Futures contracts

stan na September 02, 2010

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No Expiry
date 		Security
name 		Reference price
on
next session 		Settlement price Opening
price 		Low
price 		High
price 		Electronic
order book
trades 		Block trades Number
of
trades 		Open intrests
current change
(%) 		Volume Turnover
value
(PLN thous.) 		Volume Turnover
value
(PLN thous.) 		number value
(mil. PLN)
WIG20 index futures
1   18-03-11 FW20H11 2 483.00     2 483.00 - 0.20   2 485.00   2 478.00   2 498.00   35   1 742   0   0   20   1 820   45.19
2   17-06-11 FW20M11 2 485.00     2 485.00 - 0.12   2 484.00   2 478.00   2 500.00   42   2 090   0   0   19   399   9.92
3   17-09-10 FW20U10 2 460.00     2 460.00 - 0.20   2 463.00   2 452.00   2 476.00   32 040   1 578 775   0   0   8 826   96 636   2 377.25
4   17-12-10 FW20Z10 2 467.00     2 467.00 - 0.12   2 471.00   2 457.00   2 481.00   2 100   103 876   0   0   755   13 584   335.12
mWIG40 index futures
5   18-03-11 FW40H11 2 540.00     2 540.00 0.00   ---   ---   ---   0   0   0   0   0   14   0.36
6   17-09-10 FW40U10 2 519.00     2 519.00 - 0.16   2 530.00   2 501.00   2 534.00   86   4 337   0   0   80   520   13.10
7   17-12-10 FW40Z10 2 535.00     2 535.00 - 0.04   2 536.00   2 530.00   2 544.00   44   2 233   0   0   44   148   3.75
Single stock futures
8   18-03-11 FACPH11 55.40     55.40 0.00   ---   ---   ---   0   0   0   0   0   9   0.05
9   17-09-10 FACPU10 55.60     55.60 0.00   ---   ---   ---   0   0   0   0   0   23   0.13
10   17-12-10 FACPZ10 56.00     56.00 0.90   56.00   56.00   56.00   2   22   0   0   1   23   0.13
11   17-09-10 FAGOU10 24.50     24.50 0.00   ---   ---   ---   0   0   0   0   0   15   0.04
12   18-03-11 FKGHH11 108.00     108.00 1.41   106.50   106.50   108.00   5   107   0   0   5   38   0.41
13   17-09-10 FKGHU10 108.85     108.85 1.78   107.70   107.00   109.35   334   7 244   0   0   266   776   8.45
14   17-12-10 FKGHZ10 108.60     108.60 1.83   107.50   107.00   108.65   30   648   0   0   27   136   1.48
15   18-03-11 FPEOH11 155.70     155.70 1.10   ---   ---   ---   0   0   0   0   0   4   0.06
16   17-09-10 FPEOU10 159.20     159.20 0.09   159.75   156.80   160.20   22   699   0   0   20   53   0.84
17   17-12-10 FPEOZ10 158.35     158.35 2.16   ---   ---   ---   0   0   0   0   0   25   0.40
18   18-03-11 FPGEH11 22.15     22.15 0.68   22.29   22.15   22.30   10   45   0   0   5   53   0.12
19   17-09-10 FPGEU10 22.69     22.69 - 0.13   22.70   22.55   22.76   28   127   0   0   14   804   1.82
20   17-12-10 FPGEZ10 22.35     22.35 0.09   22.34   22.25   22.36   60   268   0   0   14   716   1.60
21   18-03-11 FPGNH11 3.47     3.47 - 4.41   3.63   3.61   3.63   30   217   0   0   3   101   0.35
22   17-09-10 FPGNU10 3.38     3.38 - 3.43   3.48   3.38   3.50   42   287   0   0   38   638   2.16
23   17-12-10 FPGNZ10 3.50     3.50 - 2.78   3.60   3.50   3.61   26   185   0   0   19   914   3.20
24   18-03-11 FPKNH11 40.00     40.00 1.27   40.00   40.00   40.00   16   128   0   0   1   51   0.20
