WEEKLY HANG SENG CHINA ENTERPRISES INDEX OPTIONS DAILY MARKET REPORT (Final)

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TOP 10 TRADED (BY VOLUME)       VOLUME    O.Q.P.  IV%     DAILY     DAILY      OPEN    O.Q.P.  
                                           CLOSE           HIGH       LOW  INTEREST    CHANGE
C 04-OCT-24       7700             782        33   45        30         3       678       +31
C 04-OCT-24       7300             421       101   39        90        14       337       +90
C 04-OCT-24       7600             250        41   42        40         4       109       +38
C 04-OCT-24       7200             245       133   37       118        20       384      +114
C 04-OCT-24       7100             244       179   36       158        31       452      +150
C 04-OCT-24       7500             236        59   42        52         4       172       +55
C 04-OCT-24       7400             180        77   40        67         7       152       +70
P 04-OCT-24       6400             173         2   34         8         4       185        -8
P 04-OCT-24       6600             133         9   34        34         9       188       -30
P 04-OCT-24       6100             132         1   43         1         1       180         0

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   25 SEP 2024, WEDNESDAY                                           26 SEP 2024, THURSDAY 

                   After-Hours Trading Session               |                      Day Trading Session                  |                    Combined
                                                             |                                                           |
 
CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
04-OCT-24   5000 C        0       0       0       0       0  |       0       0       0    2147     +352    0          0  |         0         0          0         0         0
04-OCT-24   5100 C        0       0       0       0       0  |       0       0       0    2047     +352    0          0  |         0         0          0         0         0
04-OCT-24   5200 C        0       0       0       0       0  |       0       0       0    1947     +352    0          0  |         0         0          0         0         0
04-OCT-24   5300 C        0       0       0       0       0  |       0       0       0    1847     +352    0          0  |         0         0          0         0         0
04-OCT-24   5400 C        0       0       0       0       0  |       0       0       0    1747     +352    0          0  |         0         0          0         0         0
04-OCT-24   5500 C        0       0       0       0       0  |       0       0       0    1647     +352    0          0  |         0         0          0         0         0
04-OCT-24   5600 C        0       0       0       0       0  |       0       0       0    1547     +352    0          0  |         0         0          0         0         0
04-OCT-24   5700 C        0       0       0       0       0  |       0       0       0    1447     +352    0          0  |         0         0          0         0         0
04-OCT-24   5800 C        0       0       0       0       0  |       0       0       0    1347     +352    0          0  |         0         0          0         0         0
04-OCT-24   5900 C        0       0       0       0       0  |       0       0       0    1247     +352    0          0  |         0         0          0         0         0
04-OCT-24   6000 C        0       0       0       0       0  |       0       0       0    1147     +352    0          0  |         0         0          0         0         0
04-OCT-24   6100 C        0       0       0       0       0  |       0       0       0    1047     +351    0          0  |         0         0          0         0         0
04-OCT-24   6200 C        0       0       0       0       0  |       0       0       0     947     +350    0          0  |         0         0          0         0         0
04-OCT-24   6300 C        0       0       0       0       0  |       0       0       0     847     +348    0          0  |       137       137          0         5         0
04-OCT-24   6400 C        0       0       0       0       0  |       0       0       0     748     +343   31          0  |       408        96          0         8         0
04-OCT-24   6500 C        0       0       0       0       0  |       0       0       0     650     +329   32          0  |       129        45          0        17         0
04-OCT-24   6600 C        0       0       0       0       0  |     460     460     460     555     +317   33          2  |       460        23          2        86        -2
04-OCT-24   6700 C        0       0       0       0       0  |       0       0       0     464     +296   34          0  |       324        11          0        94         0
04-OCT-24   6800 C        0       0       0       0       0  |     110     330     110     379     +266   34         11  |       330         6         11       106        -5
04-OCT-24   6900 C       89      89      89      89       5  |      92     292      78     294     +222   32         73  |       292         3         78       190        -1
04-OCT-24   7000 C       79      79      79      79       1  |      60     210      60     235     +188   35        120  |       210         1        121       108      -114
04-OCT-24   7100 C       32      54      32      54      25  |      41     158      31     179     +150   36        219  |       158         1        244       452       -46
04-OCT-24   7200 C       26      26      26      26      45  |      27     118      20     133     +114   37        200  |       118         1        245       384      +168
04-OCT-24   7300 C       26      26      26      26       1  |      14      90      14     101      +90   39        420  |        90         1        421       337      +290
04-OCT-24   7400 C       10      14      10      14      11  |       7      67       7      77      +70   40        169  |        67         4        180       152       +41
04-OCT-24   7500 C        0       0       0       0       0  |       4      52       4      59      +55   42        236  |        52         3        236       172       +73
04-OCT-24   7600 C        0       0       0       0       0  |       4      40       4      41      +38   42        250  |        40         4        250       109       +87
04-OCT-24   7700 C        3       3       3       3      20  |       4      30       4      33      +31   45        762  |        30         2        782       678      +667
04-OCT-24   7800 C        0       0       0       0       0  |      13      20      13      25      +24   46         34  |        20        13         34        29       +29
04-OCT-24   7900 C        0       0       0       0       0  |       3      10       3      18      +17   47         45  |        10         3         45        40       +40
04-OCT-24   8000 C        0       0       0       0       0  |       7      11       7      14      +13   48         14  |        11         3         14        19       +14
04-OCT-24   8100 C        0       0       0       0       0  |       3       8       2      11      +10   50         14  |         8         2         14        11       +11
04-OCT-24   8200 C        -       -       -       -       -  |       4       7       4       8        -   51         42  |         7         4         42        39         -

