Last update: 22.07.2024 19:23 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.09.2001
1.
30.06.2001 31.07.2001 31.08.2001 30.09.2001
Volume of
written options 65152900 117167500 117213250 101484500
(absolute value)
Net open
position 32564100 -8493000 -865250 -27703500
2. By underlying
under-
lying 30.06.2001 31.07.2001 31.08.2001 30.09.2001
-----------------------------------------------------
ETL 26.36% 42.60% 28.65% 26.07%
HP 48.88% 40.67% 52.82% 55.84%
NORMA 24.76% 16.73% 18.53% 18.09%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.06.2001 31.07.2001 31.08.2001 30.09.2001
-----------------------------------------------------
Jul-01 44.12%
Aug-01 6.09% 50.99%
Sep-01 9.29% 10.97% 52.10%
Oct-01 11.59% 20.53% 22.66% 73.16%
Nov-01 16.69% 9.92% 13.31% 16.96%
Dec-01 6.55% 4.44% 5.16% 3.96%
Jan-02 3.30% 1.83% 4.81% 3.57%
Feb-02 0.64% 1.66%
Mar-02 0.69%
May-02 1.97% 1.10% 1.10%
Jun-02 0.39% 0.22% 0.22%
-----------------------------------------------------
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 call put call put
lying
-----------------------------------------------------
ETL Oct-01 -19655000 -715000 -4130 -160
Nov-01 -2336500 -1350000 -413 -300
Dec-01 -832500 -150
Jan-02 -824500 -151
Feb-02 -705000 -43000 -140 -10
HP Oct-01 -35144000 -5280000 -2376 -410
Nov-01 -10029000 -684
Dec-01 -2777500 -195
Jan-02 -2800000 -200
Feb-02 -440000 -30
Mar-02 -196000 -14
NORMA Oct-01 -13456000 -2930
Nov-01 -3495500 -715
Dec-01 -405000 -90
Feb-02 -500000 -100
Mar-02 -500000 -100
-----------------------------------------------------
total -94096500 -7388000 -12418 -880
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------
under- expiry call put call put
lying
-----------------------------------------------------
ETL Oct-01 -14591000 4995000 -2930 1050
Nov-01 3713500 0 887 0
Dec-01 -832500 50
Jan-02 -824500 149
Feb-02 -480000 -43000 -120 -10
May-02 -714000 0
HP Oct-01 -13429000 415000 -831 20
Nov-01 -5844000 445000 -404 30
Dec-01 -1377500 105000 5 7
Jan-02 -2800000 -200
Feb-02 -440000 -30
Mar-02 -196000 -14
May-02 -570000 0
Jun-02 -256000 0
NORMA Oct-01 -2250000 800000 -520 150
Nov-01 2076500 104000 380 20
Dec-01 -405000 -90
Feb-02 -500000 -100
Mar-02 -500000 -100
SAKU Oct-01 240000 480000 40 80
Nov-01 325000 50
TKM Oct-01 4650000 700
-----------------------------------------------------
total -39654500 11951000 -3778 2047
6. By option type
type 30.06.2001 31.07.2001 31.08.2001 30.09.2001
----------------------------------------------------------
Put options 0.79% 4.78% 9.74% 7.28%
Call options 99.21% 95.22% 90.26% 92.72%
----------------------------------------------------------
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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