Futures contracts
In 2000, it was possible to trade in WIG20 and TechWIG futures with three expiry dates, and in five series of currency futures on the Euro and US dollar.

Derivatives were a real hit on the WSE in 2000, although this applies mainly to WIG20 index contracts.
Total turnover in all futures contracts in 2000 was 58.6 billion zloty, nine times higher than in the previous year. WIG20 futures accounted for the largest share of trading. In comparison with the cash market, turnover in WIG20 futures was the equivalent of a hefty 70% of trading in the stocks underlying this index, and 58% of the turnover in stocks on the main market.

In the last quarter of 2000, turnover in WIG20 contracts was even higher than in the stocks belonging to this index. At year's end, open interest approached 12,000, over twice the level at the end of 1999.
The liquidity of WIG20 futures places the Warsaw bourse among the leading of medium-size European markets in terms of the value of futures trading. Investors were least interested in currency futures in 2000. The liquidity of these contracts was so low that they were not able to fulfil their purpose.

Warrants
At the end of 2000, there were 74 series of put and call warrants on the WIG20 and NIF indices and on the most liquid stocks. By virtue of their diversity, these instruments met with considerable interest on the part of investors, which drove turnover up nearly five-fold (from 15 milion zloty in 1999 to 72 milion zloty in 2000).