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

Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
accuracy and reliability of the information provided, but do not guarantee its accuracy and
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
or damage arising from any inaccuracies or omissions.


TOP 10 TRADED (BY VOLUME)       VOLUME    O.Q.P.  IV%     DAILY     DAILY      OPEN    O.Q.P.  
                                           CLOSE           HIGH       LOW  INTEREST    CHANGE
C 08-NOV-24       7700             811       101   41        91        89       815        +7
C 01-NOV-24       7500             253        58   32        97        47       272        +5
C 01-NOV-24       7700             116        18   36        34        14        94        +1
C 01-NOV-24       8100             111         2   44         4         2       134         0
C 01-NOV-24       8000             110         3   42         6         3       130         0
P 01-NOV-24       7000             105         2   33         4         3       101        -4
C 08-NOV-24       7800             103        78   41        72        71       103        +5
P 01-NOV-24       7400              72        69   31        77        48       113       -28
P 01-NOV-24       6900              61         1   36         3         2       117        -1
P 01-NOV-24       6800              58         1   42         2         2       202         0

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   28 OCT 2024, MONDAY                                              29 OCT 2024, TUESDAY  

                   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
01-NOV-24   5700 C        0       0       0       0       0  |       0       0       0    1733      +39    0          0  |         0         0          0         0         0
01-NOV-24   5800 C        0       0       0       0       0  |       0       0       0    1633      +39    0          0  |         0         0          0         0         0
01-NOV-24   5900 C        0       0       0       0       0  |       0       0       0    1533      +39    0          0  |         0         0          0         0         0
01-NOV-24   6000 C        0       0       0       0       0  |       0       0       0    1433      +39    0          0  |         0         0          0         0         0
01-NOV-24   6100 C        0       0       0       0       0  |       0       0       0    1333      +39    0          0  |         0         0          0         0         0
01-NOV-24   6200 C        0       0       0       0       0  |       0       0       0    1233      +39    0          0  |         0         0          0         0         0
01-NOV-24   6300 C        0       0       0       0       0  |       0       0       0    1133      +39    0          0  |         0         0          0         0         0
01-NOV-24   6400 C        0       0       0       0       0  |       0       0       0    1033      +39    0          0  |         0         0          0         0         0
01-NOV-24   6500 C        0       0       0       0       0  |       0       0       0     933      +39    0          0  |         0         0          0         0         0
01-NOV-24   6600 C        0       0       0       0       0  |       0       0       0     833      +39    0          0  |         0         0          0         0         0
01-NOV-24   6700 C        0       0       0       0       0  |       0       0       0     733      +39    0          0  |         0         0          0         0         0
01-NOV-24   6800 C        0       0       0       0       0  |       0       0       0     633      +38    0          0  |         0         0          0         0         0
01-NOV-24   6900 C        0       0       0       0       0  |       0       0       0     533      +37    0          0  |       519       487          0         1         0
01-NOV-24   7000 C        0       0       0       0       0  |       0       0       0     435      +37   33          0  |         0         0          0         0         0
01-NOV-24   7100 C        0       0       0       0       0  |       0       0       0     338      +34   31          0  |       370       360          0         9         0
01-NOV-24   7200 C        0       0       0       0       0  |     201     201     201     247      +27   31          2  |       225       201          2         4        +2
01-NOV-24   7300 C        0       0       0       0       0  |     175     175     128     168      +21   32          8  |       186       128          8        19        +4
01-NOV-24   7400 C        0       0       0       0       0  |     125     140     110     102      +11   31         16  |       203       101         16        74       +11
01-NOV-24   7500 C       59      63      59      63       2  |      95      97      47      58       +5   32        251  |       172        47        253       272      +223
01-NOV-24   7600 C        0       0       0       0       0  |      46      59      25      32       +1   34         22  |       100        25         22        15        -2
01-NOV-24   7700 C        0       0       0       0       0  |      34      34      14      18       +1   36        116  |        52        14        116        94       +40
01-NOV-24   7800 C        0       0       0       0       0  |      18      19       6      10        0   38         34  |        63         6         34        80       +17
01-NOV-24   7900 C        0       0       0       0       0  |       7       9       5       5       -1   39         43  |        44         5         43        78       +42
01-NOV-24   8000 C        5       5       5       5       1  |       6       6       3       3        0   42        109  |        34         3        110       130      +102
01-NOV-24   8100 C        3       3       3       3       6  |       4       4       2       2        0   44        105  |        26         2        111       134      +111
01-NOV-24   8200 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |        20         8          0        19         0
01-NOV-24   8300 C        0       0       0       0       0  |       1       1       1       1        0   50         10  |        24         1         10        71        +6
01-NOV-24   8400 C        0       0       0       0       0  |       1       1       1       1        0   55          1  |        16         1          1         5         0
01-NOV-24   8500 C        0       0       0       0       0  |       0       0       0       1        0   60          0  |         1         1          0         1         0
01-NOV-24   8600 C        0       0       0       0       0  |       0       0       0       1        0   64          0  |         3         1          0         6         0
01-NOV-24   8700 C        0       0       0       0       0  |       0       0       0       1        0   69          0  |        15         1          0        37         0
01-NOV-24   8800 C        0       0       0       0       0  |       0       0       0       1        0   73          0  |         1         1          0         6         0
01-NOV-24   8900 C        0       0       0       0       0  |       0       0       0       1        0   78          0  |         1         1          0         4         0
01-NOV-24   9000 C        0       0       0       0       0  |       0       0       0       1        0   82          0  |         5         5          0         2         0

