Andmed seisuga: 27.11.2024 22:29 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.07.2001
1.
30.04.2001 31.05.2001 30.06.2001 31.07.2001
Volume of
written options 84 100 500 54 405 500 65 152 900 117 167 500
(absolute value)
Net open
position 270 100 -11 011 500 32 564 100 -8 493 000
2. By underlying
under-
lying 30.04.2001 31.05.2001 30.06.2001 31.07.2001
-----------------------------------------------------
ETL 32.47% 19.56% 26.36% 42.60%
HP 21.05% 48.87% 48.88% 40.67%
KALEV 0.21%
MERKO 0.38%
NORMA 46.27% 31.20% 24.76% 16.73%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.04.2001 31.05.2001 30.06.2001 31.07.2001
-----------------------------------------------------
May-01 54.35%
Jun-01 32.53% 59.42%
Jul-01 6.17% 44.12%
Aug-01 4.19% 6.53% 6.09% 50.99%
Sep-01 4.87% 9.37% 9.29% 10.97%
Oct-01 4.06% 13.75% 11.59% 20.53%
Nov-01 2.39% 16.69% 9.92%
Dec-01 6.55% 4.44%
Jan-02 3.30% 1.83%
May-02 2.36% 1.97% 1.10%
Jun-02 0.39% 0.22%
-----------------------------------------------------
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 Aug-01 -3 270 000 -31 780 000 -475 -4 805
Sep-01 -2 330 000 -2 665 000 -355 -400
Oct-01 -3 480 000 -496
Nov-01 -2 050 000 -300
Dec-01 -1 470 000 -210
Jan-02 -2 150 000 -300
May-02 -714 000 -85
HP Aug-01 -8 057 000 -537
Sep-01 -5 865 000 -420
Oct-01 -20 578 000 -1 322
Nov-01 -8 827 000 -602
Dec-01 -3 502 500 -245
May-02 -570 000 -38
Jun-02 -256 000 -16
NORMA Aug-01 -16 634 500 -3 645
Sep-01 -1 998 500 -395
Nov-01 -745 000 -150
Dec-01 -225 000 -50
----------------------------------------------------------
total -5 600 000 -111 567 500 -830 -14 016
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------------
under- expiry put call put call
lying
------------------------------------------------------------
ETL Aug-01 -3 270 000 -27 120 000 -475 -4 145
Sep-01 4 050 000 -430 000 495 -65
Oct-01 625 000 -1 100 000 80 -156
Nov-01 -600 000 -100
Dec-01 -70 000 -10
Jan-02 0 0
May-02 -714 000 -85
HP Aug-01 3 400 000 5 353 500 230 320
Sep-01 6 030 000 2 510 000 400 140
Oct-01 4 810 000 -6 558 000 320 -302
Nov-01 -5 827 000 -402
Dec-01 105 000 -702 500 7 -45
May-02 -570 000 -38
Jun-02 -256 000 -16
NORMA Aug-01 -14 882 500 -3 295
Sep-01 150 000 2 078 500 30 405
Oct-01 200 000 10 375 000 40 2 110
Nov-01 4 620 000 900
Dec-01 -225 000 -50
SAKU Sep-01 910 000 140
Oct-01 600 000 240 000 100 40
Nov-01 325 000 50
TKM Aug-01 2 100 000 2 100 000 300 300
Oct-01 3 250 000 500
----------------------------------------------------------
total 22 050 000 -30 543 000 2 027 -4 304
6. By option type
type 30.04.2001 31.05.2001 30.06.2001 31.07.2001
----------------------------------------------------------
Put options 0.37% 1.34% 0.79% 4.78%
Call options 99.63% 98.66% 99.21% 95.22%
----------------------------------------------------------
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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