MINI-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
P NOV-26       7600             499       170   22       178        84        47       +87
C OCT-26       8400             316         2   30         2         1       486        -1
C OCT-26       7800             268        50   22       121        46       256      -133
C OCT-26       8000             258        11   22        72        12       435       -52
P OCT-26       7600             258        63   23        69        37       259       +48
C OCT-26       8100             226         5   22        26         6      1589       -25
P OCT-26       7400             207        23   27        27        12       339       +17
P DEC-26       7400             168       167   22       171       136       295       +72
P NOV-26       6600             160        18   31        19        16       160       +10
C DEC-26       8300             144        70   19        76        72       277       -53

Mini-Hang Seng China Enterprises Index Options HK$10 per point
                                                                  
                   Prev. Trading Day of the Exchange                             Trading Day of the Exchange
                   21 OCT 2026, WEDNESDAY                                        22 OCT 2026, 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
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
OCT-26   5900 C        0       0       0       0       0  |       0       0       0    1789     -250    0          0  |         0         0          0         0         0
OCT-26   6000 C        0       0       0       0       0  |       0       0       0    1689     -250    0          0  |         0         0          0         0         0
OCT-26   6100 C        0       0       0       0       0  |       0       0       0    1589     -250    0          0  |         0         0          0         0         0
OCT-26   6200 C        0       0       0       0       0  |       0       0       0    1489     -250    0          0  |         0         0          0         0         0
OCT-26   6300 C        0       0       0       0       0  |       0       0       0    1389     -250    0          0  |         0         0          0         0         0
OCT-26   6400 C        0       0       0       0       0  |       0       0       0    1289     -250    0          0  |         0         0          0         0         0
OCT-26   6500 C        0       0       0       0       0  |       0       0       0    1189     -250    0          0  |         0         0          0         0         0
OCT-26   6600 C        0       0       0       0       0  |       0       0       0    1089     -250    0          0  |         0         0          0         0         0
OCT-26   6700 C        0       0       0       0       0  |       0       0       0     990     -250   40          0  |         0         0          0         0         0
OCT-26   6800 C        0       0       0       0       0  |       0       0       0     890     -250   36          0  |         0         0          0         0         0
OCT-26   6900 C        0       0       0       0       0  |       0       0       0     791     -249   36          0  |         0         0          0         0         0
OCT-26   7000 C        0       0       0       0       0  |       0       0       0     692     -248   34          0  |         0         0          0         0         0
OCT-26   7100 C        0       0       0       0       0  |       0       0       0     594     -247   32          0  |         0         0          0         0         0
OCT-26   7200 C        0       0       0       0       0  |       0       0       0     502     -239   34          0  |         0         0          0         0         0
OCT-26   7300 C        0       0       0       0       0  |     404     404     404     404     -239   29          9  |       404       404          9         9        +9
OCT-26   7400 C        0       0       0       0       0  |     354     354     347     313     -233   27         61  |       354       347         61        61       +61
OCT-26   7500 C        0       0       0       0       0  |     358     358     223     228     -221   25         86  |       358       223         86        64       +64
OCT-26   7600 C        0       0       0       0       0  |     166     166     150     153     -202   24         12  |       608       150         12         4       -13
OCT-26   7700 C        0       0       0       0       0  |     130     130      85      92     -173   22         46  |       413        85         46       152       +16
OCT-26   7800 C        0       0       0       0       0  |     121     121      46      50     -133   22        268  |       387        46        268       256       +74
OCT-26   7900 C        0       0       0       0       0  |      90      90      23      23      -91   21         87  |       356        23         87       153       +71
OCT-26   8000 C       67      72      55      55       3  |      46      46      12      11      -52   22        255  |       364        12        258       435       +64
OCT-26   8100 C       26      26      26      26       1  |      11      11       6       5      -25   22        225  |       302         6        226      1589      +200
