Derivative instruments
The volume of trading in derivative instruments on the WSE was 1.02 million instruments in August 2010.
The volume of trading in derivative instruments on the WSE was almost 10.2 million instruments in January-August 2010, up by 11% year on year (73% of the annual volume in 2009). The number of open interest was 196 thousand at the end of August, up by 35% year on year.
The volume of trading was 14.9 million instruments in the last 12 months (September 2009 – August 2010), up by 7.5% year on year.
The volume of trading in WIG20 futures contracts was 0.93 million contracts in August 2010. The number of open interest (NOI) in WIG20 contracts was 110 thousand at the end of August 2010, up by 28% year on year.
The volume of trading in WIG20 index options was 50 thousand options in August. The volume of trading on the WSE was 416 thousand options year to date, equal to 99% of the annual volume in 2009. The number of open interest was 62 thousand options at the end of August 2010 (up by 61% year on year).
Structured products
The value of trading in structured bonds and certificates on the WSE was PLN 52.1 million in August 2010. The volume of trading was over 954 thousand instruments.
One new product was introduced to trading in August:
- structured bonds issued by SecurAsset S.A., Luxembourg (BZFI30812)
The WSE listed 140 structured products at the end of August 2010, including 21 notes and 119 certificates.
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