Last update: 27.11.2024 19:25 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.06.2001
1.
31.03.2001 30.04.2001 31.05.2001 30.06.2001
Volume of
written options 26 382 750 84 100 500 54 405 500 65 152 900
(absolute value)
Net open
position -10 258 150 270 100 -11 011 500 32 564 100
2. By underlying
under-
lying 31.03.2001 30.04.2001 31.05.2001 30.06.2001
-----------------------------------------------------
ETL 25.24% 32.47% 19.56% 26.36%
HP 64.81% 21.05% 48.87% 48.88%
KALEV 0.68% 0.21%
MERKO 0.38%
NORMA 9.27% 46.27% 31.20% 24.76%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.03.2001 30.04.2001 31.05.2001 30.06.2001
-----------------------------------------------------
Apr-01 52.04%
May-01 21.65% 54.35%
Jun-01 9.95% 32.53% 59.42%
Jul-01 1.06% 6.17% 44.12%
Aug-01 13.36% 4.19% 6.53% 6.09%
Sep-01 1.93% 4.87% 9.37% 9.29%
Oct-01 4.06% 13.75% 11.59%
Nov-01 2.39% 16.69%
Dec-01 6.55%
Jan-02 3.30%
May-02 2.36% 1.97%
Jun-02 0.39%
-----------------------------------------------------
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 Jul-01 -515 000 -5 280 000 -74 -600
Aug-01 -200 000 -25
Sep-01 -1 325 000 -200
Oct-01 -3 472 500 -495
Nov-01 -2 050 000 -300
Dec-01 -1 470 000 -210
Jan-02 -2 150 000 -300
May-02 -714 000 -85
HP Jul-01 -8 135 000 -530
Aug-01 -2 905 000 -207
Sep-01 -4 275 000 -340
Oct-01 -4 078 000 -322
Nov-01 -8 827 000 -602
Dec-01 -2 800 000 -200
May-02 -570 000 -38
Jun-02 -256 000 -16
NORMA Jul-01 -14 814 400 -3 703
Aug-01 -866 000 -180
Sep-01 -450 000 -100
------------------------------------------------------------
total -515 000 -64 637 900 -74 -8 453
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------------
under- expiry put call put call
lying
------------------------------------------------------------
ETL Jul-01 3 440 000 5 955 000 456 755
Aug-01 -200 000 -25
Sep-01 755 000 -445 000 100 -70
Oct-01 -1 092 500 -155
Nov-01 -600 000 -100
Dec-01 -70 000 -10
Jan-02 0 0
May-02 -714 000 -85
HP Jul-01 4 712 500 8 525 000 305 555
Aug-01 -2 393 500 -174
Sep-01 5 735 000 -840 000 380 -70
Oct-01 4 500 000 -1 578 000 300 -122
Nov-01 -3 027 000 -202
Dec-01 0 0
May-02 -570 000 -38
Jun-02 -256 000 -16
NORMA Jul-01 -10 466 400 -2 853
Aug-01 149 000 30
Sep-01 150 000 950 000 30 190
Oct-01 8 575 000 1 750
Nov-01 5 100 000 1 000
SAKU Jul-01 600 000 585 000 100 90
Sep-01 910 000 140
Oct-01 600 000 100
Nov-01 325 000 50
TKM Oct-01 3 250 000 500
------------------------------------------------------------
total 23 742 500 8 821 600 2 271 640
6. By option type
type 31.03.2001 30.04.2001 31.05.2001 30.06.2001
----------------------------------------------------------------
Put options 6.53% 0.37% 1.34% 0.79%
Call options 93.47% 99.63% 98.66% 99.21%
----------------------------------------------------------------
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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