Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Warsaw Stock Exchange Derivatives Market In September 2013

Date 07/10/2013

  • The volume of trading in all derivatives was 1.45 million instruments in September 2013.
  • The number of open interest was 197 thousand at the end of September 2013.


WIG20 futures 

  • The volume of trading in WIG20 futures was 982.9 thousand contracts in September 2013, an increase of 12.4% year on year.
  • The incremental volume of trading year to date was 6.4 million contracts, a decrease of 10.1% year on year.
  • The number of open interest in WIG20 futures was 95.8 thousand contracts at the end of September 2013.

Options

  • The volume of trading in WIG20 options was 88.4 thousand options in September 2013, an increase of 17.3% year on year. The incremental volume of trading year to date (January-September ) was 648 thousand options, an increase of 31.8% year on year.
  • The number of open interest in options was 43.3 thousand options at the end of September 2013, an increase of 107.6% year on year.

Single-stock futures

  • The volume of trading in single-stock futures was 39.6 thousand contracts in September 2013, an increase of 4.1% year on year. The incremental volume of trading year to date was 508.8 thousand contracts, an increase of 37.4% year on year.
  • The number of open interest in single-stock futures was 7.4 thousand contracts at the end of September 2013.
  • The most traded single-stock futures in September were:

No.  Underlying                            Trading volume (#) in September 2013

  1. 1.     KGHM S.A.                           10 316
  2. 2.     PKOBP S.A.                           9 667
  3. 3.     PKN ORLEN S.A.                 5 615
  4. 4.     PZU S.A.                                4 196
  5. 5.     CD PROJEKT S.A.               1 876

Currency futures

  • The volume of trading in currency futures was 327.1 thousand contracts in September 2013, an increase of 160.6% year on year.
  • The most traded currency futures in September 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 292.1 thousand contracts, representing 80.1% of the volume of trading in all currency futures.
  • The number of open interest in currency futures was 39.6 thousand contracts at the end of September 2013.

For more statistics, see Table 1 and Figures 1 and 2.