25   17-09-10 FPKNU10 39.85     39.85 0.76   39.60   39.55   40.09   278   2 219   0   0   195   622   2.48
26   17-12-10 FPKNZ10 39.80     39.80 0.76   39.78   39.75   40.10   93   743   0   0   24   199   0.79
27   18-03-11 FPKOH11 38.38     38.38 0.00   ---   ---   ---   0   0   0   0   0   4   0.02
28   17-09-10 FPKOU10 38.78     38.78 1.65   38.24   38.16   39.11   785   6 077   0   0   448   1 049   4.07
29   17-12-10 FPKOZ10 38.50     38.50 1.34   38.11   38.10   38.70   39   300   0   0   29   436   1.68
30   18-03-11 FPZUH11 376.00     376.00 0.00   ---   ---   ---   0   0   0   0   0   7   0.26
31   17-09-10 FPZUU10 378.10     378.10 - 0.50   378.10   378.10   379.25   3   227   0   0   3   40   1.51
32   17-12-10 FPZUZ10 371.00     371.00 0.00   ---   ---   ---   0   0   0   0   0   4   0.15
33   18-03-11 FTPSH11 17.13     17.13 2.45   17.00   17.00   17.13   2   7   0   0   2   35   0.06
34   17-09-10 FTPSU10 17.10     17.10 0.35   17.02   16.93   17.21   471   1 616   0   0   112   1 159   1.98
35   17-12-10 FTPSZ10 17.05     17.05 0.29   17.03   17.03   17.09   10   34   0   0   7   164   0.28
CHF exchange rate futures
36   18-03-11 FCHFH11 309.50     309.50 - 0.64   309.50   309.50   309.50   1   62   0   0   1   18   0.56
37   17-06-11 FCHFM11 311.50     311.50 0.00   ---   ---   ---   0   0   0   0   0   29   0.90
38   17-09-10 FCHFU10 306.51     306.51 0.08   306.70   306.06   306.70   36   2 207   0   0   14   263   8.06
39   15-10-10 FCHFV10 305.60     305.60 0.00   ---   ---   ---   0   0   0   0   0   2   0.06
40   19-11-10 FCHFX10 308.24     --- 0.00   ---   ---   ---   0   0   0   0   0   0   0.00
41   17-12-10 FCHFZ10 308.50     308.50 - 0.55   308.00   307.70   308.50   3   185   0   0   3   91   2.81
EUR exchange rate futures
42   18-03-11 FEURH11 403.00     403.00 0.00   ---   ---   ---   0   0   0   0   0   54   2.18
43   17-06-11 FEURM11 404.00     404.00 0.00   ---   ---   ---   0   0   0   0   0   35   1.41
44   17-09-10 FEURU10 397.67     397.67 0.07   397.31   396.51   397.70   32   2 542   0   0   30   260   10.34
45   15-10-10 FEURV10 399.70     399.70 0.00   ---   ---   ---   0   0   0   0   0   0   0.00
46   19-11-10 FEURX10 399.10     --- 0.00   ---   ---   ---   0   0   0   0   0   0   0.00
47   17-12-10 FEURZ10 399.75     399.75 - 0.06   400.00   399.70   400.01   5   400   0   0   5   282   11.27
USD exchange rate futures
48   18-03-11 FUSDH11 313.30     313.30 - 0.32   313.20   313.20   313.30   2   125   0   0   2   74   2.32
49   17-06-11 FUSDM11 314.87     314.87 0.00   ---   ---   ---   0   0   0   0   0   9   0.28
50   17-09-10 FUSDU10 310.60     310.60 0.07   309.90   309.35   310.99   202   12 531   0   0   143   751   23.33
51   15-10-10 FUSDV10 311.90     311.90 0.14   311.90   311.90   311.90   1   62   0   0   1   11   0.34
52   19-11-10 FUSDX10 311.00     311.00 - 0.68   311.00   311.00   311.00   1   62   0   0   1   0   0.00
53   17-12-10 FUSDZ10 311.51     311.51 - 0.16   311.80   311.50   311.80   4   249   0   0   3   152   4.73