Atnaujinta: 2024.11.25 16:45 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.05.2000
1.
29.02.2000 31.03.2000 30.04.2000 31.05.2000
Volume of
written options 112 896 000 88 235 150 56 389 450 37 815 750
(absolute value)
Net open
position -99 596 000 -79 006 450 -46 365 750 -37 815 750
2. By underlying:
underlying 29.02.2000 31.03.2000 30.04.2000 31.05.2000
----------------------------------------------------
BAL 0.08% 0.10% 0.16% 0.24%
ESTIK 0.32%
ETL 4.69% 11.12% 12.41% 4.69%
EVP 0.27% 0.43% 1.46%
EYP 9.82% 13.38% 26.22% 27.74%
FARMA 0.13% 0.20% 0.30%
HP 59.60% 45.56% 16.52% 21.83%
KALEV 0.14% 0.18% 0.28% 0.42%
KLM 0.57% 0.84% 1.32% 1.97%
KYLM 0.96% 1.22% 1.92% 2.86%
MERKO 2.66% 3.90% 5.83% 2.51%
NORMA 17.55% 21.64% 32.20% 31.13%
OPT 3.40% 0.96% 1.43% 1.81%
TKM 0.54% 0.69% 1.08% 2.72%
----------------------------------------------------
Total 100.00% 100.00% 100.00% 100.00%
3. By expiry date:
expiry 29.02.2000 31.03.2000 30.04.2000 31.05.2000
----------------------------------------------------
Mar-00 50.15%
Apr-00 29.88% 61.19%
May-00 9.18% 20.49% 54.58%
Jun-00 3.64% 7.73% 23.37% 40.23%
Jul-00 4.95% 6.99% 13.52% 21.25%
Aug-00 0.97% 1.74% 4.13% 6.14%
Sep-00 0.29% 1.29% 1.92%
Oct-00 0.67% 7.11%
Nov-00 19.51%
Dec-00 0.19%
Jan-01 1.22% 1.56% 2.45% 3.65%
----------------------------------------------------
Total 100.00% 100.00% 100.00% 100.00%
4 4. Written options
Volume of written Number of written
option contracts(EEK) option contracts
-----------------------------------------------------
Underlying Expiry Call Put Call Put
----------------------------------------------------------------
BAL Jul-00 -90 000 -50
ESTIK Oct-00 -120 000 -200
ETL Jun-00 -307 500 -25
Jul-00 -172 500 -15
Aug-00 -145 000 -10
Nov-00 -1 150 000 -100
EVP Jun-00 -73 800 -140
Aug-00 -179 600 -340
Sep-00 -152 750 -325
Oct-00 -73 500 -150
Dec-00 -73 500 -150
EYP Jun-00 -3 330 000 -990
Jul-00 -3 420 000 -1 180
Aug-00 -900 000 -250
Oct-00 -300 000 -100
Nov-00 -1 160 000 -400
Jan-01 -1 380 000 -460
FARMA Jul-00 -112 200 -51
HP Jun-00 -1 350 000 -3 590 000 -100 -290
Jul-00 -1 610 000 -130
Aug-00 -405 000 -30
Oct-00 -270 000 -20
Nov-00 -1 030 000 -80
KALEV Jul-00 -160 000 -200
KLM Jun-00 -580 000 -1 300
Jul-00 -60 000 -100
Sep-00 -105 000 -150
KYLM Jul-00 -720 000 -400
Sep-00 -360 000 -200
MERKO Jul-00 -950 000 -500
NORMA Jun-00 -5 374 800 -1 254
Jul-00 -256 400 -62
Aug-00 -491 700 -119
Sep-00 -107 500 -25
Oct-00 -1 507 000 -355
Nov-00 -4 036 000 -1 010
OPT Jul-00 -484 000 -460
Aug-00 -200 000 -200
TKM Jun-00 -608 000 -160
Oct-00 -420 000 -100
------------------------------------------------------------
Total -1 495 000 -36 320 750 -110 -12 071
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------
Underlying Expiry Call Put Call Put
------------------------------------------------------------
BAL Jul-00 -90 000 -50
ESTIK Oct-00 -120 000 -200
ETL Jun-00 -307 500 -25
Jul-00 -172 500 -15
Aug-00 -145 000 -10
Nov-00 -1 150 000 -100
EVP Jun-00 -73 800 -140
Aug-00 -179 600 -340
Sep-00 -152 750 -325
Oct-00 -73 500 -150
Dec-00 -73 500 -150
EYP Jun-00 -3 330 000 -990
Jul-00 -3 420 000 -1 180
Aug-00 -900 000 -250
Oct-00 -300 000 -100
Nov-00 -1 160 000 -400
Jan-01 -1 380 000 -460
FARMA Jul-00 -112 200 -51
HP Jun-00 -1 350 000 -3 590 000 -100 -290
Jul-00 -1 610 000 -130
Aug-00 -405 000 -30
Oct-00 -270 000 -20
Nov-00 -1 030 000 -80
KALEV Jul-00 -160 000 -200
KLM Jun-00 -580 000 -1 300
Jul-00 -60 000 -100
Sep-00 -105 000 -150
KYLM Jul-00 -720 000 -400
Sep-00 -360 000 -200
MERKO Jul-00 -950 000 -500
NORMA Jun-00 -5 374 800 -1 254
Jul-00 -256 400 -62
Aug-00 -491 700 -119
Sep-00 -107 500 -25
Oct-00 -1 507 000 -355
Nov-00 -4 036 000 -1 010
OPT Jul-00 -484 000 -460
Aug-00 -200 000 -200
TKM Jun-00 -608 000 -160
Oct-00 -420 000 -100
------------------------------------------------------------
Total -1 495 000 -36 320 750 -110 -12 071
6. By option type:
Type 29.02.2000 31.03.2000 30.04.2000 31.05.2000
------------------------------------------------------------
Put options 9.29% 13.77% 11.44% 3.95%
Call options 90.71% 86.23% 88.56% 96.05%
------------------------------------------------------------
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/rules/eng/doc/Optionmeth.pdf' target='_blank'>http://www.tse.ee/rules/eng/doc/Optionmeth.pdf</a>
TSE
Schema