Andmed seisuga: 07.07.2024 12:10 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.09.2000
1.
30.06.2000 31.07.2000 31.08.2000 30.09.2000
Volume of
written options 53 595 350 69 502 050 75 115 650 69 299 900
(absolute value)
Net open
position -29 637 000 -30 239 050 -25 937 200 -20 008 900
2. By underlying
under-
lying 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-----------------------------------------------------
BAL 0.17% 0.27%
ESTIK 0.22% 0.17% 0.24% 0.26%
ETL 2.47% 2.55% 5.37% 12.95%
EVP 1.04% 0.92% 0.68% 4.57%
EYP 17.12% 10.34% 4.55%
FARMA 0.21%
HP 57.60% 68.56% 68.87% 62.83%
KALEV 0.30% 0.22%
KLM 0.31% 0.15% 0.14%
KYLM 2.02% 1.55% 0.48%
MERKO 0.22% 0.17% 0.61% 0.66%
NORMA 14.97% 14.05% 18.40% 18.40%
OPT 2.22% 0.39% 0.09% 0.10%
REVAL 0.35% 0.27%
TKM 0.78% 0.60% 0.56%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-----------------------------------------------------
Juuli-00 16.42%
Aug-00 9.14% 16.94%
Sept-00 4.97% 11.09% 19.02%
Okt-00 19.01% 17.42% 17.04% 19.43%
Nov-00 43.71% 35.64% 31.37% 38.98%
Dets-00 2.74% 11.33% 11.65% 11.69%
Jaan-01 2.57% 7.22% 11.51% 12.76%
Veebr-01 0.47% 0.36% 7.97% 16.63%
Märts-01 0.51%
Juuni-01 0.97% 0.69%
Juuli-01 0.75%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts (EEK) option contracts
----------------------------------------------------------
under-
lying expiry put call put call
----------------------------------------------------------
ESTIK Okt-00 -180 000 2
ETL Nov-00 -450 000 -1 150 000 1 1
Dets-00 -402 500 1
Jaan-01 -285 000 1
Veebr-01 -6 690 000 9
EVP Okt-00 -637 000 1
Nov-00 -1 797 500 4
Dets-00 -735 000 1
HP Okt-00 -405 000 -10 436 000 1 8
Nov-00 -1 200 000 -18 222 500 1 14
Dets-00 -3 635 000 10
Jaan-01 -6 559 000 9
Veebr-01 -360 000 -2 369 000 1 9
Märts-01 -352 500 3
KALEV Veebr-01 -150 000 1
MERKO Dets-00 -120 000 1
Veebr-01 -340 000 1
NORMA Okt-00 -1 735 000 6
Nov-00 -4 192 000 5
Dets-00 -3 210 500 10
Jaan-01 -2 000 000 4
Veebr-01 -1 616 400 4
OPT Okt-00 -70 000 1
-----------------------------------------------------------
total -2 485 000 -66 814 900 5 105
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
----------------------------------------------------------
under-
lying expiry put call put call
----------------------------------------------------------
ESTIK Okt-00 -180 000 2
ETL Okt-00 865 000 3
Nov-00 -450 000 -1 150 000 1 1
Dets-00 -402 500 1
Jaan-01 -285 000 1
Veebr-01 -6 690 000 9
EVP Okt-00 3 252 000 -637 000 4 1
Nov-00 290 000 -1 017 500 1 5
Dets-00 -735 000 1
HP Okt-00 325 000 1 734 000 4 15
Nov-00 240 000 2 442 500 3 26
Dets-00 -3 035 000 11
Jaan-01 660 000 -4 059 000 1 11
Veebr-01 -360 000 -2 239 000 1 10
Märts-01 -352 500 3
KALEV Veebr-01 -150 000 1
MERKO Nov-00 700 000 1
Dets-00 -120 000 1
Veebr-01 -340 000 1
NORMA Okt-00 -1 231 000 8
Nov-00 -3 372 000 6
Dets-00 -2 595 500 11
Jaan-01 -30 000 7
Veebr-01 -1 616 400 4
OPT Okt-00 -70 000 1
SAKU Jaan-01 600 000 1
----------------------------------------------------------
total 4 487 000 -24 495 900 17 140
6. By option type
type 30.06.2000 31.07.2000 31.08.2000 30.09.2000
-------------------------------------------------------------------
Put options 0.10% 2.93% 3.59%
Call options 100.00% 99.90% 97.07% 96.41%
-------------------------------------------------------------------
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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