Warsaw Stock Exchange Derivatives Market In 1Q 2009

After 1Q’ 2009, 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 11th place in terms of turnover volume among European index options.

Table No. 1

Index futures contracts volumes on European exchanges (1Q 2009)

No.	Exchange	Turnover Volume (units)
No.	Exchange	March 2009	1Q’ 2009
1	EUREX	51,616,176	115,503,103
2	Liffe NYSE Euronext	10,822,346	25,064,101
3	OMX	3,379,873	10,017,969
4	WSE	1,072,711	2,724,422
5	NORWAY	752,921	2,277,332
6	SPAIN	765,581	2,037,834
7	ITALY	834,105	1,752,405
8	HUNGARY	218,234	585,859
9	GREECE	191,650	484,604
10	AUSTRIA	46,728	67,055
11	CZECH REPUBLIC	168	585

Source: FESE and internet sites of the exchanges

Table No. 2

Turnover volumes of futures contracts on particular European indices in 1Q’ 2009 – top 15 contracts.

No.	Exchange	Index	Turnover Volume (units)
No.	Exchange	Index	March 2009	March 2009
1	EUREX	DJ E STOXX 50	43,499,956	97,631,927
2	EUREX	DAX	4,403,048	11,155,776
3	Liffe NYSE Euronext	FTSE 100	5,468,468	10,947,394
4	Liffe NYSE Euronext	CAC 40	4,090,604	10,936,973
5	OMX	OMXS30	3,325,503	9,872,132
6	EUREX	SMI	2,042,922	4,115,582
7	Liffe NYSE Euronext	AEX	1,038,312	2,807,051
8	WSE	WIG20	1,070,139	2,718,085
9	NORWAY	OBX	752,921	2,277,332
10	SPAIN	IBEX 35	494,925	1,330,851
11	ITALY	S&P/MIB	543,185	1,063,823
12	SPAIN	IBEX 35 MINI	270,656	706,983
13	ITALY	Mini S&P/MIB	290,920	688,582
14	HUNGARY	BUX	218,234	585,859
15	GREECE	FTSE/ATHEX 20	191,650	484,604

Source: internet sites of the exchanges

Table No. 3

Turnover volumes of options on particular European indices in 1Q 2009 – top 15 options.

No.	Exchange	Index	Turnover Volume (units)
No.	Exchange	Index	March 2009	March 2009
1	EUREX	DJ E STOXX 50	32,825,925	88,918,101
2	EUREX	DAX	7,401,337	23,057,756
3	Liffe NYSE Euronext	FTSE 100	3,220,347	8,362,634
4	Liffe NYSE Euronext	AEX	2,147,575	5,959,220
5	OMX	OMXS30	1,209,854	3,300,833
6	Liffe NYSE Euronext	CAC40	567,565	1,599,299
7	EUREX	SMI	596,387	1,445,585
8	SPAIN	IBEX 35	534,938	1,194,303
9	ITALY	S&P/MIB	292,786	670,605
10	NORWAY	OBX	44,399	166,117
11	WSE	WIG20	32,615	87,284
12	GREECE	FTSE/ATHEX 20	27,446	65,709
13	EUREX	DJ STOXX 50	2,240	32,059
14	EUREX	TecDAX	8,394	11,709
15	EUREX	MDAX	3,605	8,690

Source: internet sites of the exchanges