Atnaujinta: 2024.07.06 18:07 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.06.2000
1.
31.03.2000 30.04.2000 31.05.2000 30.06.2000
Volume of
written options 88 235 150 56 389 450 37 815 750 53 595 350
(absolute value)
Net open
position -79 006 450 -46 365 750 -37 815 750 -29 637 000
2. By underlying
underlying 31.03.2000 30.04.2000 31.05.2000 30.06.2000
------------------------------------------------------
BAL 0.10% 0.16% 0.24% 0.17%
ESTIK 0.32% 0.22%
ETL 11.12% 12.41% 4.69% 2.47%
EVP 0.27% 0.43% 1.46% 1.04%
EYP 13.38% 26.22% 27.74% 17.12%
FARMA 0.13% 0.20% 0.30% 0.21%
HP 45.56% 16.52% 21.83% 57.60%
KALEV 0.18% 0.28% 0.42% 0.30%
KLM 0.84% 1.32% 1.97% 0.31%
KYLM 1.22% 1.92% 2.86% 2.02%
MERKO 3.90% 5.83% 2.51% 0.22%
NORMA 21.64% 32.20% 31.13% 14.97%
OPT 0.96% 1.43% 1.81% 2.22%
REVAL 0.35%
TKM 0.69% 1.08% 2.72% 0.78%
------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.03.2000 30.04.2000 31.05.2000 30.06.2000
------------------------------------------------------
Apr-00 61.19%
Mai-00 20.49% 54.58%
Juuni-00 7.73% 23.37% 40.23%
Juuli-00 6.99% 13.52% 21.25% 16.42%
Aug-00 1.74% 4.13% 6.14% 9.14%
Sept-00 0.29% 1.29% 1.92% 4.97%
Okt-00 0.67% 7.11% 19.01%
Nov-00 19.51% 43.71%
Dets-00 0.19% 2.74%
Jaan-01 1.56% 2.45% 3.65% 2.57%
Veebr-01 0.47%
Juuni-01 0.97%
------------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts option contracts
(EEK)
-----------------------------------------------------
underlying expiry call call
-----------------------------------------------------
BAL Juuli-00 -90 000 -50
ESTIK Okt-00 -120 000 -200
ETL Juuli-00 -172 500 -15
Nov-00 -1 150 000 -100
EVP Aug-00 -179 600 -340
Sept-00 -152 750 -325
Okt-00 -73 500 -150
Nov-00 -78 000 -150
Dets-00 -73 500 -150
EYP Juuli-00 -3 210 000 -1 110
Aug-00 -1 508 000 -460
Okt-00 -300 000 -100
Nov-00 -2 780 000 -940
Jaan-01 -1 380 000 -460
FARMA Juuli-00 -112 200 -51
HP Juuli-00 -3 534 000 -278
Aug-00 -2 045 000 -160
Sept-00 -1 300 000 -100
Okt-00 -7 720 000 -620
Nov-00 -15 380 000 -1 230
Dets-00 -125 000 -10
Veebr-01 -250 000 -20
Juuni-01 -518 700 -42
KALEV Juuli-00 -160 000 -200
KLM Juuli-00 -60 000 -100
Sept-00 -105 000 -150
KYLM Juuli-00 -720 000 -400
Sept-00 -360 000 -200
MERKO Dets-00 -120 000 -40
NORMA Juuli-00 -256 400 -62
Aug-00 -967 700 -239
Sept-00 -107 500 -25
Okt-00 -1 507 000 -355
Nov-00 -4 036 000 -1 010
Dets-00 -1 148 000 -310
OPT Juuli-00 -484 000 -460
Aug-00 -200 000 -200
Sept-00 -456 000 -760
Okt-00 -50 000 -100
REVAL Sept-00 -185 000 -50
TKM Okt-00 -420 000 -100
------------------------------------------------------
total -53 595 350 -11 822
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------
underlying expiry call call
------------------------------------------------------
BAL Juuli-00 -90 000 -50
ESTIK Okt-00 -120 000 -200
ETL Juuli-00 -172 500 -15
Nov-00 -1 150 000 -100
EVP Aug-00 -179 600 -340
Sept-00 -152 750 -325
Okt-00 -73 500 -150
Nov-00 -78 000 -150
Dets-00 -73 500 -150
EYP Juuli-00 -3 210 000 -1 110
Aug-00 -1 508 000 -460
Okt-00 -300 000 -100
Nov-00 -2 780 000 -940
Jaan-01 -1 380 000 -460
FARMA Juuli-00 -112 200 -51
HP Juuli-00 -2 910 000 -230
Aug-00 -2 045 000 -160
Okt-00 -270 000 -20
Nov-00 -1 055 000 -80
Dets-00 -125 000 -10
Veebr-01 -250 000 -20
Juuni-01 -259 350 -21
KALEV Juuli-00 -160 000 -200
KLM Juuli-00 -60 000 -100
Sept-00 -105 000 -150
KYLM Juuli-00 -720 000 -400
Sept-00 -360 000 -200
MERKO Dets-00 -120 000 -40
NORMA Juuli-00 -256 400 -62
Aug-00 -967 700 -239
Sept-00 -107 500 -25
Okt-00 -1 507 000 -355
Nov-00 -4 036 000 -1 010
Dets-00 -1 148 000 -310
OPT Juuli-00 -484 000 -460
Aug-00 -200 000 -200
Sept-00 -456 000 -760
Okt-00 -50 000 -100
REVAL Sept-00 -185 000 -50
TKM Okt-00 -420 000 -100
------------------------------------------------------
total -29 637 000 -9 903
6. By option type
type 31.03.2000 30.04.2000 31.05.2000 30.06.2000
--------------------------------------------------------------
Put options 13.77% 11.44% 3.95%
Call options 86.23% 88.56% 96.05% 100.00%
--------------------------------------------------------------
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
Schema