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Futures contracts

On Warsaw Stock Exchange are listed the following futures contract:

  • index futures on WIG20 and mWIG40 index,
  • currency futures on USD/PLN, EUR/PLN, and CHF/PLN
  • stock futures on 28 most active stocks,

The Exchange, as the organiser of trading, develops a contract specification for each type of derivative instrument. In its role as a clearing house the National Depository for Securities determines procedures for clearing, settlement and record-keeping, as well as the required margin.
Futures contracts are traded in continuous system from 8.45 a.m. to 5.05 p.m..  As is the case with other securities quoted in the continuous system, an auction is held at the opening and closing of trading.
Beginning from October 16, 2006, investors get the possibility of making futures contracts or options block trades. The block trade transactions shall be made outside the continuous trading system and the single-price auction system between 8:45 a.m. and 5:20 p.m. hours.

Futures contract listed on Warsaw Stock Exchange

Group of contact Underlying instrument Issue date
Index futures WIG20 16 January 1998
mWIG40 18 February 2002
Stock futures 100 shares multiplier: BZW, CCC, CDR, CPS, ENA, ENG, EUR, GPW, JSW, KER, KGH, LTS, LWB, OPL, PEO, PGE, PKN, PKO, ATT, CIE, ING, KRU, MBK, ALR, ACP, PZU

1000 share multiplier: BRS, GTC, PGN, SNS, TPE, MIL

22 January 2001
Currency futures USD/PLN  Standard | Trading rules 25 September 1998
EUR/PLN  Standard  | Trading rules 31 May 1999
CHF/PLN and GBP/PLN    Standard | Trading rules 30 September 2008
STIR futures 1, 3 and 6M WIBOR rates     Standard | Trading rules 18 October 2013
T-bond futures Short, Medium and Long-term Treasury Bonds     Standard | Trading rules 18 October 2013

 

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