Andmed seisuga: 26.11.2024 20:01 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.01.2001
1.
31.10.2000 30.11.2000 31.12.2000 31.01.2001
Volume of
written options 99 184 900 76 747 900 82 701 900 85 470 000
(absolute value)
Net open
position -49 519 900 -54 207 900 -60 131 900 -59 235 700
2. By underlying
under-
lying 31.10.2000 30.11.2000 31.12.2000 31.01.2001
-------------------------------------------------------
ETL 12.85% 29.13% 27.52% 34.93%
EVP 6.34% 5.97%
HELEK 0.06% 0.05%
HP 60.79% 46.74% 62.10% 59.37%
KALEV 0.48% 0.64% 0.60% 0.39%
KLM 0.13% 0.12% 0.12%
MERKO 0.46% 0.31% 0.29% 0.73%
NORMA 19.04% 16.98% 9.29% 4.47%
VN 0.04% 0.03% 0.03%
-------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.10.2000 30.11.2000 31.12.2000 31.01.2001
-------------------------------------------------------
Nov-00 41.40%
Dec-00 15.62% 33.43%
Jan-01 18.48% 22.69% 47.86%
Feb-01 16.76% 30.44% 37.91% 61.10%
Mar-01 7.65% 11.23% 11.51% 34.41%
Apr-01 0.09% 1.97% 1.99% 2.23%
May-01 0.23% 0.62% 1.43%
Jun-01 0.11% 0.83%
-------------------------------------------------------
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 Feb-01 -16 028 500 -1 563
Mar-01 -11 027 500 -1 260
Apr-01 -1 683 500 -181
May-01 -405 000 -45
Jun-01 -707 600 -74
HP Feb-01 -2 400 000 -30 926 500 -200 -2 378
Mar-01 -16 639 500 -1 290
Apr-01 -135 000 -10
May-01 -640 000 -45
KALEV Mar-01 -154 000 -140
May-01 -180 000 -120
KLM Mar-01 -100 000 -200
MERKO Feb-01 -626 000 -165
NORMA Feb-01 -2 244 900 -516
Mar-01 -1 486 000 -340
Apr-01 -86 000 -20
-------------------------------------------------------
total -2 400 000 -83 070 000 -200 -8 347
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-------------------------------------------------------
under- expiry put call put call
lying
-------------------------------------------------------
ETL Feb-01 425 000 -15 518 500 50 -1 503
Mar-01 -7 295 000 -815
Apr-01 -1 603 500 -171
May-01 -405 000 -45
Jun-01 -452 800 -48
Jul-01 360 000 40
HP Feb-01 890 000 -22 886 500 35 -1 738
Mar-01 252 000 -7 439 500 18 -540
Apr-01 -135 000 -10
May-01 -640 000 -45
KALEV Mar-01 -154 000 -140
May-01 -90 000 -60
KLM Mar-01 -100 000 -200
MERKO Feb-01 -626 000 -165
NORMA Feb-01 -2 244 900 -516
Mar-01 -1 486 000 -340
Apr-01 -86 000 -20
-------------------------------------------------------
total 1 567 000 -60 802 700 103 -6 316
6. By option type
type 31.10.2000 30.11.2000 31.12.2000 31.01.2001
---------------------------------------------------------------
Put options 2.75% 4.16% 2.90% 2.81%
Call options 97.25% 95.84% 97.10% 97.19%
--------------------------------------------------------------
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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