TALLINN STOCK EXCHANGE

ANNOUNCEMENT

04.10.99

 

 

OPTIONS MARKET IN ESTONIA AS OF 30.09.99

 

Net open position:

 

                         30.06.99    31.07.99    31.08.99     30.09.99

                       34 689 700  35 973 100  51 566 800   86 427 700

 

Distribution by underlying assets:

 

           31.05.99   30.06.99    31.07.99      31.08.99   30.09.99

 

HP           55.08%     51.55%      35.72%        31.06%     26.68%

OPT          19.62%     14.10%      13.59%        14.30%      6.31%

EYP          10.64%      6.15%       4.85%         0.73%      2.40%

NORMA        13.65%     28.07%      37.95%        42.63%     54.79%

FARMA          -          -          0.11%         0.08%      0.05%

ETL            -          -           -            0.20%      2.10%

EVP            -          -          4.31%         4.69%      1.99%

MERKO         1.01%      0.13%       1.90%         1.16%      3.93%

EMV            -          -          0.39%         3.20%      0.94%

BAL            -          -          1.17%         0.27%      0.16%

KLM            -          -           -            0.21%      0.12%

TKM            -          -           -            0.47%      0.28%

HELEK          -          -           -            -          0.10%

PENNU          -          -           -            -          0.10%

RLK            -          -           -            -          0.06%

--------------------------------------------------------------------

TOTAL        100.0%     100.0%     100.0%      100.0%        100.0%

 

 

Distribution by expiry date:

 

               31.05.99   30.06.99   31.07.99   31.08.99    30.09.99

 

June           25.61%       -          -          -           -

July           31.69%      36.26%      -          -           -

August         17.36%      21.17%     34.51%      -           -

September       5.78%      10.33%     11.41%     33.14%       -

October        15.78%      15.47%     33.82%     37.33%     46.84%

November        3.78%      13.02%     14.19%     10.66%     23.37%

December         -          3.75%      5.67%      8.03%      4.27%

January 2000     -          -          0.39%      6.02%      3.59%

February 2000    -          -          -          4.83%     13.53%

March 2000       -          -          -          -          8.39%

--------------------------------------------------------------------

TOTAL         100.0%      100.0%      100.0%     100.0%     100.0%

 

 

Put options          2.92%

Call options        97.08%

 

 

TSE