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Derivative instruments
The derivative instruments market broke new records in February. The volume of trading in all derivative instruments was 1.39 million instruments, the third highest monthly trading volume in the history of the WSE. The number of open interest was 188.9 thousand at the end of February, the highest month-end level recorded in the history of the WSE.
The volume of trading year to date (January-February 2010) was 2.4 million instruments, up by 31% year on year. The volume of trading in the last 12 months (March 2009 – February 2010) was over 14 million instruments (14.45 million), up by 4% year on year.
Trading in WIG20 options broke new records in February 2010:- The monthly volume of trading in options was 53,616 options (including 9,500 options in block trades), the highest monthly volume of trading in options in the history of the WSE;
- The daily volume of trading in options was record-high at 8,403 options on 5 February 2010. The previous record-high daily volume of trading at 6,172 options was reported on 7 February 2007;
- The number of open interest in options at the end of the trading day on 26 February 2010 (the last day of trading in February) was 57,299, the highest end-of-day level in the history of the WSE.
For more statistics see Table 1 and Figures 1 and 2.
Structured products
The value of trading in structured products in February was record-high at PLN 52.3 million, including PLN 0.9 million of bonds and PLN 51.4 million of certificates. The volume of trading was over 888 thousand instruments.
The volume of trading in structured products was record-high at 212,236 instruments on 3 February (value of trading at PLN 6.36 million). The previous record-high daily trading volume at 58,750 instruments was reported on 13 February 2008.
The WSE listed 71 structured products at the end of February 2010, including 17 bonds and 54 certificates.
Click here for further details and statistics.
