was 1.82 thousand contracts at the end of October

WIG20 futures

  • The volume of trading in WIG20 futures was 0,54 million contracts in October 2013, a decrease of 4.7% year on year
  • The incremental volume of trading year to date was 6.9 million contracts, a decrease of 10.3% year on year.
  • The number of open interest in WIG20 futures was 113.7 thousand contracts at the end of October 2013.

mWIG40 futures

  • The volume of trading in mWIG40 futures was 11.2 thousand contracts in October 2013.
  • The incremental volume of trading year to date was 60.9 thousand contracts, a decrease of 896.6% year on year.
  • The number of open interest in mWig40 futures was 2.6 thousand contracts at the end of October 2013.

Options

  • The volume of trading in WIG20 options was 42.1 thousand options in October 2013,
    a  decrease of 19,7% year on year.
  • The incremental volume of trading year to date was 690.2 thousand contracts, an increase of 26.8% year on year.
  • The number of open interest in options was 53.5 thousand options at the end of October 2013.

Single-stock futures

  • The volume of trading in single-stock futures was 27 thousand contracts in October 2013.
  • The incremental volume of trading year to date was 535.9 thousand contracts, an increase of 23.4% year on year.
  • The number of open interest in single-stock futures was 11 thousand contracts at the end of October 2013.
  • The most traded single-stock futures in October were:

No.  Underlying                            Trading volume (#) in October 2013

  1. PKOBP S.A.                           8 265
  2. KGHM S.A.                             6 757
  3. PKN ORLEN S.A.                  4 188
  4. PZU S.A.                                 1 866
  5. 5.     CD PROJEKT S.A.                1 565

Currency futures

  • The volume of trading in currency futures was 196 thousand contracts in October 2013*.
  • The most traded currency futures in October 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 179.9 thousand contracts, representing 91.8% of the volume of trading in all currency futures.
  • The number of open interest in currency futures was 51.6 thousand contracts at the end of October 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.

Statistics