OCT-26   8200 C       13      13      13      13       1  |       6       6       3       3      -10   24          8  |       379         3          9       426       -32
OCT-26   8300 C        6       6       6       6       2  |       4       4       2       2       -4   26         44  |       328         2         46      1611       +36
OCT-26   8400 C        0       0       0       0       0  |       1       2       1       2       -1   30        316  |       272         1        316       486       +81
OCT-26   8500 C        0       0       0       0       0  |       2       2       2       1       -1   30         50  |       243         2         50       463       +32
OCT-26   8600 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |       225         2          0        97         0
OCT-26   8700 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |       113         5          0        40         0
OCT-26   8800 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |       128         2          0       213         0
OCT-26   8900 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |       110         5          0        94         0
OCT-26   9000 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |        87         1          0        87         0
OCT-26   9100 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |        50         1          0        23         0
OCT-26   9200 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |        50         1          0        71         0
OCT-26   9300 C        0       0       0       0       0  |       0       0       0       1        0   53          0  |        39         1          0        23         0
OCT-26   9400 C        0       0       0       0       0  |       0       0       0       1        0   56          0  |        32         1          0        76         0
OCT-26   9500 C        0       0       0       0       0  |       0       0       0       1        0   58          0  |        26         4          0       213         0
OCT-26   9600 C        0       0       0       0       0  |       0       0       0       1        0   61          0  |        21         1          0       875         0
OCT-26   9700 C        0       0       0       0       0  |       0       0       0       1        0   63          0  |        17         1          0        98         0
OCT-26   9800 C        0       0       0       0       0  |       0       0       0       1        0   66          0  |         0         0          0         0         0
OCT-26   9900 C        0       0       0       0       0  |       0       0       0       1        0   68          0  |         7         6          0         0         0
OCT-26  10000 C        0       0       0       0       0  |       0       0       0       1        0   71          0  |         1         1          0        61         0
OCT-26  10100 C        0       0       0       0       0  |       0       0       0       1        0   73          0  |         4         4          0         8         0
OCT-26  10200 C        0       0       0       0       0  |       0       0       0       1        0   75          0  |         0         0          0         0         0
OCT-26  10300 C        0       0       0       0       0  |       0       0       0       1        0   78          0  |         0         0          0         0         0
OCT-26  10400 C        0       0       0       0       0  |       0       0       0       1        0   80          0  |         3         3          0       104         0
OCT-26  10500 C        0       0       0       0       0  |       0       0       0       1        0   82          0  |         2         2          0       100         0

                              TOTAL CALL               7  |                               TOTAL CALL            1467  | TOTAL CALL                1474      7892      +663

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
OCT-26   5900 P        0       0       0       0       0  |       0       0       0       1        0   73          0  |         0         0          0         0         0
OCT-26   6000 P        0       0       0       0       0  |       0       0       0       2       +1   75          0  |         6         6          0        14         0
OCT-26   6100 P        0       0       0       0       0  |       0       0       0       2       +1   70          0  |         7         7          0        14         0
OCT-26   6200 P        0       0       0       0       0  |       0       0       0       2       +1   66          0  |         0         0          0         0         0
OCT-26   6300 P        0       0       0       0       0  |       0       0       0       2       +1   61          0  |         0         0          0         0         0
OCT-26   6400 P        0       0       0       0       0  |       0       0       0       2       +1   57          0  |         0         0          0         0         0
OCT-26   6500 P        0       0       0       0       0  |       0       0       0       2       +1   53          0  |        10         2          0        63         0
OCT-26   6600 P        0       0       0       0       0  |       0       0       0       3       +2   51          0  |         0         0          0         0         0
OCT-26   6700 P        0       0       0       0       0  |       0       0       0       3       +2   47          0  |        10        10          0         2         0
