Pēd. atjaunots: 26.11.2024 14:16 (GMT+2)
TALLINN STOCK EXCHANGE
ANNOUNCEMENT
OPTION MARKET STATISTICS AS OF 30.11.2000
1.
31.08.2000 30.09.2000 31.10.2000 30.11.2000
Volume of
written options 75 115 650 69 299 900 99 184 900 76 747 900
(absolute value)
Net open
position -25 937 200 -20 008 900 -49 519 900 -54 207 900
2. By underlying
under-
lying 31.08.2000 30.09.2000 31.10.2000 30.11.2000
-----------------------------------------------------
ESTIK 0.24% 0.26%
ETL 5.37% 12.95% 12.85% 29.13%
EVP 0.68% 4.57% 6.34% 5.97%
EYP 4.55%
HELEK 0.06%
HP 68.87% 62.83% 60.79% 46.74%
KALEV 0.22% 0.48% 0.64%
KLM 0.14% 0.13%
KYLM 0.48%
MERKO 0.61% 0.66% 0.46% 0.31%
NORMA 18.40% 18.40% 19.04% 16.98%
OPT 0.09% 0.10%
TKM 0.56%
VN 0.04% 0.03%
-----------------------------------------------------
total 100.00% 100.00% 100.00% 100.00%
3. By expiry date
expiry 31.08.2000 30.09.2000 31.10.2000 30.11.2000
-----------------------------------------------------
Sept-00 19.02%
Okt-00 17.04% 19.43%
Nov-00 31.37% 38.98% 41.40%
Dets-00 11.65% 11.69% 15.62% 33.43%
Jaan-01 11.51% 12.76% 18.48% 22.69%
Veebr-01 7.97% 16.63% 16.76% 30.44%
Märts-01 0.51% 7.65% 11.23%
Apr-01 0.09% 1.97%
Mai-01 0.23%
Juuni-01 0.69%
Juuli-01 0.75%
-----------------------------------------------------
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 Dets-00 -1 540 000 -2 426 000 -170 -248
Jaan-01 -2 030 000 -212
Veebr-01 -12 939 500 -1 191
Märts-01 -1 995 000 -210
Apr-01 -1 425 000 -150
EVP Dets-00 -350 000 -4 235 000 -50 -650
HELEK Jaan-01 -43 000 -10
HP Dets-00 -10 860 000 -812
Jaan-01 -12 834 000 -994
Veebr-01 -7 109 000 -558
Märts-01 -5 072 500 -417
KALEV Veebr-01 -150 000 -150
Märts-01 -165 000 -150
Mai-01 -180 000 -120
KLM Märts-01 -100 000 -200
MERKO Veebr-01 -238 000 -70
NORMA Dets-00 -1 299 000 -4 945 500 -270 -1 195
Jaan-01 -2 484 500 -590
Veebr-01 -2 927 400 -691
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
VN Jaan-01 -23 500 -5
----------------------------------------------------------
total -3 189 000 -73 558 900 -490 -8 943
5. Net open position
Net open position Net open position
(EEK) (number of contracts)
-------------------------------------------------------------
under- expiry put call put call
lying
-------------------------------------------------------------
ETL Dets-00 -190 000 -2 426 000 -20 -248
Jaan-01 -1 745 000 -182
Veebr-01 -12 939 500 -1 191
Märts-01 -1 195 000 -110
Apr-01 -1 425 000 -150
EVP Dets-00 -350 000 -4 235 000 -50 -650
HELEK Jaan-01 -43 000 -10
HP Dets-00 -9 180 000 -692
Jaan-01 660 000 -9 084 000 60 -694
Veebr-01 -2 969 000 -228
Märts-01 1 527 500 133
KALEV Veebr-01 -150 000 -150
Märts-01 -165 000 -150
Mai-01 -90 000 -60
KLM Märts-01 -100 000 -200
MERKO Veebr-01 -238 000 -70
NORMA Dets-00 -1 299 000 -4 330 500 -270 -1 045
Jaan-01 -514 500 -90
Veebr-01 -2 927 400 -691
Märts-01 -1 290 000 -300
Apr-01 -86 000 -20
SAKU Jaan-01 600 000 100
VN Jaan-01 -23 500 -5
----------------------------------------------------------
total -579 000 -53 628 900 -180 -6 803
6. By option type
type 31.08.2000 30.09.2000 31.10.2000 30.11.2000
-----------------------------------------------------------
Put options 2.93% 3.59% 2.75% 4.16%
Call options 97.07% 96.41% 97.25% 95.84%
-----------------------------------------------------------
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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