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SIBEX Daily Market Report / february 03, 2012

Top 5 trades (all expiry dates)

companycurrent
session
previous
session
open
interest
1. DESIF5 - SIF Oltenia616 310 6,828
2. DEFPR - SC Fondul Proprietatea SA86 66 678
3. DESNP - Petrom45 73 424
4. DESIF2 - SIF Moldova41 63 272
5. DESIF3 - SIF Transilvania18 8 782

Top 5 trades (next expiry date)

companycurrent
session
previous
session
open
interest
1. DESIF5 - SIF Oltenia534 253 5,602
2. DEFPR - SC Fondul Proprietatea SA83 56 580
3. DESNP - Petrom44 73 388
4. DESIF2 - SIF Moldova23 63 210
5. DESIF3 - SIF Transilvania13 7 658
expiry: march 2012
companyvolumetradesopen
interest
close
SIBEX
close
BSE
% yield
of hedging
DESNP - Petrom44 27 388 0.3570 0.3475 17.51%
DEFPR - SC Fondul Proprietatea SA83 20 580 0.5321 0.5210 13.64%
DESIF2 - SIF Moldova23 9 210 1.4600 1.4490 4.86%
DESIF4 - SIF Muntenia5 4 608 0.7149 0.7000 13.63%
DESIF5 - SIF Oltenia534 209 5,602 1.3101 1.3100 0.05%
DESIF3 - SIF Transilvania13 5 658 0.6800 0.6600 19.40%
DEBRK - SSIF Broker Cluj1 1 8 0.1211 0.1215 -    
expiry: june 2012
DESNP - Petrom1 1 36 0.3681 0.3475 14.62%
DEFPR - SC Fondul Proprietatea SA3 2 98 0.5430 0.5210 10.41%
DESIF2 - SIF Moldova18 7 62 1.5000 1.4490 8.68%
DESIF5 - SIF Oltenia45 23 866 1.3488 1.3100 7.30%
DESIF3 - SIF Transilvania5 4 124 0.6855 0.6600 9.53%
expiry: september 2012
DESIF5 - SIF Oltenia37 12 360 1.3501 1.3100 4.66%
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