Atnaujinta: 2024.11.28 06:36 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.10.2001
1.
31.07.2001 31.08.2001 30.09.2001 31.10.2001
Volume of
written options 117167500 117213250 101484500 86647300
(absolute value)
Net open
position -8493000 -865250 -27703500 1051700
2. By underlying
under-
lying 31.07.2001 31.08.2001 30.09.2001 31.10.2001
-----------------------------------------------------
ETL 42.60% 28.65% 26.07% 51.44%
HP 40.67% 52.82% 55.84% 31.72%
NORMA 16.73% 18.53% 18.09% 16.84%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.07.2001 31.08.2001 30.09.2001 31.10.2001
-----------------------------------------------------
Aug-01 50.99%
Sep-01 10.97% 52.10%
Oct-01 20.53% 22.66% 73.16%
Nov-01 9.92% 13.31% 16.96% 58.91%
Dec-01 4.44% 5.16% 3.96% 12.35%
Jan-02 1.83% 4.81% 3.57% 22.25%
Feb-02 0.64% 1.66% 1.73%
Mar-02 0.69% 2.66%
Apr-02 0.15%
May-02 1.10% 1.10% 1.48%
Jun-02 0.22% 0.22% 0.30%
Oct-02 0.16%
-----------------------------------------------------
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 call put call put
lying
-----------------------------------------------------
ETL Nov-01 -18476250 -2800000 -3123 -600
Dec-01 -4770450 -920000 -749 -160
Jan-02 -16190500 -2540
Feb-02 -515000 -43000 -100 -10
May-02 -714000 -85
Oct-02 -142500 -25
HP Nov-01 -17664000 -580000 -1274 -40
Dec-01 -4607500 -325
Jan-02 -3090000 -220
Feb-02 -440000 -30
Mar-02 -196000 -14
Apr-02 -84000 -6
May-02 -570000 -38
Jun-02 -256000 -16
NORMA Nov-01 -11525100 -2508
Dec-01 -405000 -90
Feb-02 -500000 -100
Mar-02 -2110000 -450
Apr-02 -48000 -10
-----------------------------------------------------
total -82304300 -4343000 -11703 -810
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-----------------------------------------------------
under- expiry call put call put
lying
-----------------------------------------------------
ETL Nov-01 -10661250 7025000 -1733 1300
Dec-01 -1968950 7175000 -320 1340
Jan-02 -16190500 -2540
Feb-02 -77500 -43000 -30 -10
Mar-02 188500 26
May-02 -714000 -85
Oct-02 -142500 -25
Nov-01 1450000 200
Jan-02 1450000 200
Dec-01 1400000 200
Jan-02 700000 100
HP Nov-01 -11967500 12417500 -887 905
Dec-01 -3950000 10950000 -280 800
Jan-02 -3090000 -220
Feb-02 -440000 -30
Mar-02 -196000 -14
Apr-02 -84000 -6
May-02 -570000 -38
Jun-02 -256000 -16
Nov-01 2800000 200
Dec-01 2800000 200
NORMA Nov-01 -4221100 5054000 -1063 1020
Dec-01 2097000 2450000 440 500
Feb-02 -500000 -100
Mar-02 -2110000 -450
Apr-02 -48000 -10
SAKU Nov-01 325000 50
-----------------------------------------------------
total -43976800 45028500 -6231 5855
6. By option type
type 31.07.2001 31.08.2001 30.09.2001 31.10.2001
---------------------------------------------------------
Put options 4.78% 9.74% 7.28% 5.01%
Call options 95.22% 90.26% 92.72% 94.99%
---------------------------------------------------------
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