Atnaujinta: 2024.11.25 06:24 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.03.2000
1.
31.12.1999 31.01.2000 29.02.2000 31.03.2000
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Volume of
written options - 131 706 600 112 896 000 88 235 150
(absolute value)
----------------------------------------------------------------------
Net open
position -96 556 700 -100 364 100 -99 596 000 -79 006 450
----------------------------------------------------------------------
2. By underlying:
underlying 31.01.2000 29.02.2000 31.03.2000
-----------------------------------------------
BAL 0.03% 0.08% 0.10%
ETL 5.01% 4.69% 11.12%
EVP 0.27%
EYP 7.19% 9.82% 13.38%
FARMA 0.13%
HP 60.95% 59.60% 45.56%
KALEV 0.18% 0.14% 0.18%
KLM 0.44% 0.57% 0.84%
KYLM 0.82% 0.96% 1.22%
MERKO 2.71% 2.66% 3.90%
NORMA 20.43% 17.55% 21.64%
OPT 1.63% 3.40% 0.96%
TKM 0.46% 0.54% 0.69%
VN 0.15%
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Total 100.00% 100.00% 100.00%
3. By expiry date:
expiry 31.01.2000 29.02.2000 31.03.2000
-----------------------------------------------
Feb-00 17.79%
March-00 58.22% 50.15%
Apr-00 9.74% 29.88% 61.19%
May-00 5.77% 9.18% 20.49%
June-00 3.09% 3.64% 7.73%
July-00 4.34% 4.95% 6.99%
Aug-00 0.97% 1.74%
Sept-00 0.29%
Jan-01 1.05% 1.22% 1.56%
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Total 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts(EEK) option contracts
-----------------------------------------------------
Underlying Expiry Call Put Call Put
----------------------------------------------------------------
BAL July-00 -90 000 -50
ETL Apr-00 -7 210 000 -468
May-00 -1 732 000 -130
June-00 -435 000 -30
Aug-00 -435 000 -30
EVP May-00 -64 500 -150
June-00 -23 500 -50
Sept-00 -152 750 -325
EYP Apr-00 -212 000 -485 000 -80 -150
May-00 -4 837 000 -1 370
June-00 -1 655 000 -430
July-00 -2 340 000 -800
Aug-00 -900 000 -250
Jan-01 -1 380 000 -460
FARMA July-00 -112 200 -51
HP Apr-00 -1 960 000 -35 475 000 -140 -2 510
May-00 -204 000 -22
June-00 -1 360 000 -150
July-00 -1 200 000 -100
KALEV July-00 -160 000 -200
KLM May-00 -580 000 -1 300
July-00 -60 000 -100
Sept-00 -105 000 -150
KYLM Apr-00 -360 000 -200
July-00 -720 000 -400
MERKO Apr-00 -150 000 -100
May-00 -2 340 000 -900
July-00 -950 000 -500
NORMA Apr-00 -120 000 -7 854 000 -40 -1 875
May-00 -43 000 -8 281 600 -10 -1 793
June-00 -2 741 200 -624
July-00 -50 400 -12
OPT Apr-00 -165 000 -200
July-00 -484 000 -460
Aug-00 -200 000 -200
TKM June-00 -608 000 -160
---------------------------------------------------------------
Total -12 147 000 -76 088 150 -928 -16 042
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------
Underlying Expiry Call Put Call Put
------------------------------------------------------------
BAL July-00 -90 000 -50
ETL Apr-00 -7 210 000 -468
May-00 -1 732 000 -130
June-00 -435 000 -30
Aug-00 -435 000 -30
EVP May-00 -64 500 -150
June-00 -23 500 -50
Sept-00 -152 750 -325
EYP Apr-00 -212 000 -485 000 -80 -150
May-00 -4 732 000 -1 340
June-00 -1 655 000 -430
July-00 -2 340 000 -800
Aug-00 -900 000 -250
Jan-01 -1 380 000 -460
FARMA July-00 -112 200 -51
HP Apr-00 -1 960 000 -35 475 000 -140 -2 510
May-00 -204 000 -22
June-00 -910 000 -100
July-00 -1 200 000 -100
Okt-00 3 660 800 256
Mai-01 4 332 900 303
KALEV July-00 -160 000 -200
KLM May-00 -580 000 -1 300
July-00 -60 000 -100
Sept-00 -105 000 -150
KYLM Apr-00 -360 000 -200
July-00 -720 000 -400
MERKO Apr-00 -150 000 -100
May-00 -2 080 000 -800
July-00 -950 000 -500
NORMA Apr-00 -120 000 -7 854 000 -40 -1 875
May-00 -43 000 -8 281 600 -10 -1 793
June-00 -2 741 200 -624
July-00 -50 400 -12
OPT Apr-00 200 000 55 000 200 0
July-00 -484 000 -460
Aug-00 -200 000 -200
TKM June-00 -608 000 -160
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Total -11 947 000 -67 059 450 -728 -15 103
6. By option type:
Type 31.01.2000 29.02.2000 31.03.2000
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Put options 0.55% 9.29% 13.77%
Call options 99.45% 90.71% 86.23%
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Total 100.00% 100.00% 100.00%
Put options 9.29%
Call options 90.71%
The methodology for calculation of option statistics is available at
TSE Internet homepage at <a href='http://www.tse.ee/rules/eng/doc/Optionmeth.pdf' target='_blank'>http://www.tse.ee/rules/eng/doc/Optionmeth.pdf</a>
TSE
Schema