Andmed seisuga: 28.11.2024 10:23 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.12.2001
1.
30.09.2001 31.10.2001 30.11.2001 31.12.2001
Volume of
written options 101484500 86647300 73265000 67740000
(absolute value)
Net open
position -27703500 1051700 3927750 -25986000
2. By underlying
under-
lying 30.09.2001 31.10.2001 30.11.2001 31.12.2001
--------------------------------------------------
ETL 26.07% 51.44% 48.28% 47.98%
HP 55.84% 31.72% 34.50% 32.43%
NORMA 18.09% 16.84% 17.22% 19.59%
--------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.09.2001 31.10.2001 30.11.2001 31.12.2001
-----------------------------------------------------
Oct-01 73.16%
Nov-01 16.96% 58.91%
Dec-01 3.96% 12.35% 40.26%
Jan-02 3.57% 22.25% 34.23% 63.83%
Feb-02 1.66% 1.73% 16.62% 26.09%
Mar-02 0.69% 2.66% 3.08% 3.79%
Apr-02 0.15% 2.30% 2.48%
May-02 1.48% 2.97% 3.22%
Jun-02 0.30% 0.35% 0.38%
Oct-02 0.16% 0.19% 0.21%
-----------------------------------------------------
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 Jan-02 -245000 -22068000 -35 -3175
Feb-02 -43000 -8165000 -10 -1080
Apr-02 -350000 -50
May-02 -1489000 -185
Oct-02 -142500 -25
HP Jan-02 -11157000 -824
Feb-02 -8230000 -523
Mar-02 -351000 -24
Apr-02 -1284000 -86
May-02 -690000 -46
Jun-02 -256000 -16
NORMA Jan-02 -9768000 -2080
Feb-02 -1236000 -240
Mar-02 -2217500 -470
Apr-02 -48000 -10
-----------------------------------------------------
total -638000 -67102000 -95 -8784
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------
under- expiry put call put call
lying
-----------------------------------------------------
ETL Jan-02 7645000 -13883000 1150 -2060
Feb-02 6582000 -3535500 990 -404
Mar-02 1113500 146
Apr-02 -350000 130000 -50 20
May-02 -1489000 -185
Oct-02 -142500 -25
HP Jan-02 -10357000 -774
Feb-02 775000 -5920000 50 -383
Mar-02 -351000 -24
Apr-02 -1124000 -76
May-02 1500000 3535000 100 214
Jun-02 -256000 -16
NORMA Jan-02 3120000 -9768000 600 -2080
Feb-02 156000 -1236000 30 -240
Mar-02 -2217500 -470
Apr-02 -48000 -10
May-02 135000 25
-----------------------------------------------------
total 19428000 -45414000 2870 -6342
6. By option type
type 30.09.2001 31.10.2001 30.11.2001 31.12.2001
---------------------------------------------------------
Call options 92.72% 94.99% 98.56% 99.06%
Put options 7.28% 5.01% 1.44% 0.94%
---------------------------------------------------------
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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