Andmed seisuga: 28.11.2024 12:38 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.01.2002
1.
31.10.2001 30.11.2001 31.12.2001 31.01.2002
Volume of
written options 86647300 73265000 67740000 45649500
(absolute value)
Net open
position 1051700 3927750 -25986000 29987750
2. By underlying
under-
lying 31.10.2001 30.11.2001 31.12.2001 31.01.2002
-----------------------------------------------------
ETL 51.44% 48.28% 47.98% 40.87%
HP 31.72% 34.50% 32.43% 38.18%
NORMA 16.84% 17.22% 19.59% 20.95%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.10.2001 30.11.2001 31.12.2001 31.01.2002
-----------------------------------------------------
Nov-01 58.91%
Dec-01 12.35% 40.26%
Jan-02 22.25% 34.23% 63.83%
Feb-02 1.73% 16.62% 26.09% 84.02%
Mar-02 2.66% 3.08% 3.79% 7.41%
Apr-02 0.15% 2.30% 2.48% 3.47%
May-02 1.48% 2.97% 3.22% 4.74%
Jun-02 0.30% 0.35% 0.38% 0.35%
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 Feb-02 -650500 -16202500 -90 -2200
Mar-02 -315000 -40
May-02 -1489000 -185
HP Feb-02 -2707000 -9935000 -146 -610
Mar-02 -1215000 -1403500 -70 -79
Apr-02 -133000 -1200000 -7 -80
May-02 -675000 -45
Jun-02 -160000 -10
NORMA Feb-02 -8861000 -1760
Mar-02 -450000 -90
Apr-02 -253000 -44
-----------------------------------------------------
total -4705500 -40944000 -313 -5143
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------
under- expiry put call put call
lying
-----------------------------------------------------
ETL Feb-02 7994500 -5248000 1180 -734
Mar-02 990000 2801000 125 376
Apr-02 11425000 348750 1500 45
May-02 -1489000 -185
Jun-02 1750000 250
HP Feb-02 -637000 -5480000 -26 -370
Mar-02 -1215000 -1403500 -70 -79
Apr-02 -133000 539500 -7 11
May-02 1500000 3550000 100 215
Jun-02 -160000 -10
NORMA Feb-02 156000 -8861000 30 -1760
Mar-02 3140000 700000 550 110
Apr-02 2875000 10834500 500 1856
May-02 5875000 135000 1000 25
-----------------------------------------------------
total 33720500 -3732750 5132 -500
6. By option type
type 31.10.2001 30.11.2001 31.12.2001 31.01.2002
---------------------------------------------------------
Call options 94.99% 98.56% 99.06% 89.69%
Put options 5.01% 1.44% 0.94% 10.31%
---------------------------------------------------------
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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