Warsaw Stock Exchange Derivatives Market In H1 2009

Six months into 2009, the WSE maintains a high fourth place in Europe regarding index futures contracts volumes. WIG20 futures contract is on 7th place (one place higher than in Q1 ‘09) 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 (H1 2009)

No.	Exchange	Turnover Volume (units)
No.	Exchange	June 2009	1H 2009
1	EUREX	38 050 942	211 855 381
2	Liffe NYSE Euronext	9 263 466	48 120 912
3	OMX	2 570 357	18 668 809
4	WSE	1 291 152	6 033 682
5	NORWAY	359 719	4 712 999
6	SPAIN	796 744	4 387 426
7	ITALY	711 927	3 622 921
8	HUNGARY	233 611	1 309 020
9	GREECE*	bd	bd
10	AUSTRIA	55 632	134 374

Source: internet sites of the exchanges.

Table No. 2

Turnover volumes of futures contracts on particular European indices (H1 2009) – top 15 contracts.

No.	Exchange	Index	Turnover Volume (units)
No.	Exchange	Index	June 2009	1H 2009
1	EUREX	DJ E STOXX 50	31 976 716	178 923 108
2	Liffe NYSE Euronext	CAC 40	3 582 976	21 425 822
3	EUREX	DAX	3 403 557	20 979 250
4	Liffe NYSE Euronext	FTSE 100	4 518 127	20 357 586
5	OMX	OMXS30	2 525 328	18 327 980
6	EUREX	SMI	1 232 116	6 984 433
7	WSE	WIG20	1 288 869	6 019 859
8	Liffe NYSE Euronext	AEX	818 729	5 438 474
9	SPAIN	IBEX 35	501 284	2 792 158
10	NORWAY	OBX	731 738	4 712 999
11	ITALY	S&P/MIB	475 386	2 214 885
12	SPAIN	IBEX 35 MINI	295 460	1 595 268
13	ITALY	Mini S&P/MIB	236 541	1 408 036
14	HUNGARY	BUX	233 611	1 309 020
15	GREECE*	FTSE/ATHEX 20*	bd	bd

Source: internet sites of the exchanges.

Table No. 3

Turnover volumes of options on particular European indices (H1 2009).

No.	Exchange	Index	Turnover Volume (units)
No.	Exchange	Index	June 2009	1H 2009
1	EUREX	DJ E STOXX 50	25 458 510	158 065 696
2	EUREX	DAX	7 150 081	43 490 404
3	Liffe NYSE Euronext	FTSE 100	1 999 371	14 842 421
4	Liffe NYSE Euronext	AEX	2 018 884	11 686 085
5	OMX	OMXS30	1 035 342	7 377 894
6	Liffe NYSE Euronext	CAC40	574 478	3 614 620
7	SPAIN	IBEX 35	469 119	2 326 982
8	EUREX	SMI	258 149	2 310 781
9	ITALY	S&P/MIB	215 346	1 288 605
10	NORWAY	OBX	94 279	359 719
11	WSE	WIG20	47 878	188 418
12	GREECE *	FTSE/ATHEX 20*	nd	nd
13	EUREX	DJ STOXX 50	6 045	43 814
14	EUREX	TecDAX	3 407	19 207

Source: internet sites of the exchanges.

nd – no data
* position in ranking on the basis of statistics at the end of May 2009