Last update: 08.07.2024 02:08 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.08.2000
1.
31.05.2000 30.06.2000 31.07.2000 31.08.2000
Volume of
written options 37 815 750 53 595 350 69 502 050 75 115 650
(absolute value)
Net open
position -37 815 750 -29 637 000 -30 239 050 -25 937 200
2. By underlying
under-
lying 31.05.2000 30.06.2000 31.07.2000 31.08.2000
-----------------------------------------------------
BAL 0.24% 0.17% 0.27%
ESTIK 0.32% 0.22% 0.17% 0.24%
ETL 4.69% 2.47% 2.55% 5.37%
EVP 1.46% 1.04% 0.92% 0.68%
EYP 27.74% 17.12% 10.34% 4.55%
FARMA 0.30% 0.21%
HP 21.83% 57.60% 68.56% 68.87%
KALEV 0.42% 0.30%
KLM 1.97% 0.31% 0.15% 0.14%
KYLM 2.86% 2.02% 1.55% 0.48%
MERKO 2.51% 0.22% 0.17% 0.61%
NORMA 31.13% 14.97% 14.05% 18.40%
OPT 1.81% 2.22% 0.39% 0.09%
REVAL 0.35% 0.27%
TKM 2.72% 0.78% 0.60% 0.56%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.05.2000 30.06.2000 31.07.2000 31.08.2000
-----------------------------------------------------
Juuni-00 40.23%
Juuli-00 21.25% 16.42%
Aug-00 6.14% 9.14% 16.94%
Sept-00 1.92% 4.97% 11.09% 19.02%
Okt-00 7.11% 19.01% 17.42% 17.04%
Nov-00 19.51% 43.71% 35.64% 31.37%
Dets-00 0.19% 2.74% 11.33% 11.65%
Jaan-01 3.65% 2.57% 7.22% 11.51%
Veebr-01 0.47% 0.36% 7.97%
Juuni-01 0.97% 0.69%
Juuli-01 0.75%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts (EEK) option contracts
---------------------------------------------------------
under-
lying expiry put call put call
---------------------------------------------------------
ESTIK Okt-00 -180 000 2
ETL Nov-00 -1 150 000 1
Dets-00 -402 500 1
Veebr-01 -2 480 000 4
EVP Sept-00 -152 750 2
Okt-00 -73 500 1
Nov-00 -159 000 2
Dets-00 -73 500 1
Veebr-01 -53 000 1
EYP Nov-00 -1 200 000 1
Jaan-01 -2 220 000 2
HP Sept-00 -2 130 000 -9 977 500 4 14
Okt-00 -10 547 500 7
Nov-00 -17 022 500 13
Dets-00 -5 050 000 10
Jaan-01 -4 425 000 8
Veebr-01 -1 500 000 6
Juuni-01 -518 700 2
Juuli-01 -561 200 2
KLM Sept-00 -105 000 1
KYLM Sept-00 -360 000 1
MERKO Dets-00 -120 000 1
Veebr-01 -340 000 1
NORMA Sept-00 -1 561 600 10
Okt-00 -1 507 000 4
Nov-00 -4 036 000 3
Dets-00 -3 103 000 9
Jaan-01 -2 000 000 4
Veebr-01 -1 616 400 4
OPT Okt-00 -70 000 1
TKM Okt-00 -420 000 1
--------------------------------------------------------
total -2 200 000 -72 915 650 5 119
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
----------------------------------------------------------
under-
lying expiry put call put call
----------------------------------------------------------
ESTIK Okt-00 -180 000 2
ETL Sept-00 55 000 1
Okt-00 105 000 1
Nov-00 -1 150 000 1
Dets-00 -402 500 1
Veebr-01 -2 480 000 4
EVP Sept-00 -152 750 2
Okt-00 -73 500 1
Nov-00 -81 000 3
Dets-00 -73 500 1
Veebr-01 -53 000 1
EYP Nov-00 -1 200 000 1
Jaan-01 -2 220 000 2
HP Sept-00 3 605 000 -3 942 500 14 22
Okt-00 62 500 -3 097 500 1 9
Nov-00 720 000 2 442 500 1 24
Dets-00 -4 450 000 11
Jaan-01 660 000 -1 925 000 1 10
Veebr-01 -1 500 000 6
Juuni-01 -259 350 3
Juuli-01 -280 600 3
KLM Sept-00 -105 000 1
KYLM Sept-00 -360 000 1
MERKO Nov-00 700 000 1
Dets-00 -120 000 1
Veebr-01 -340 000 1
NORMA Sept-00 -1 093 600 12
Okt-00 -1 507 000 4
Nov-00 -3 216 000 4
Dets-00 -2 488 000 10
Jaan-01 -30 000 7
Veebr-01 -1 616 400 4
OPT Okt-00 -70 000 1
SAKU Jaan-01 600 000 1
TKM Okt-00 -420 000 1
--------------------------------------------------------
total 5 577 500 -31 514 700 19 156
6. By option type
type 31.05.2000 30.06.2000 31.07.2000 31.08.2000
----------------------------------------------------------------
Put options 3.95% 0.10% 2.93%
Call options 96.05% 100.00% 99.90% 97.07%
----------------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
The methodology for calculation of option statistics is available
at TSE Internet homepage at
<a href='http://www.tse.ee/english/rules/pdf/optionmeth.pdf' target='_blank'>http://www.tse.ee/english/rules/pdf/optionmeth.pdf</a>
TSE
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