Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

WSE Derivatives - Q1 2011

Date 14/04/2011

  • WSE maintains a high fourth place in Europe in terms of index futures contract volumes
  • WIG20 futures contract ranked 6th among European index contracts
  • WIG20 options are ranked 13th in terms of turnover volume among European index options


Table No. 1

Index futures contracts volumes on European exchanges (Q1 2011).

No

Exchange

Turnover volume in Q1 2011 (instruments)

1

EUREX

112 569 931

2

Liffe NYSE Euronext

24 382 345

3

OMX

8 158 726

4

WSE

3 506 970

5

SPAIN

2 475 753

6

ITALY

2 069 295

7

NORWAY

1 551 386

8

GREECE

670 327

9

HUNGARY

454 062

10

AUSTRIA

70 553

11

CZECH REPUBLIC

462

            Source: exchanges websites and FESE.

Table No. 2

Turnover volumes of futures contracts on particular European indices
(Q1 2011) – top 15 contracts.

No

Exchange

Index

Turnover volume in Q1 2011 (instruments)

1

EUREX

EURO STOXX 50

94 757 810

2

Liffe NYSE Euronext

CAC 40

11 484 580

3

EUREX

DAX

10 296 808

4

Liffe NYSE Euronext

FTSE 100

9 209 232

5

OMX

OMXS30

7 915 806

6

WSE

WIG20

3 498 665

7

EUREX

SMI

3 218 338

8

Liffe NYSE Euronext

AEX

3 154 845

9

SPAIN

IBEX 35

1 575 272

10

NORWAY

OBX

1 551 386

11

ITALY

FTSE MIB

1 423 539

12

SPAIN

IBEX 35 MINI

900 481

13

GREECE

FTSE/ATHEX 20

670 191

14

ITALY

Mini FTSE MIB

645 756

15

HUNGARY

BUX

454 062

Source: exchanges websites

Table No. 3

Turnover volumes of options on particular European indices (Q1 2011) – top 15 optio ns.

No

Exchange

Index

Turnover volume in Q1 2011 (instruments)

1

EUREX

EURO STOXX 50

79 652 933

2

EUREX

DAX

18 743 011

4

Liffe NYSE Euronext

AEX

6 158 413

3

Liffe NYSE Euronext

FTSE 100

5 068 760

5

OMX

OMXS30

2 827 393

7

EUREX

SMI

1 396 819

6

Liffe NYSE Euronext

CAC40

1 377 370

8

ITALY

FTSE MIB

835 580

9

EUREX

KOSPI 200

530 588

10

SPAIN

IBEX 35

487 175

11

EUREX

EURO STOXX® Banks Options

372 016

12

EUREX

STOXX Europe 600 Banks Options

281 286

13

WSE

WIG20

272 505

14

NORWAY

OBX

181 029

15

GREECE

FTSE/ATHEX 20

115 591

Source: exchanges websites