Atnaujinta: 2024.07.21 19:02 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 28.02.2001
1.
30.11.2000 31.12.2000 31.01.2001 28.02.2001
Volume of
written options 76 747 900 82 701 900 85 470 000 62 041 000
(absolute value)
Net open
position -54 207 900 -60 131 900 -59 235 700 -34 968 400
2. By underlying
under-
lying 30.11.2000 31.12.2000 31.01.2001 28.02.2001
-----------------------------------------------------
ETL 29.13% 27.52% 34.93% 41.43%
EVP 5.97%
HELEK 0.06% 0.05%
HP 46.74% 62.10% 59.37% 55.28%
KALEV 0.64% 0.60% 0.39% 0.29%
KLM 0.13% 0.12% 0.12% 0.16%
MERKO 0.31% 0.29% 0.73%
NORMA 16.98% 9.29% 4.47% 2.84%
VN 0.03% 0.03%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.11.2000 31.12.2000 31.01.2001 28.02.2001
-----------------------------------------------------
Dec-00 33.43%
Jan-01 22.69% 47.86%
Feb-01 30.44% 37.91% 61.10%
Mar-01 11.23% 11.51% 34.41% 72.91%
Apr-01 1.97% 1.99% 2.23% 15.58%
May-01 0.23% 0.62% 1.43% 5.77%
Jun-01 0.11% 0.83% 0.37%
Aug-01 5.36%
-----------------------------------------------------
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 Mar-01 -4 897 500 -16 750 000 -710 -1 860
Apr-01 -2 483 500 -281
May-01 -1 340 000 -160
Jun-01 -232 000 -26
HP Mar-01 -21 809 000 -1 659
Apr-01 -7 098 000 -501
May-01 -650 000 -1 411 500 -50 -102
Aug-01 -3 325 000 -237
KALEV May-01 -180 000 -120
KLM Mar-01 -100 000 -200
NORMA Mar-01 -1 678 500 -380
Apr-01 -86 000 -20
-----------------------------------------------------------
total -5 547 500 -56 493 500 -760 -5 546
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------------
under- expiry put call put call
lying
-----------------------------------------------------------
ETL Mar-01 -4 657 500 -11 890 000 -680 -1 280
Apr-01 630 000 -1 503 500 80 -171
May-01 -540 000 -60
Jun-01 -232 000 -26
Jul-01 360 000 40
HP Mar-01 2 122 000 -14 209 000 153 -1 049
Apr-01 -4 298 000 -301
May-01 0 3 329 100 0 211
Aug-01 -3 325 000 -237
KALEV May-01 -90 000 -60
KLM Mar-01 -100 000 -200
NORMA Mar-01 -1 678 500 -380
Apr-01 -86 000 -20
SAKU May-01 350 000 50
Jun-01 350 000 50
VN May-01 500 000 100
-----------------------------------------------------------
total -1 905 500 -33 062 900 -447 -3 333
6. By option type
type 30.11.2000 31.12.2000 31.01.2001 28.02.2001
---------------------------------------------------------------
Put options 4.16% 2.90% 2.81% 8.94%
Call options 95.84% 97.10% 97.19% 91.06%
---------------------------------------------------------------
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