Last update: 27.11.2024 17:40 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.05.2001
1.
28.02.2001 31.03.2001 30.04.2001 31.05.2001
Volume of
written options 62 041 000 26 382 750 84 100 500 54 405 500
(absolute value)
Net open
position -34 968 400 -10 258 150 270 100 -11 011 500
2. By underlying
under-
lying 28.02.2001 31.03.2001 30.04.2001 31.05.2001
------------------------------------------------------
ETL 41.43% 25.24% 32.47% 19.56%
HP 55.28% 64.81% 21.05% 48.87%
KALEV 0.29% 0.68% 0.21%
KLM 0.16%
MERKO 0.38%
NORMA 2.84% 9.27% 46.27% 31.20%
------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 28.02.2001 31.03.2001 30.04.2001 31.05.2001
------------------------------------------------------
Mar-01 72.91%
Apr-01 15.58% 52.04%
May-01 5.77% 21.65% 54.35%
Jun-01 0.37% 9.95% 32.53% 59.42%
Jul-01 1.06% 6.17%
Aug-01 5.36% 13.36% 4.19% 6.53%
Sep-01 1.93% 4.87% 9.37%
Oct-01 4.06% 13.75%
Nov-01 2.39%
May-02 2.36%
------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts (EEK) option contracts
------------------------------------------------------------
under- expiry put call put call
lying
------------------------------------------------------------
ETL Jun-01 -2 633 000 -332
Jul-01 -255 000 -2 990 000 -34 -310
Aug-01 -200 000 -25
Sep-01 -375 000 -60
Oct-01 -3 472 500 -495
May-02 -714 000 -85
HP Jun-01 -13 527 500 -990
Aug-01 -2 905 000 -207
Sep-01 -4 275 000 -340
Oct-01 -4 010 500 -317
Nov-01 -1 300 000 -100
May-02 -570 000 -38
MERKO Jun-01 -205 000 -50
NORMA Jun-01 -365 000 -15 598 000 -70 -3 720
Jul-01 -110 000 -20
Aug-01 -450 000 -100
Sep-01 -450 000 -100
------------------------------------------------------------
total -730 000 -53 675 500 -124 -7 269
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------------
under- expiry put call put call
lying
------------------------------------------------------------
ETL Jun-01 160 000 -1 358 000 20 -162
Jul-01 -255 000 1 680 000 -34 170
Aug-01 -200 000 -25
Sep-01 465 000 -195 000 60 -30
Oct-01 -1 092 500 -155
Nov-01 700 000 100
May-02 -714 000 -85
HP Jun-01 6 192 500 -12 677 500 415 -940
Jul-01 1 195 000 75
Aug-01 -2 083 500 -154
Sep-01 -1 150 000 -90
Oct-01 -1 510 500 -117
Nov-01 -1 300 000 -100
May-02 -570 000 -38
MERKO Jun-01 -205 000 -50
NORMA Jun-01 125 000 -15 598 000 30 -3 720
Jul-01 -110 000 2 150 000 -20 430
Aug-01 0 0
Sep-01 950 000 190
Oct-01 8 575 000 1 750
SAKU Jul-01 600 000 650 000 100 100
Sep-01 390 000 60
Oct-01 600 000 100
Nov-01 325 000 50
TKM Oct-01 3 250 000 500
------------------------------------------------------------
total 11 027 500 -22 039 000 1 171 -2 741
6. By option type
type 28.02.2001 31.03.2001 30.04.2001 31.05.2001
-----------------------------------------------------------------
Put options 8.94% 6.53% 0.37% 1.34%
Call options 91.06% 93.47% 99.63% 98.66%
-----------------------------------------------------------------
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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