Atnaujinta: 2024.11.26 18:07 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.12.2000
1.
30.09.2000 31.10.2000 30.11.2000 31.12.2000
Volume of
written options 69 299 900 99 184 900 76 747 900 82 701 900
(absolute value)
Net open
position -20 008 900 -49 519 900 -54 207 900 -60 131 900
2. By underlying
under-
lying 30.09.2000 31.10.2000 30.11.2000 31.12.2000
-----------------------------------------------------
ESTIK 0.26%
ETL 12.95% 12.85% 29.13% 27.52%
EVP 4.57% 6.34% 5.97%
HELEK 0.06% 0.05%
HP 62.83% 60.79% 46.74% 62.10%
KALEV 0.22% 0.48% 0.64% 0.60%
KLM 0.13% 0.12%
MERKO 0.66% 0.46% 0.31% 0.29%
NORMA 18.40% 19.04% 16.98% 9.29%
OPT 0.10%
VN 0.04% 0.03% 0.03%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.09.2000 31.10.2000 30.11.2000 31.12.2000
-----------------------------------------------------
Okt-00 19.43%
Nov-00 38.98% 41.40%
Dets-00 11.69% 15.62% 33.43%
Jaan-01 12.76% 18.48% 22.69% 47.86%
Veebr-01 16.63% 16.76% 30.44% 37.91%
Märts-01 0.51% 7.65% 11.23% 11.51%
Apr-01 0.09% 1.97% 1.99%
Mai-01 0.23% 0.62%
Juuni-01 0.11%
-----------------------------------------------------
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 Jaan-01 -5 452 500 -594
Veebr-01 -12 897 000 -1 196
Märts-01 -2 895 000 -310
Apr-01 -1 425 000 -150
Juuni-01 -90 000 -10
HELEK Jaan-01 -43 000 -10
HP Jaan-01 -30 744 000 -2 359
Veebr-01 -2 400 000 -12 674 000 -200 -993
Märts-01 -5 072 500 -417
Apr-01 -135 000 -10
Mai-01 -332 000 -23
KALEV Veebr-01 -150 000 -150
Märts-01 -165 000 -150
Mai-01 -180 000 -120
KLM Märts-01 -100 000 -200
MERKO Veebr-01 -238 000 -70
NORMA Jaan-01 -3 314 500 -790
Veebr-01 -2 994 900 -706
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
VN Jaan-01 -23 500 -5
-------------------------------------------------------------
total -2 400 000 -80 301 900 -200 -8 583
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-------------------------------------------------------------
under- expiry put call put call
lying
-------------------------------------------------------------
ETL Jaan-01 340 000 -4 207 500 40 -464
Veebr-01 -12 897 000 -1 196
Märts-01 -2 095 000 -210
Apr-01 -1 425 000 -150
Juuni-01 -90 000 -10
HELEK Jaan-01 -43 000 -10
HP Jaan-01 1 645 000 -25 984 000 130 -1 999
Veebr-01 -2 400 000 -5 754 000 -200 -433
Märts-01 -872 500 -67
Apr-01 -135 000 -10
Mai-01 -332 000 -23
KALEV Veebr-01 -150 000 -150
Märts-01 -165 000 -150
Mai-01 -90 000 -60
KLM Märts-01 -100 000 -200
MERKO Veebr-01 -238 000 -70
NORMA Jaan-01 -1 344 500 -290
Veebr-01 -2 994 900 -706
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
SAKU Jaan-01 600 000 100
VN Jaan-01 -23 500 -5
-------------------------------------------------------------
total 185 000 -60 316 900 70 -6 523
6. By option type
type 30.09.2000 31.10.2000 30.11.2000 31.12.2000
-------------------------------------------------------------
Put options 3.59% 2.75% 4.16% 2.90%
Call options 96.41% 97.25% 95.84% 97.10%
-------------------------------------------------------------
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