Atnaujinta: 2024.07.22 17:12 (GMT+3)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.08.2001
1.
31.05.2001 30.06.2001 31.07.2001 31.08.2001
Volume of
written options 54 405 500 65 152 900 117 167 500 117 213 250
(absolute value)
Net open
position -11 011 500 32 564 100 -8 493 000 -865 250
2. By underlying
under-
lying 31.05.2001 30.06.2001 31.07.2001 31.08.2001
-----------------------------------------------------
ETL 19.56% 26.36% 42.60% 28.65%
HP 48.87% 48.88% 40.67% 52.82%
MERKO 0.38%
NORMA 31.20% 24.76% 16.73% 18.53%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expir 31.05.2001 30.06.2001 31.07.2001 31.08.2001
-----------------------------------------------------
Jun-01 59.42%
Jul-01 6.17% 44.12%
Aug-01 6.53% 6.09% 50.99%
Sep-01 9.37% 9.29% 10.97% 52.10%
Oct-01 13.75% 11.59% 20.53% 22.66%
Nov-01 2.39% 16.69% 9.92% 13.31%
Dec-01 6.55% 4.44% 5.16%
Jan-02 3.30% 1.83% 4.81%
Feb-02 0.64%
May-02 2.36% 1.97% 1.10% 1.10%
Jun-02 0.39% 0.22% 0.22%
-----------------------------------------------------
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 Sep-01 -10 315 000 -10 993 750 -1700 -2035
Oct-01 -3 705 000 -110 000 -536 -20
Nov-01 -2 641 500 -403
Dec-01 -2 012 500 -300
Jan-02 -2 836 500 -421
Feb-02 -250 000 -40
May-02 -714 000 -85
HP Sep-01 -22 340 000 -1470
Oct-01 -22 378 000 -1442
Nov-01 -9 759 000 -664
Dec-01 -3 502 500 -310 000 -245 -20
Jan-02 -2 800 000 -200
May-02 -570 000 -38
Jun-02 -256 000 -16
NORMA Sep-01 -17 423 500 -3845
Oct-01 -371 000 -70
Nov-01 -3 200 000 -650
Dec-01 -225 000 -50
Feb-02 -500 000 -100
-------------------------------------------------------------
total -105 799 500 -11 413 750 -12275 -2075
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
------------------------------------------------------------
under- expiry put call put call
lying
------------------------------------------------------------
ETL Sep-01 5 560 000 -3 301 250 1095 -935
Oct-01 -1 267 500 515 000 -186 60
Nov-01 4 308 500 797
Dec-01 -612 500 -100
Jan-02 -686 500 -121
Feb-02 -125 000 -20
May-02 -714 000 -85
HP Sep-01 -2 115 000 6 340 000 -180 420
Oct-01 -8 518 000 4 810 000 -432 320
Nov-01 -6 759 000 290 000 -464 20
Dec-01 -702 500 -205 000 -45 -13
Jan-02 -2 800 000 -200
May-02 -570 000 -38
Jun-02 -256 000 -16
MERKO Sep-01 84 000 20
NORMA Sep-01 -12 816 500 150 000 -2945 30
Oct-01 10 057 000 200 000 2050 40
Nov-01 2 165 000 104 000 400 20
Dec-01 -225 000 -50
Feb-02 -500 000 -100
SAKU Sep-01 910 000 140
Oct-01 240 000 600 000 40 100
Nov-01 325 000 50
TKM Oct-01 4 650 000 700
------------------------------------------------------------
total -15 018 000 14 152 750 -390 762
6. By option type
type 31.05.2001 30.06.2001 31.07.2001 31.08.2001
-------------------------------------------------------------
Put options 1.34% 0.79% 4.78% 9.74%
Call options 98.66% 99.21% 95.22% 90.26%
-------------------------------------------------------------
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