Andmed seisuga: 23.07.2024 01:10 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.11.2001
1.
31.08.2001 30.09.2001 31.10.2001 30.11.2001
Volume of
written options 117213250 101484500 86647300 73265000
(absolute value)
Net open
position -865250 -27703500 1051700 3927750
2. By underlying
under-
lying 31.08.2001 30.09.2001 31.10.2001 30.11.2001
-----------------------------------------------------
ETL 28.65% 26.07% 51.44% 48.28%
HP 52.82% 55.84% 31.72% 34.50%
NORMA 18.53% 18.09% 16.84% 17.22%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.08.2001 30.09.2001 31.10.2001 30.11.2001
-----------------------------------------------------
Sep-01 52.10%
Oct-01 22.66% 73.16%
Nov-01 13.31% 16.96% 58.91%
Dec-01 5.16% 3.96% 12.35% 40.26%
Jan-02 4.81% 3.57% 22.25% 34.23%
Feb-02 0.64% 1.66% 1.73% 16.62%
Mar-02 0.69% 2.66% 3.08%
Apr-02 0.15% 2.30%
May-02 1.10% 1.48% 2.97%
Jun-02 0.22% 0.30% 0.35%
Oct-02 0.16% 0.19%
-----------------------------------------------------
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 call put call put
lying
-----------------------------------------------------
ETL Dec-01 -7489500 -662500 -1052 -110
Jan-02 -17320500 -2530
Feb-02 -7875000 -43000 -1040 -10
Apr-02 -350000 -50
May-02 -1489000 -185
Oct-02 -142500 -25
HP Dec-01 -14355000 -1050
Jan-02 -5760000 -400
Feb-02 -2735000 -185
Mar-02 -196000 -14
Apr-02 -1284000 -86
May-02 -690000 -46
Jun-02 -256000 -16
NORMA Dec-01 -6989000 -1550
Jan-02 -2000000 -400
Feb-02 -1520000 -300
Mar-02 -2060000 -440
Apr-02 -48000 -10
-----------------------------------------------------
total -72209500 -1055500 -9329 -170
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------
under- expiry call put call put
lying
-----------------------------------------------------
ETL Dec-01 1473250 7432500 222 1390
Jan-02 -13773000 6625000 -2045 1000
Feb-02 -3805500 6582000 -444 990
Mar-02 188500 26
Apr-02 130000 -350000 20 -50
May-02 -1489000 -185
Oct-02 -142500 -25
HP Dec-01 -5005000 12157500 -408 885
Jan-02 -5760000 -400
Feb-02 -1985000 725000 -135 50
Mar-02 -196000 -14
Apr-02 -1124000 -76
May-02 1885000 114
Jun-02 -256000 -16
NORMA Dec-01 -2118000 7810000 -560 1550
Jan-02 -2000000 -400
Feb-02 -1520000 416000 -300 80
Mar-02 -2060000 -440
Apr-02 -48000 -10
May-02 135000 25
-----------------------------------------------------
total -37470250 41398000 -5051 5895
6. By option type
type 31.08.2001 30.09.2001 31.10.2001 30.11.2001
-----------------------------------------------------------
Call options 90.26% 92.72% 94.99% 98.56%
Put options 9.74% 7.28% 5.01% 1.44%
-----------------------------------------------------------
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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