TALLINN STOCK EXCHANGE

ANNOUNCEMENT

02.11.99

 

OPTIONS MARKET IN ESTONIA AS OF 31.10.99

 

Net open position:

 

            30.06.99    31.07.99    31.08.99     30.09.99     31.10.99

           34 689 700  35 973 100  51 566 800   86 427 700  62 474 600

 

Distribution by underlying assets:

 

            30.06.99    31.07.99    31.08.99    30.09.99   31.10.99

 

HP           51.55%      35.72%        31.06%     26.68%    21.93%

OPT          14.10%      13.59%        14.30%      6.31%     1.53%

EYP           6.15%       4.85%         0.73%      2.40%     3.19%

NORMA        28.07%      37.95%        42.63%     54.79%    63.62%

FARMA          -          0.11%         0.08%      0.05%      -

ETL            -           -            0.20%      2.10%     1.98%

EVP            -          4.31%         4.69%      1.99%      -

MERKO         0.13%       1.90%         1.16%      3.93%     5.44%

EMV            -          0.39%         3.20%      0.94%     1.25%

BAL            -          1.17%         0.27%      0.16%     0.22%

KLM            -           -            0.21%      0.12%     0.17%

TKM            -           -            0.47%      0.28%     0.38%

HELEK          -           -            -          0.10%     0.14%

PENNU          -           -            -          0.10%     0.14%

RLK            -           -            -          0.06%      -

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

TOTAL        100.0%     100.0%     100.0%      100.0%        100.0%

 

 

Distribution by expiry date:

 

               30.06.99   31.07.99   31.08.99   30.09.99   31.10.99

 

July           36.26%      -          -           -          - 

August         21.17%     34.51%      -           -          -

September      10.33%     11.41%     33.14%       -          -

October        15.47%     33.82%     37.33%     46.84%       -

November       13.02%     14.19%     10.66%     23.37%      47.60%

December        3.75%      5.67%      8.03%      4.27%      11.60%

January 2000     -         0.39%      6.02%      3.59%      12.98%

February         -          -         4.83%     13.53%      17.77%

March            -          -          -         8.39%       9.02% 

April            -          -          -          -          1.02%

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

TOTAL         100.0%      100.0%      100.0%     100.0%     100.0%

 

 

Put options          2.22%

Call options        97.78%

 

 

TSE