                                 TOTAL CALL             108  |                               TOTAL CALL            2611  | TOTAL CALL                2719      3036     +1252

CONTRACT    STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
WEEK         PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
04-OCT-24   5000 P        0       0       0       0       0  |       0       0       0       1        0   91          0  |         0         0          0         0         0
04-OCT-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0
04-OCT-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   81          0  |         0         0          0         0         0
04-OCT-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   77          0  |         0         0          0         0         0
04-OCT-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   72          0  |         1         1          0        62         0
04-OCT-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   68          0  |         1         1          0       154         0
04-OCT-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   64          0  |         0         0          0         0         0
04-OCT-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   60          0  |         1         1          0        90         0
04-OCT-24   5800 P        0       0       0       0       0  |       0       0       0       1        0   55          0  |         2         1          0        61         0
04-OCT-24   5900 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         1         1          0        35         0
04-OCT-24   6000 P        0       0       0       0       0  |       1       1       1       1        0   47          1  |         5         1          1       193        -1
04-OCT-24   6100 P        0       0       0       0       0  |       1       1       1       1        0   43        132  |         9         1        132       180      +132
04-OCT-24   6200 P        0       0       0       0       0  |       0       0       0       1       -1   39          0  |        21         3          0       260         0
04-OCT-24   6300 P        0       0       0       0       0  |       0       0       0       1       -4   35          0  |        31         6          0        49         0
04-OCT-24   6400 P        0       0       0       0       0  |       8       8       4       2       -8   34        173  |        65         4        173       185       +77
04-OCT-24   6500 P        0       0       0       0       0  |      18      18       4       4      -16   34         11  |        63         4         11        72        +1
04-OCT-24   6600 P       24      24      24      24       1  |      34      34       9       9      -30   34        132  |       219         9        133       188      +100
04-OCT-24   6700 P        0       0       0       0       0  |      47      52      23      17      -52   34        119  |       157        23        119       108       +13
04-OCT-24   6800 P        0       0       0       0       0  |      86      88      32      31      -81   34        131  |       156        32        131        51       -83
04-OCT-24   6900 P        0       0       0       0       0  |     147     147      61      54     -119   35         42  |       189        61         42        61       +40
04-OCT-24   7000 P        0       0       0       0       0  |     184     184      92      86     -160   35         46  |       217        92         46       130       +42
04-OCT-24   7100 P        0       0       0       0       0  |     242     242     131     132     -202   36         56  |       246       131         56        58       +54
04-OCT-24   7200 P        0       0       0       0       0  |     187     188     187     188     -235   37         10  |       188       187         10        10       +10
04-OCT-24   7300 P        0       0       0       0       0  |       0       0       0     252     -264   38          0  |         0         0          0         0         0
04-OCT-24   7400 P        0       0       0       0       0  |       0       0       0     335     -277   42          0  |         0         0          0         0         0
04-OCT-24   7500 P        0       0       0       0       0  |       0       0       0     410     -299   41          0  |         0         0          0         0         0
04-OCT-24   7600 P        0       0       0       0       0  |       0       0       0     496     -312   43          0  |         0         0          0         0         0
04-OCT-24   7700 P        0       0       0       0       0  |       0       0       0     585     -322   44          0  |         0         0          0         0         0
04-OCT-24   7800 P        0       0       0       0       0  |       0       0       0     677     -329   46          0  |         0         0          0         0         0
04-OCT-24   7900 P        0       0       0       0       0  |       0       0       0     771     -335   47          0  |         0         0          0         0         0
04-OCT-24   8000 P        0       0       0       0       0  |       0       0       0     867     -338   48          0  |         0         0          0         0         0
04-OCT-24   8100 P        0       0       0       0       0  |       0       0       0     963     -342   49          0  |         0         0          0         0         0
04-OCT-24   8200 P        -       -       -       -       -  |       0       0       0    1061        -   51          0  |         0         0          0         0         -

                                 TOTAL PUT                1  |                               TOTAL PUT              853  | TOTAL PUT                  854      1947      +385

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.31
                                                                                                                         | WEEKLY TOTAL              3573      4983     +1637
 
                                                                                                                           MARKET PUT/CALL RATIO     0.31
                                                                                                                           MARKET TOTAL              3573      4983     +1637


                                 ***  END OF REPORT  ***

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