TALLINN STOCK EXCHANGE

ANNOUNCEMENT

 

AMENDMENTS TO METHODOLOGY OF OPTION MARKET STATISTICS CALCULATION

 

On 01.02.2000 Tallinn Stock Exchange (TSE) will launch amendments to  

the methodology for calculation of option market statistics. The 

purpose of these amendments is to provide a better overview of the 

option market.

 

According to the new methodology, the option market statistics is 

compiled based on net open position as well as volume and number of 

written options. According to the previously used methodology, the 

option market statistics was calculated based on net open position 

only. 

 

The methodology for calculation of option market statistics is 

available on the TSE Internet homepage at  

<a href='http://www.tse.ee/rules/eng/doc/Optionmeth.pdf' target='_blank'>http://www.tse.ee/rules/eng/doc/Optionmeth.pdf</a>

 

 

TSE