Pēd. atjaunots: 26.11.2024 01:29 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 31.07.2000
1.
30.04.2000 31.05.2000 30.06.2000 31.07.2000
Volume of
written options 56 389 450 37 815 750 53 595 350 69 502 050
(absolute value)
Net open
position -46 365 750 -37 815 750 -29 637 000 -30 239 050
2. By underlying
underlying 30.04.2000 31.05.2000 30.06.2000 31.07.2000
------------------------------------------------------
BAL 0.16% 0.24% 0.17% 0.27%
ESTIK 0.32% 0.22% 0.17%
ETL 12.41% 4.69% 2.47% 2.55%
EVP 0.43% 1.46% 1.04% 0.92%
EYP 26.22% 27.74% 17.12% 10.34%
FARMA 0.20% 0.30% 0.21%
HP 16.52% 21.83% 57.60% 68.56%
KALEV 0.28% 0.42% 0.30%
KLM 1.32% 1.97% 0.31% 0.15%
KYLM 1.92% 2.86% 2.02% 1.55%
MERKO 5.83% 2.51% 0.22% 0.17%
NORMA 32.20% 31.13% 14.97% 14.05%
OPT 1.43% 1.81% 2.22% 0.39%
REVAL 0.35% 0.27%
TKM 1.08% 2.72% 0.78% 0.60%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 30.04.2000 31.05.2000 30.06.2000 31.07.2000
-----------------------------------------------------
Mai-00 54.58%
Juuni-00 23.37% 40.23%
Juuli-00 13.52% 21.25% 16.42%
Aug-00 4.13% 6.14% 9.14% 16.94%
Sept-00 1.29% 1.92% 4.97% 11.09%
Okt-00 0.67% 7.11% 19.01% 17.42%
Nov-00 19.51% 43.71% 35.64%
Dets-00 0.19% 2.74% 11.33%
Jaan-01 2.45% 3.65% 2.57% 7.22%
Veebr-01 0.47% 0.36%
Juuni-01 0.97%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
4. Written options
Volume of written Number of written
option contracts option contracts
(EEK)
---------------------------------------------------------
under-
lying expiry put call put call
---------------------------------------------------------
BAL Jaan-01 -190 000 1
ESTIK Okt-00 -120 000 1
ETL Aug-00 -220 000 1
Nov-00 -1 150 000 1
Dets-00 -402 500 1
EVP Aug-00 -179 600 3
Sept-00 -152 750 2
Okt-00 -73 500 1
Nov-00 -159 000 2
Dets-00 -73 500 1
EYP Aug-00 -1 508 000 4
Sept-00 -1 218 000 4
Okt-00 -300 000 1
Nov-00 -2 780 000 3
Jaan-01 -1 380 000 1
HP Aug-00 -7 975 000 11
Sept-00 -5 322 500 7
Okt-00 -9 616 000 6
Nov-00 -16 647 500 12
Dets-00 -4 790 000 9
Jaan-01 -3 050 000 6
Veebr-01 -250 000 1
KLM Sept-00 -105 000 1
KYLM Aug-00 -720 000 1
Sept-00 -360 000 1
MERKO Dets-00 -120 000 1
NORMA Aug-00 -967 700 6
Sept-00 -365 500 4
Okt-00 -1 507 000 4
Nov-00 -4 036 000 3
Dets-00 -2 488 000 8
Jaan-01 -400 000 1
OPT Aug-00 -200 000 1
Okt-00 -70 000 1
REVAL Sept-00 -185 000 1
TKM Okt-00 -420 000 1
---------------------------------------------------------
total -70 000 -69 432 050 1 112
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
---------------------------------------------------------
under-
lying expiry put call put call
---------------------------------------------------------
BAL Jaan-01 -190 000 1
ESTIK Okt-00 -120 000 1
ETL Aug-00 380 000 3
Nov-00 -1 150 000 1
Dets-00 -402 500 1
EVP Aug-00 -179 600 3
Sept-00 -152 750 2
Okt-00 -73 500 1
Nov-00 -81 000 3
Dets-00 -73 500 1
EYP Aug-00 -1 508 000 4
Sept-00 -1 218 000 4
Okt-00 -300 000 1
Nov-00 -2 780 000 3
Jaan-01 -1 380 000 1
HP Aug-00 5 535 000 23
Sept-00 -2 622 500 9
Okt-00 -2 166 000 8
Nov-00 -2 322 500 19
Dets-00 -4 190 000 10
Jaan-01 -3 050 000 6
Veebr-01 -250 000 1
KLM Sept-00 -105 000 1
KYLM Aug-00 -720 000 1
Sept-00 -360 000 1
MERKO Dets-00 -120 000 1
NORMA Aug-00 -967 700 6
Sept-00 -365 500 4
Okt-00 -1 507 000 4
Nov-00 -4 036 000 3
Dets-00 -2 488 000 8
Jaan-01 -400 000 1
OPT Aug-00 -200 000 1
Okt-00 -70 000 1
REVAL Sept-00 -185 000 1
TKM Okt-00 -420 000 1
-----------------------------------------------------------
total -70 000 -30 169 050 1 139
6. By option type
type 30.04.2000 31.05.2000 30.06.2000 31.07.2000
----------------------------------------------------------
Put options 11.44% 3.95% 0.10%
Call options 88.56% 96.05% 100.00% 99.90%
----------------------------------------------------------
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
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