OCT-26   6800 P        0       0       0       0       0  |       0       0       0       4       +3   44          0  |        12         3          0         2         0
OCT-26   6900 P        0       0       0       0       0  |       0       0       0       4       +3   40          0  |        12         2          0        66         0
OCT-26   7000 P        0       0       0       0       0  |       0       0       0       5       +4   37          0  |        18         2          0       118       -10
OCT-26   7100 P        0       0       0       0       0  |       0       0       0       7       +6   34          0  |        17        15          0       399         0
OCT-26   7200 P        0       0       0       0       0  |      12      12      12      10       +8   31          1  |        21         5          1       185        -5
OCT-26   7300 P        0       0       0       0       0  |      10      17      10      15      +12   29         31  |        31        10         31       220       -11
OCT-26   7400 P        0       0       0       0       0  |      12      27      12      23      +17   27        207  |        40         4        207       339      +101
OCT-26   7500 P        0       0       0       0       0  |      18      42      18      40      +31   26        132  |        46         7        132       157      +128
OCT-26   7600 P        0       0       0       0       0  |      37      69      37      63      +48   23        258  |        69         9        258       259      +187
OCT-26   7700 P        0       0       0       0       0  |      66     110      66     103      +77   22        127  |       110        14        127       132       -66
OCT-26   7800 P        0       0       0       0       0  |      54     166      54     161     +117   22         95  |       166        14         95       271       -80
OCT-26   7900 P        0       0       0       0       0  |     100     209     100     233     +158   21         18  |       209        21         18       172       -10
OCT-26   8000 P        0       0       0       0       0  |     186     332     186     322     +198   22        121  |       332        35        121       809       -33
OCT-26   8100 P        0       0       0       0       0  |     260     422     260     417     +226   23         43  |       422        58         43       779       +23
OCT-26   8200 P        0       0       0       0       0  |     381     527     381     515     +240   25         17  |       527        97         17       425       -11
OCT-26   8300 P        0       0       0       0       0  |     510     550     510     614     +243   28          8  |       550       125          8       141        -6
OCT-26   8400 P        0       0       0       0       0  |     550     580     550     713     +250   30          2  |       580       154          2       340        -1
OCT-26   8500 P        0       0       0       0       0  |       0       0       0     813     +251   33          0  |       419       197          0       722         0
OCT-26   8600 P        0       0       0       0       0  |       0       0       0     908     +246    0          0  |       528       338          0       142         0
OCT-26   8700 P        0       0       0       0       0  |       0       0       0    1012     +251   36          0  |       575       298          0       139         0
OCT-26   8800 P        0       0       0       0       0  |       0       0       0    1112     +251   39          0  |       701       620          0         2         0
OCT-26   8900 P        0       0       0       0       0  |       0       0       0    1212     +251   42          0  |       792       700          0         3         0
OCT-26   9000 P        0       0       0       0       0  |       0       0       0    1311     +250    0          0  |       900       804          0         1         0
OCT-26   9100 P        0       0       0       0       0  |       0       0       0    1411     +250    0          0  |         0         0          0         0         0
OCT-26   9200 P        0       0       0       0       0  |       0       0       0    1511     +250    0          0  |         0         0          0         0         0
OCT-26   9300 P        0       0       0       0       0  |       0       0       0    1611     +250    0          0  |         0         0          0         0         0
OCT-26   9400 P        0       0       0       0       0  |       0       0       0    1711     +250    0          0  |         0         0          0         0         0
OCT-26   9500 P        0       0       0       0       0  |       0       0       0    1811     +250    0          0  |         0         0          0         0         0
OCT-26   9600 P        0       0       0       0       0  |       0       0       0    1911     +250    0          0  |         0         0          0         0         0
OCT-26   9700 P        0       0       0       0       0  |       0       0       0    2011     +250    0          0  |         0         0          0         0         0
OCT-26   9800 P        0       0       0       0       0  |       0       0       0    2111     +250    0          0  |         0         0          0         0         0
OCT-26   9900 P        0       0       0       0       0  |       0       0       0    2211     +250    0          0  |         0         0          0         0         0