                                 TOTAL CALL               9  |                               TOTAL CALL             717  | TOTAL CALL                 726      1061      +556

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
01-NOV-24   5700 P        0       0       0       0       0  |       0       0       0       1        0  112          0  |         0         0          0         0         0
01-NOV-24   5800 P        0       0       0       0       0  |       0       0       0       1        0  106          0  |         0         0          0         0         0
01-NOV-24   5900 P        0       0       0       0       0  |       0       0       0       1        0   99          0  |         0         0          0         0         0
01-NOV-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   93          0  |         0         0          0         0         0
01-NOV-24   6100 P        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0
01-NOV-24   6200 P        0       0       0       0       0  |       0       0       0       1        0   80          0  |         0         0          0         0         0
01-NOV-24   6300 P        0       0       0       0       0  |       0       0       0       1        0   73          0  |         0         0          0         0         0
01-NOV-24   6400 P        1       1       1       1       4  |       0       0       0       1        0   67          0  |         3         1          4        30        -4
01-NOV-24   6500 P        0       0       0       0       0  |       0       0       0       1        0   61          0  |         1         1          0         1         0
01-NOV-24   6600 P        0       0       0       0       0  |       1       1       1       1        0   55         15  |        11         1         15        42       -15
01-NOV-24   6700 P        0       0       0       0       0  |       1       1       1       1        0   48         57  |        17         1         57        45       -40
01-NOV-24   6800 P        0       0       0       0       0  |       2       2       2       1        0   42         58  |        25         2         58       202       +50
01-NOV-24   6900 P        3       3       3       3       2  |       3       3       2       1       -1   36         59  |        38         2         61       117       -32
01-NOV-24   7000 P        0       0       0       0       0  |       3       4       3       2       -4   33        105  |        46         3        105       101       +36
01-NOV-24   7100 P        0       0       0       0       0  |       6       8       5       6       -7   33         26  |        58         5         26        53        -3
01-NOV-24   7200 P        0       0       0       0       0  |      14      21      10      14      -13   31         58  |        95        10         58        62       +43
01-NOV-24   7300 P       33      33      33      33       1  |      29      44      24      33      -20   31         54  |       153        24         55        33       -23
01-NOV-24   7400 P        0       0       0       0       0  |      48      77      48      69      -28   31         72  |       207        48         72       113       -32
01-NOV-24   7500 P        0       0       0       0       0  |      90     162      90     123      -35   31         14  |       270        90         14        30        -3
01-NOV-24   7600 P        0       0       0       0       0  |     180     204     180     196      -41   32          4  |       259       180          4        11        +4
01-NOV-24   7700 P        0       0       0       0       0  |       0       0       0     294      -30   41          0  |         0         0          0         0         0
01-NOV-24   7800 P        0       0       0       0       0  |       0       0       0     376      -40   37          0  |         0         0          0         0         0
01-NOV-24   7900 P        0       0       0       0       0  |       0       0       0     472      -39   39          0  |         0         0          0         0         0
01-NOV-24   8000 P        0       0       0       0       0  |       0       0       0     570      -39   42          0  |         0         0          0         0         0
01-NOV-24   8100 P        0       0       0       0       0  |       0       0       0     668      -40   40          0  |         0         0          0         0         0
01-NOV-24   8200 P        0       0       0       0       0  |       0       0       0     768      -39   45          0  |         0         0          0         0         0
01-NOV-24   8300 P        0       0       0       0       0  |       0       0       0     867      -40    0          0  |         0         0          0         0         0
01-NOV-24   8400 P        0       0       0       0       0  |       0       0       0     967      -39    0          0  |         0         0          0         0         0
01-NOV-24   8500 P        0       0       0       0       0  |       0       0       0    1067      -39    0          0  |         0         0          0         0         0
01-NOV-24   8600 P        0       0       0       0       0  |       0       0       0    1167      -39    0          0  |         0         0          0         0         0
01-NOV-24   8700 P        0       0       0       0       0  |       0       0       0    1267      -39    0          0  |         0         0          0         0         0
01-NOV-24   8800 P        0       0       0       0       0  |       0       0       0    1367      -39    0          0  |         0         0          0         0         0
01-NOV-24   8900 P        0       0       0       0       0  |       0       0       0    1467      -39    0          0  |         0         0          0         0         0
01-NOV-24   9000 P        0       0       0       0       0  |       0       0       0    1567      -39    0          0  |         0         0          0         0         0

