TALLINN STOCK EXCHANGE

ANNOUNCEMENT

 

OPTIONS MARKET IN ESTONIA AS OF 31.12.99

 

Net open position:

 

       31.08.99     30.09.99     31.10.99    30.11.99   31.12.99

      51 566 800   86 427 700  62 474 600  80 008 700  96 556 700

 

Distribution by underlying assets:

 

            31.08.99   30.09.99   31.10.99   30.11.99   31.12.99

 

HP           31.06%     26.68%     21.93%     52.77%     61.04%

OPT          14.30%      6.31%      1.53%      1.37%      0.95%

EYP           0.73%      2.40%      3.19%      5.47%      8.03%

NORMA        42.63%     54.79%     63.62%     28.76%     20.54%

FARMA         0.08%      0.05%       -         -          -

ETL           0.20%      2.10%      1.98%      4.63%      3.71%

EVP           4.69%      1.99%       -         -          -

MERKO         1.16%      3.93%      5.44%      4.22%      3.11%

EMV           3.20%      0.94%      1.25%      1.95%      1.62%

BAL           0.27%      0.16%      0.22%      0.17%      0.14%

KLM           0.21%      0.12%      0.17%      0.13%      0.24%

TKM           0.47%      0.28%      0.38%      0.30%      0.25%

HELEK          -         0.10%      0.14%      0.11%      0.09%

XXL            -         0.10%      0.14%      0.11%      0.09%

RLK            -         0.06%       -          -          -

VN             -          -          -          -         0.21%

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-

TOTAL        100.0%      100.0%     100.0%     100.0%     100.0%

 

 

Distribution by expiry date:

 

              31.08.99   30.09.99   31.10.99   30.11.99  31.12.99

 

September      33.14%       -          -          -        -

October        37.33%     46.84%       -          -        -

November       10.66%     23.37%      47.60%      -        -

December        8.03%      4.27%      11.60%     18.06%    -

January 2000    6.02%      3.59%      12.98%     11.32%    21.51%

February        4.83%     13.53%      17.77%     17.05%    17.06%

March            -         8.39%       9.02%     42.44%    47.24%

April            -          -          1.02%      5.16%     4.49%

May              -          -          -          5.98%     6.81%

June             -          -          -          -         2.89%

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-

TOTAL          100.0%      100.0%      100.0%     100.0%     100.0%

 

 

Put options          1.29%

Call options        98.71%

 

 

TSE