After 1Q’ 2009, the WSE maintains a high fourth place in Europe regarding index futures contracts volumes. WIG20 futures contract is on 8th place among European index contracts. WIG20 options are on 11th place in terms of turnover volume among European index options.
Table No. 1
Index futures contracts volumes on European exchanges (1Q 2009)
No. |
Exchange |
Turnover
Volume (units) |
|
March 2009 |
1Q’ 2009 |
||
1 |
EUREX |
51,616,176 |
115,503,103 |
2 |
Liffe
NYSE Euronext |
10,822,346 |
25,064,101 |
3 |
OMX |
3,379,873 |
10,017,969 |
4 |
WSE |
1,072,711 |
2,724,422 |
5 |
NORWAY |
752,921 |
2,277,332 |
6 |
SPAIN |
765,581 |
2,037,834 |
7 |
ITALY |
834,105 |
1,752,405 |
8 |
HUNGARY |
218,234 |
585,859 |
9 |
GREECE |
191,650 |
484,604 |
10 |
AUSTRIA |
46,728 |
67,055 |
11 |
CZECH
REPUBLIC |
168 |
585 |
Table No. 2
Turnover volumes of futures contracts on particular European indices in 1Q’ 2009 – top 15 contracts.
No. |
Exchange |
Index |
Turnover
Volume (units) |
|
March 2009 |
March 2009 |
|||
1 |
EUREX |
DJ
E STOXX 50 |
43,499,956 |
97,631,927 |
2 |
EUREX |
DAX |
4,403,048 |
11,155,776 |
3 |
Liffe
NYSE Euronext |
FTSE
100 |
5,468,468 |
10,947,394 |
4 |
Liffe
NYSE Euronext |
CAC
40 |
4,090,604 |
10,936,973 |
5 |
OMX |
OMXS30 |
3,325,503 |
9,872,132 |
6 |
EUREX |
SMI |
2,042,922 |
4,115,582 |
7 |
Liffe
NYSE Euronext |
AEX |
1,038,312 |
2,807,051 |
8 |
WSE |
WIG20 |
1,070,139 |
2,718,085 |
9 |
NORWAY |
OBX |
752,921 |
2,277,332 |
10 |
SPAIN |
IBEX
35 |
494,925 |
1,330,851 |
11 |
ITALY |
S&P/MIB |
543,185 |
1,063,823 |
12 |
SPAIN |
IBEX
35 MINI |
270,656 |
706,983 |
13 |
ITALY |
Mini
S&P/MIB |
290,920 |
688,582 |
14 |
HUNGARY |
BUX |
218,234 |
585,859 |
15 |
GREECE |
FTSE/ATHEX
20 |
191,650 |
484,604 |
Table No. 3
Turnover volumes of options on particular European indices in 1Q 2009 – top 15 options.
No. |
Exchange |
Index |
Turnover
Volume (units) |
|
March 2009 |
March 2009 |
|||
1 |
EUREX |
DJ
E STOXX 50 |
32,825,925 |
88,918,101 |
2 |
EUREX |
DAX |
7,401,337 |
23,057,756 |
3 |
Liffe
NYSE Euronext |
FTSE
100 |
3,220,347 |
8,362,634 |
4 |
Liffe
NYSE Euronext |
AEX |
2,147,575 |
5,959,220 |
5 |
OMX |
OMXS30 |
1,209,854 |
3,300,833 |
6 |
Liffe
NYSE Euronext |
CAC40 |
567,565 |
1,599,299 |
7 |
EUREX |
SMI |
596,387 |
1,445,585 |
8 |
SPAIN |
IBEX
35 |
534,938 |
1,194,303 |
9 |
ITALY |
S&P/MIB |
292,786 |
670,605 |
10 |
NORWAY |
OBX |
44,399 |
166,117 |
11 |
WSE |
WIG20 |
32,615 |
87,284 |
12 |
GREECE |
FTSE/ATHEX
20 |
27,446 |
65,709 |
13 |
EUREX |
DJ
STOXX 50 |
2,240 |
32,059 |
14 |
EUREX |
TecDAX |
8,394 |
11,709 |
15 |
EUREX |
MDAX |
3,605 |
8,690 |