Andmed seisuga: 26.11.2024 13:09 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.10.2000
1.
31.07.2000 31.08.2000 30.09.2000 31.10.2000
Volume of
written options 69 502 050 75 115 650 69 299 900 99 184 900
(absolute value)
Net open
position -30 239 050 -25 937 200 -20 008 900 -49 519 900
2. By underlying
under-
lying 31.07.2000 31.08.2000 30.09.2000 31.10.2000
-----------------------------------------------------
BAL 0.27%
ESTIK 0.17% 0.24% 0.26%
ETL 2.55% 5.37% 12.95% 12.85%
EVP 0.92% 0.68% 4.57% 6.34%
EYP 10.34% 4.55%
HP 68.56% 68.87% 62.83% 60.79%
KALEV 0.22% 0.48%
KLM 0.15% 0.14%
KYLM 1.55% 0.48%
MERKO 0.17% 0.61% 0.66% 0.46%
NORMA 14.05% 18.40% 18.40% 19.04%
OPT 0.39% 0.09% 0.10%
REVAL 0.27%
TKM 0.60% 0.56%
VN 0.04%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.07.2000 31.08.2000 30.09.2000 31.10.2000
-----------------------------------------------------
Aug-00 16.94%
Sept-00 11.09% 19.02%
Okt-00 17.42% 17.04% 19.43%
Nov-00 35.64% 31.37% 38.98% 41.40%
Dets-00 11.33% 11.65% 11.69% 15.62%
Jaan-01 7.22% 11.51% 12.76% 18.48%
Veebr-01 0.36% 7.97% 16.63% 16.76%
Märts-01 0.51% 7.65%
Apr-01 0.09%
Juuni-01 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- expiry put call put call
lying
-------------------------------------------------------------
ETL Nov-00 -450 000 -1 590 000 -50 -150
Dets-00 -1 352 500 -135
Jaan-01 -560 500 -59
Veebr-01 -7 895 000 -660
Märts-01 -895 000 -110
EVP Nov-00 -1 650 000 -310
Dets-00 -4 643 000 -710
HP Nov-00 -1 920 000 -31 092 500 -160 -2 513
Dets-00 -6 133 500 -473
Jaan-01 -9 334 000 -744
Veebr-01 -360 000 -6 379 000 -30 -508
Märts-01 -5 072 500 -417
KALEV Veebr-01 -150 000 -150
Märts-01 -330 000 -300
MERKO Dets-00 -120 000 -40
Veebr-01 -340 000 -100
NORMA Nov-00 -4 360 000 -1 086
Dets-00 -3 210 500 -795
Jaan-01 -8 431 500 -2 005
Veebr-01 -1 502 400 -376
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
VN Dets-00 -37 000 -10
-------------------------------------------------------------
total -2 730 000 -96 454 900 -240 -11 971
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-------------------------------------------------------------
under- expiry put call put call
lying
-------------------------------------------------------------
ETL Okt-00 340 000 40
Nov-00 -450 000 -1 390 000 -50 -130
Dets-00 -1 352 500 -135
Jaan-01 -560 500 -59
Veebr-01 -7 895 000 -660
Märts-01 -95 000 -10
EVP Nov-00 -870 000 -160
Dets-00 -4 643 000 -710
HP Nov-00 -465 000 -1 467 500 -40 -193
Dets-00 -5 533 500 -433
Jaan-01 660 000 -6 834 000 60 -544
Veebr-01 -360 000 -2 239 000 -30 -178
Märts-01 -872 500 -67
KALEV Veebr-01 -150 000 -150
Märts-01 -330 000 -300
MERKO Nov-00 320 000 860 000 100 250
Dets-00 -120 000 -40
Veebr-01 -340 000 -100
NORMA Nov-00 -4 360 000 -1 086
Dets-00 -2 595 500 -645
Jaan-01 -6 461 500 -1 505
Veebr-01 -1 502 400 -376
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
SAKU Jaan-01 600 000 100
VN Dets-00 -37 000 -10
------------------------------------------------------------
total 645 000 -50 164 900 180 -7 561
6. By option type
type 31.07.2000 31.08.2000 30.09.2000 31.10.2000
-----------------------------------------------------------------
Put options 0.10% 2.93% 3.59% 2.75%
Call options 99.90% 97.07% 96.41% 97.25%
-----------------------------------------------------------------
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
Sisukaart