                                 TOTAL PUT                7  |                               TOTAL PUT              522  | TOTAL PUT                  529       840       -19

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.72
                                                                                                                         | WEEKLY TOTAL              1255      1901      +537
 
 
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
08-NOV-24   5900 C        0       0       0       0       0  |       0       0       0    1540      +39    0          0  |         0         0          0         0         0
08-NOV-24   6000 C        0       0       0       0       0  |       0       0       0    1440      +39    0          0  |         0         0          0         0         0
08-NOV-24   6100 C        0       0       0       0       0  |       0       0       0    1340      +38    0          0  |         0         0          0         0         0
08-NOV-24   6200 C        0       0       0       0       0  |       0       0       0    1241      +39   44          0  |         0         0          0         0         0
08-NOV-24   6300 C        0       0       0       0       0  |       0       0       0    1141      +38   40          0  |         0         0          0         0         0
08-NOV-24   6400 C        0       0       0       0       0  |       0       0       0    1042      +37   40          0  |         0         0          0         0         0
08-NOV-24   6500 C        0       0       0       0       0  |       0       0       0     944      +36   40          0  |         0         0          0         0         0
08-NOV-24   6600 C        0       0       0       0       0  |       0       0       0     848      +36   41          0  |         0         0          0         0         0
08-NOV-24   6700 C        0       0       0       0       0  |       0       0       0     752      +33   40          0  |         0         0          0         0         0
08-NOV-24   6800 C        0       0       0       0       0  |       0       0       0     660      +32   40          0  |         0         0          0         0         0
08-NOV-24   6900 C        0       0       0       0       0  |       0       0       0     571      +30   40          0  |         0         0          0         0         0
08-NOV-24   7000 C        0       0       0       0       0  |       0       0       0     486      +27   39          0  |         0         0          0         0         0
08-NOV-24   7100 C        0       0       0       0       0  |       0       0       0     406      +23   39          0  |         0         0          0         0         0
08-NOV-24   7200 C        0       0       0       0       0  |       0       0       0     340      +32   40          0  |         0         0          0         0         0
08-NOV-24   7300 C        0       0       0       0       0  |     254     254     254     261      +14   37          3  |       254       254          3         3        +3
08-NOV-24   7400 C        0       0       0       0       0  |       0       0       0     209      +13   38          0  |         0         0          0         0         0
08-NOV-24   7500 C        0       0       0       0       0  |     177     182     162     165      +11   39          5  |       182       162          5        29        +1
08-NOV-24   7600 C        0       0       0       0       0  |     143     143     115     129       +9   40         11  |       143       115         11        11        +8
08-NOV-24   7700 C        0       0       0       0       0  |      89      91      89     101       +7   41        811  |       102        89        811       815      +811
08-NOV-24   7800 C        0       0       0       0       0  |      72      72      71      78       +5   41        103  |        72        71        103       103      +103
08-NOV-24   7900 C        0       0       0       0       0  |      57      57      54      61       +4   43         31  |        57        54         31        31       +31
08-NOV-24   8000 C        0       0       0       0       0  |      48      48      48      47       +3   43         20  |        58        48         20        42       +20
08-NOV-24   8100 C        0       0       0       0       0  |       0       0       0      36       +1   44          0  |         0         0          0         0         0
08-NOV-24   8200 C        0       0       0       0       0  |       0       0       0      28        0   45          0  |        32        32          0         1         0
08-NOV-24   8300 C        0       0       0       0       0  |      22      22      22      22        0   46          1  |        22        22          1         1        +1
08-NOV-24   8400 C        0       0       0       0       0  |       0       0       0      17        0   47          0  |        18        18          0         2         0
08-NOV-24   8500 C        0       0       0       0       0  |      17      17      17      13       -1   48          1  |        17        17          1         1        +1
08-NOV-24   8600 C        0       0       0       0       0  |       0       0       0      11        0   50          0  |         0         0          0         0         0
08-NOV-24   8700 C        0       0       0       0       0  |       0       0       0       9        0   51          0  |         0         0          0         0         0
08-NOV-24   8800 C        0       0       0       0       0  |       0       0       0       7        0   52          0  |         0         0          0         0         0
08-NOV-24   8900 C        0       0       0       0       0  |       7       7       5       6       +1   53          3  |         7         5          3         3        +3

