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Advisory article

Derivatives market in August shows tiny size of market

 

  • The volume of trading in all derivatives was 0.97 m instruments in August 2013.
  • The number of open interest was 269,000 at the end of August 2013.

WIG20 futures

  • The volume of trading in WIG20 futures was 0.54 m contracts in August 2013.
  • The number of open interest in WIG20 futures was 111.0 thousand contracts at the end of August 2013.

Options

  • The volume of trading in WIG20 options was 88.2 thousand options in August 2013.
  • The number of open interest in options was 76.8 thousand options at the end of August 2013.

Single-stock futures

  • The volume of trading in single-stock futures was 42.4 thousand contracts in August 2013.
  • The number of open interest in single-stock futures was 12.1 thousand contracts at the end of August 2013.
  • The most traded single-stock futures in August were:

No.  Underlying                            Trading volume (#) in August 2013

  1. PKOBP S.A.                         11 553
  2. KGHM S.A.                           10 294
  3. PKN ORLEN S.A.                    4 926
  4. PZU S.A.                                3 838
  5. PGE S.A.                                2 331

Currency futures

  • The volume of trading in currency futures was 286.3 thousand contracts in August 2013*.
  • The most traded currency futures in August 2013 were USD/PLN futures. The volume of trading in USD/PLN futures was 257.1 thousand contracts, representing 89.8% of the volume of trading in all currency futures.
  • The number of open interest in currency futures was 57.3 thousand contracts at the end of August 2013.

 

 

 

Link to source story (full): http://www.mondovisione.com/media-and-resources/news/warsaw-stock-exchange-derivatives-market-in-august-2013/

2013-09-10



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NameValueChangeTime
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sWIG80 15061,73 +0,16 % 12:59
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