Between January and October 2006 the volume of turnover in derivative instruments amounted to 5.64 million instruments and in the same time exceeded the total volume for 2005. The turnover volume totalled over 1 million of contracts more than in the first 10 months of 2005.
The turnover value of all derivatives reached PLN 318.2 billon and it was over PLN 80 billion higher than it was in the whole year 2005 and by PLN 124 billion higher than in analogues period of 2005 (Jan-Oct 2005).
At the end of October the record number of open interest was reached for:
- all derivative instruments – the number of open interest amounted to nearly 94 thousand contracts – nearly 50% more than in September 2006,
- WIG20 index futures - the number of open interest amounted to over 65.5 thousand contracts – over 50% more than in September 2006,
- WIG20 index options - the number of open interest amounted to over 19 thousand options – twice and a half more than in September 2006.
Volume
of turnover in derivative instruments and open interest
|
Instrument |
Trading
volume (instruments) |
Open
interest at and of Oct 2006 (instruments) |
||
October
2006 |
Jan-Oct
2006 |
Nov
2005 -
Oct 2006 |
|||
1 |
WIG20
index futures |
427
298 |
5
297 739 |
6
132 322 |
65
509 |
2 |
MIDWIG
index futures |
72 |
1
476 |
1
627 |
28 |
3 |
TECHWIG
index futures |
700 |
11
670 |
12
830 |
132 |
4 |
Stock
futures |
4
702 |
11
670 |
131
959 |
1
467 |
5 |
Currency
futures |
148 |
2
658 |
3
225 |
109 |
6 |
T-note
futures |
600 |
12
104 |
15
865 |
350 |
7 |
Index
Participation Units |
696 |
15
342 |
17
573 |
6
585 |
8 |
WIG20
index options |
23
166 |
279
529 |
335
967 |
19
398 |
9 |
Stock
options |
454 |
9
846 |
13
180 |
358 |
|
Total |
457 836 |
5 642 034 |
6 664 548 |
93 936 |
Source:
WSE data
Important issues
Since October 16, 2006, the WSE has allowed for block trades concerning futures contracts or options. More information at: http://www.gpw.pl/