Three quarters into 2008, the WSE maintains a high fourth place in Europe regarding index futures contracts volumes. WIG20 futures contract is on 8th place among European index contracts. WIG20 options are on 12th place in terms of turnover volume among European index options.
Table No. 1
Index futures contracts volumes on European exchanges (Q1-Q3 2008)
|
No. |
Exchange |
Turnover
Volume (units) |
|
|
September 2008 |
January-September 2008 |
||
|
1 |
EUREX |
66.422.583 |
371.504.525 |
|
2 |
Liffe
NYSE Euronext |
12.112.749 |
76.525.955 |
|
3 |
OMX |
4.363.442 |
28.423.781 |
|
4 |
WSE |
1.127.321 |
8.657.858 |
|
5 |
SPAIN |
1.073.948 |
8.044.510 |
|
6 |
NORWAY |
925.686 |
6.523.984 |
|
7 |
ITALY |
874.564 |
5.589.782 |
|
8 |
HUNGARY |
340.336 |
2.572.893 |
|
9 |
GREECE |
344.863 |
2.143.257 |
|
10 |
AUSTRIA |
40.351 |
195.713 |
|
11 |
CZECH
REPUBLIC |
492 |
2.469 |
Source: FESE and internet sites of the exchanges.
Table No. 2
Turnover volumes of futures contracts on particular European indices (Q1-Q3 2008) – top 15 contracts.
|
No. |
Exchange |
Index |
Turnover
Volume (units) |
|
|
September 2008 |
January-September 2008 |
|||
|
1 |
EUREX |
DJ E STOXX
50 |
56.630.026 |
312.249.993 |
|
2 |
EUREX |
DAX |
5.449.706 |
36.363.699 |
|
3 |
Liffe NYSE
Euronext |
CAC 40 |
5.022.272 |
36.344.523 |
|
4 |
Liffe NYSE
Euronext |
FTSE 100 |
5.615.047 |
29.362.624 |
|
5 |
OMX |
OMX |
4.290.096 |
27.715.491 |
|
6 |
EUREX |
SMI |
2.174.321 |
13.227.237 |
|
7 |
Liffe NYSE
Euronext |
AEX |
1.226.152 |
9.170.002 |
|
8 |
WSE |
WIG20 |
1.123.991 |
8.638.480 |
|
9 |
NORWAY |
OBX |
925.686 |
6.523.984 |
|
10 |
SPAIN |
IBEX 35 |
737.876 |
5.631.557 |
|
11 |
ITALY |
MIB |
569.914 |
3.589.051 |
|
12 |
HUNGARY |
BUX |
340.336 |
2.572.893 |
|
13 |
SPAIN |
IBEX 35 MINI |
336.072 |
2.412.953 |
|
14 |
ITALY |
Mini MIB |
304.650 |
2.000.731 |
|
15 |
GREECE |
ATHEX-20 |
344.807 |
2.119.895 |
Source: internet sites of the exchanges.
Table No. 3
Turnover volumes of options on particular European indices (Q1-Q3 2008) – top 15 options.
|
No. |
Exchange |
Index |
Turnover
Volume (units) |
|
|
September 2008 |
January-September 2008 |
|||
|
1 |
EUREX |
DJ E STOXX
50 |
44.762.361 |
285.986.563 |
|
2 |
EUREX |
DAX |
10.177.713 |
78.132.384 |
|
3 |
Liffe NYSE
Euronext |
FTSE 100 |
3.129.526 |
21.194.524 |
|
4 |
Liffe NYSE
Euronext |
AEX |
2.872.897 |
20.014.163 |
|
5 |
OMX |
OMX |
1.988.313 |
15.909.211 |
|
6 |
Liffe NYSE
Euronext |
CAC40 |
720.114 |
6.331.184 |
|
7 |
SPAIN |
IBEX 35 |
934.139 |
6.247.432 |
|
8 |
EUREX |
SMI |
546.988 |
4.153.221 |
|
9 |
ITALY |
MIB |
362.493 |
2.855.966 |
|
10 |
NORWAY |
OBX |
179.531 |
1.200.599 |
|
11 |
GREECE |
ATHEX-20 |
62.208 |
367.971 |
|
12 |
WSE |
WIG20 |
31.878 |
244.041 |
|
13 |
EUREX |
MDAX |
21.078 |
173.288 |
|
14 |
EUREX |
DJ STOXX 50 |
7.062 |
79.688 |
|
15 |
EUREX |
TecDAX |
5.626 |
36.665 |
Source: internet sites of the exchanges.
