Andmed seisuga: 27.11.2024 04:23 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.03.2001
1.
31.12.2000 31.01.2001 28.02.2001 31.03.2001
Volume of
written options 82 701 900 85 470 000 62 041 000 26 382 750
(absolute value)
Net open
position -60 131 900 -59 235 700 -34 968 400 -10 258 150
2. By underlying
under-
lying 31.12.2000 31.01.2001 28.02.2001 31.03.2001
------------------------------------------------------
ETL 27.52% 34.93% 41.43% 25.24%
HELEK 0.05%
HP 62.10% 59.37% 55.28% 64.81%
KALEV 0.60% 0.39% 0.29% 0.68%
KLM 0.12% 0.12% 0.16%
MERKO 0.29% 0.73%
NORMA 9.29% 4.47% 2.84% 9.27%
VN 0.03%
------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.12.2000 31.01.2001 28.02.2001 31.03.2001
------------------------------------------------------
Jan-01 47.86%
Feb-01 37.91% 61.10%
Mar-01 11.51% 34.41% 72.91%
Apr-01 1.99% 2.23% 15.58% 52.04%
May-01 0.62% 1.43% 5.77% 21.65%
Jun-01 0.11% 0.83% 0.37% 9.95%
Jul-01 1.06%
Aug-01 5.36% 13.36%
Sep-01 1.93%
------------------------------------------------------
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 Apr-01 -1 072 500 -2 483 500 -155 -281
May-01 -2 040 000 -260
Jun-01 -486 800 -52
Aug-01 -200 000 -25
Sep-01 -375 000 -60
HP Apr-01 -9 607 500 -680
May-01 -650 000 -2 841 500 -50 -212
Jun-01 -259 350 -21
Jul-01 -280 600 -23
Aug-01 -3 325 000 -237
Sep-01 -135 000 -10
KALEV May-01 -180 000 -120
NORMA Apr-01 -566 000 -120
Jun-01 -1 880 000 -400
----------------------------------------------------------
total -1 722 500 -24 660 250 -205 -2 501
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------------
under- expiry put call put call
lying
-----------------------------------------------------------
ETL Apr-01 -220 000 814 000 -30 149
May-01 495 000 -1 015 000 60 -130
Jun-01 -486 800 -52
Aug-01 -200 000 -25
Sep-01 -195 000 -30
HP Apr-01 1 234 500 -4 467 500 99 -300
May-01 0 -2 706 500 0 -202
Jun-01 202 500 -259 350 15 -21
Jul-01 0 0
Aug-01 -3 325 000 -237
Sep-01 -135 000 -10
KALEV May-01 -90 000 -60
NORMA Apr-01 -374 000 -80
Jun-01 -1 880 000 -400
Jul-01 500 000 100
SAKU May-01 350 000 50
Jun-01 350 000 50
Jul-01 650 000 100
VN May-01 500 000 100
-----------------------------------------------------------
total 1 712 000 -11 970 150 144 -998
6. By option type
type 31.12.2000 31.01.2001 28.02.2001 31.03.2001
-------------------------------------------------------------------
Put options 2.90% 2.81% 8.94% 6.53%
Call options 97.10% 97.19% 91.06% 93.47%
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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/english/rules/pdf/optionmeth.pdf' target='_blank'>http://www.tse.ee/english/rules/pdf/optionmeth.pdf</a>
TSE
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