Andmed seisuga: 25.11.2024 12:17 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.04.2000
1.
31.01.2000 29.02.2000 31.03.2000 30.04.2000
Volume of
written options 131 706 600 112 896 000 88 235 150 56 389 450
(absolute value)
Net open
position -100 364 100 -99 596 000 -79 006 450 -46 365 750
2. By underlying:
underlying 31.01.2000 29.02.2000 31.03.2000 30.04.2000
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BAL 0.03% 0.08% 0.10% 0.16%
ETL 5.01% 4.69% 11.12% 12.41%
EVP 0.27% 0.43%
EYP 7.19% 9.82% 13.38% 26.22%
FARMA 0.13% 0.20%
HP 60.95% 59.60% 45.56% 16.52%
KALEV 0.18% 0.14% 0.18% 0.28%
KLM 0.44% 0.57% 0.84% 1.32%
KYLM 0.82% 0.96% 1.22% 1.92%
MERKO 2.71% 2.66% 3.90% 5.83%
NORMA 20.43% 17.55% 21.64% 32.20%
OPT 1.63% 3.40% 0.96% 1.43%
TKM 0.46% 0.54% 0.69% 1.08%
VN 0.15%
------------------------------------------------------
Total 100.00% 100.00% 100.00% 100.00%
3. By expiry date:
expiry 31.01.2000 29.02.2000 31.03.2000 30.04.2000
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Feb-00 17.79%
Mar-00 58.22% 50.15%
Apr-00 9.74% 29.88% 61.19%
May-00 5.77% 9.18% 20.49% 54.58%
June-00 3.09% 3.64% 7.73% 23.37%
July-00 4.34% 4.95% 6.99% 13.52%
Aug-00 0.97% 1.74% 4.13%
Sept-00 0.29% 1.29%
Oct-00 0.67%
Jan-01 1.05% 1.22% 1.56% 2.45%
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Total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts(EEK) option contracts
-----------------------------------------------------
Underlying Expiry Call Put Call Put
----------------------------------------------------------------
BAL July-00 -90 000 -50
ETL May-00 -5 975 000 -587 500 -460 -47
Aug-00 -435 000 -30
EVP May-00 -64 500 -150
June-00 -23 500 -50
Sept-00 -152 750 -325
EYP May-00 -5 817 000 -1 690
June-00 -3 300 000 -980
July-00 -3 390 000 -1 170
Aug-00 -900 000 -250
Jan-01 -1 380 000 -460
FARMA July-00 -112 200 -51
HP May-00 -2 793 000 -212
June-00 -4 240 000 -340
July-00 -1 610 000 -130
Aug-00 -405 000 -30
Oct-00 -270 000 -20
KALEV July-00 -160 000 -200
KLM May-00 -580 000 -1 300
July-00 -60 000 -100
Sept-00 -105 000 -150
KYLM July-00 -720 000 -400
Sept-00 -360 000 -200
MERKO May-00 -2 340 000 -900
July-00 -950 000 -500
NORMA May-00 -43 000 -12 456 600 -10 -2 738
June-00 -5 006 000 -1 168
July-00 -50 400 -12
Aug-00 -388 500 -95
Sept-00 -107 500 -25
Oct-00 -105 000 -25
OPT Mai-00 -120 000 -150
July-00 -484 000 -460
Aug-00 -200 000 -200
TKM June-00 -608 000 -160
---------------------------------------------------------------
Total -6 453 000 -49 936 450 -500 -14 738
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------
Underlying Expiry Call Put Call Put
------------------------------------------------------------
BAL July-00 -90 000 -50
ETL May-00 -5 975 000 -587 500 -460 -47
Aug-00 -435 000 -30
EVP May-00 -64 500 -150
June-00 -23 500 -50
Sept-00 -152 750 -325
EYP May-00 -5 817 000 -1 690
June-00 -3 300 000 -980
July-00 -3 390 000 -1 170
Aug-00 -900 000 -250
Jaan-01 -1 380 000 -460
FARMA July-00 -112 200 -51
HP May-00 -2 793 000 -212
June-00 -4 240 000 -340
July-00 -1 610 000 -130
Aug-00 -405 000 -30
Oct-00 3 390 800 236
May-01 4 332 900 303
KALEV July-00 -160 000 -200
KLM May-00 -580 000 -1 300
July-00 -60 000 -100
Sept-00 -105 000 -150
KYLM July-00 -720 000 -400
Sept-00 -360 000 -200
MERKO May-00 -390 000 -150
July-00 -950 000 -500
NORMA May-00 -43 000 -12 456 600 -10 -2 738
June-00 -5 006 000 -1 168
July-00 -50 400 -12
Aug-00 -388 500 -95
Sept-00 -107 500 -25
Oct-00 -105 000 -25
OPT May-00 -40 000 -50
July-00 -484 000 -460
Aug-00 -200 000 -200
TKM June-00 -608 000 -160
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Total -6 453 000 -39 912 750 -500 -13 329
6. By option type:
Type 31.01.2000 29.02.2000 31.03.2000 30.04.2000
----------------------------------------------------------------
Put options 0.55% 9.29% 13.77% 11.44%
Call options 99.45% 90.71% 86.23% 88.56%
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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/rules/eng/doc/Optionmeth.pdf' target='_blank'>http://www.tse.ee/rules/eng/doc/Optionmeth.pdf</a>
TSE
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