                                 TOTAL CALL               0  |                               TOTAL CALL             989  | TOTAL CALL                 989      1042      +982

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
08-NOV-24   5900 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |         0         0          0         0         0
08-NOV-24   6000 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0
08-NOV-24   6100 P        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
08-NOV-24   6200 P        0       0       0       0       0  |       3       3       3       1       -1   44         25  |         3         3         25        25       +25
08-NOV-24   6300 P        0       0       0       0       0  |       4       4       4       2       -1   44         15  |         4         4         15        15       +15
08-NOV-24   6400 P        0       0       0       0       0  |       0       0       0       3       -2   42          0  |         0         0          0         0         0
08-NOV-24   6500 P        0       0       0       0       0  |       6       7       6       5       -2   42         11  |         7         6         11        11       +11
08-NOV-24   6600 P        0       0       0       0       0  |      10      10       9       8       -4   41         18  |        13         9         18        19       +18
08-NOV-24   6700 P        0       0       0       0       0  |      14      14      11      13       -4   41         37  |        14        11         37        36       +36
08-NOV-24   6800 P        0       0       0       0       0  |      19      20      17      19       -7   40         18  |        28        17         18        68       +18
08-NOV-24   6900 P        0       0       0       0       0  |      28      30      28      30       -9   39         15  |        30        28         15        15       +15
08-NOV-24   7000 P        0       0       0       0       0  |      44      44      41      44      -13   39         15  |        51        41         15        24       +15
08-NOV-24   7100 P        0       0       0       0       0  |       0       0       0      64      -15   38          0  |         0         0          0         0         0
08-NOV-24   7200 P        0       0       0       0       0  |      96      96      95      91      -18   38         13  |       104        95         13        63       +13
08-NOV-24   7300 P        0       0       0       0       0  |       0       0       0     125      -22   38          0  |       142       137          0       523         0
08-NOV-24   7400 P        0       0       0       0       0  |       0       0       0     171      -24   38          0  |       191       190          0        57         0
08-NOV-24   7500 P        0       0       0       0       0  |     196     196     192     225      -28   39         10  |       196       192         10        10       +10
08-NOV-24   7600 P        0       0       0       0       0  |       0       0       0     288      -34   39          0  |         0         0          0         0         0
08-NOV-24   7700 P        0       0       0       0       0  |       0       0       0     374      -20   44          0  |         0         0          0         0         0
08-NOV-24   7800 P        0       0       0       0       0  |       0       0       0     440      -35   42          0  |         0         0          0         0         0
08-NOV-24   7900 P        0       0       0       0       0  |       0       0       0     522      -36   43          0  |         0         0          0         0         0
08-NOV-24   8000 P        0       0       0       0       0  |       0       0       0     608      -37   44          0  |         0         0          0         0         0
08-NOV-24   8100 P        0       0       0       0       0  |       0       0       0     698      -37   45          0  |         0         0          0         0         0
08-NOV-24   8200 P        0       0       0       0       0  |       0       0       0     789      -38   46          0  |         0         0          0         0         0
08-NOV-24   8300 P        0       0       0       0       0  |       0       0       0     883      -38   47          0  |         0         0          0         0         0
08-NOV-24   8400 P        0       0       0       0       0  |       0       0       0     978      -38   48          0  |         0         0          0         0         0
08-NOV-24   8500 P        0       0       0       0       0  |       0       0       0    1074      -38   49          0  |         0         0          0         0         0
08-NOV-24   8600 P        0       0       0       0       0  |       0       0       0    1171      -39   50          0  |         0         0          0         0         0
08-NOV-24   8700 P        0       0       0       0       0  |       0       0       0    1269      -38   51          0  |         0         0          0         0         0
08-NOV-24   8800 P        0       0       0       0       0  |       0       0       0    1367      -39   52          0  |         0         0          0         0         0
08-NOV-24   8900 P        0       0       0       0       0  |       0       0       0    1465      -39   52          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT              177  | TOTAL PUT                  177       866      +176

                                                                                                                         | WEEKLY PUT/CALL RATIO     0.17
                                                                                                                         | WEEKLY TOTAL              1166      1908     +1158
 
                                                                                                                           MARKET PUT/CALL RATIO     0.41
                                                                                                                           MARKET TOTAL              2421      3809     +1695


                                 ***  END OF REPORT  ***

O.Q.P. - OFFICIAL QUOTATION PRICE
*ALL COMBO VS. COMBO TRANSACTIONS ARE EXCLUDED