OCT-26  10000 P        0       0       0       0       0  |       0       0       0    2311     +250    0          0  |         0         0          0         0         0
OCT-26  10100 P        0       0       0       0       0  |       0       0       0    2411     +250    0          0  |         0         0          0         0         0
OCT-26  10200 P        0       0       0       0       0  |       0       0       0    2511     +250    0          0  |         0         0          0         0         0
OCT-26  10300 P        0       0       0       0       0  |       0       0       0    2611     +250    0          0  |         0         0          0         0         0
OCT-26  10400 P        0       0       0       0       0  |       0       0       0    2711     +250    0          0  |         0         0          0         0         0
OCT-26  10500 P        0       0       0       0       0  |       0       0       0    2811     +250    0          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT             1060  | TOTAL PUT                 1060      5916      +206

                                                                                                                      | MONTH PUT/CALL RATIO      0.71
                                                                                                                      | MONTH TOTAL               2534     13808      +869

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
NOV-26   6300 C        0       0       0       0       0  |       0       0       0    1403     -244   37          0  |         0         0          0         0         0
NOV-26   6400 C        0       0       0       0       0  |       0       0       0    1305     -243   36          0  |         0         0          0         0         0
NOV-26   6500 C        0       0       0       0       0  |       0       0       0    1208     -241   34          0  |         0         0          0         0         0
NOV-26   6600 C        0       0       0       0       0  |       0       0       0    1112     -239   33          0  |         0         0          0         0         0
NOV-26   6700 C        0       0       0       0       0  |       0       0       0    1016     -237   32          0  |         0         0          0         0         0
NOV-26   6800 C        0       0       0       0       0  |       0       0       0     922     -233   31          0  |         0         0          0         0         0
NOV-26   6900 C        0       0       0       0       0  |       0       0       0     828     -231   29          0  |         0         0          0         0         0
NOV-26   7000 C        0       0       0       0       0  |       0       0       0     737     -226   28          0  |      1063      1063          0        14         0
NOV-26   7100 C        0       0       0       0       0  |       0       0       0     648     -220   27          0  |         0         0          0         0         0
NOV-26   7200 C        0       0       0       0       0  |       0       0       0     562     -212   26          0  |         0         0          0         0         0
NOV-26   7300 C        0       0       0       0       0  |       0       0       0     479     -204   25          0  |         0         0          0         0         0
NOV-26   7400 C        0       0       0       0       0  |       0       0       0     401     -194   24          0  |         0         0          0         0         0
NOV-26   7500 C        0       0       0       0       0  |       0       0       0     329     -179   23          0  |       744       744          0         2         0
NOV-26   7600 C        0       0       0       0       0  |     265     265     254     261     -165   22         50  |       660       254         50        51       +49
NOV-26   7700 C        0       0       0       0       0  |     239     239     198     207     -145   22         35  |       239       198         35        32       +32
NOV-26   7800 C        0       0       0       0       0  |     206     206     156     157     -124   21         76  |       206       156         76        74       +74
NOV-26   7900 C        0       0       0       0       0  |     179     179     122     117     -104   21         56  |       377       122         56       129       +51
NOV-26   8000 C        0       0       0       0       0  |     108     108      82      86      -82   20         11  |       319        82         11        79       -24
NOV-26   8100 C      127     127     115     115       5  |     109     109      61      62      -63   20         59  |       291        61         64       303       +56
NOV-26   8200 C        0       0       0       0       0  |      56      56      42      45      -46   20         63  |       236        42         63        63       -26
NOV-26   8300 C       68      68      68      68       1  |      54      54      30      32      -34   21          4  |       191        30          5        89        +1
NOV-26   8400 C        0       0       0       0       0  |      31      31      22      24      -23   21         46  |       142        22         46       121       +44
NOV-26   8500 C        0       0       0       0       0  |      22      22      21      18      -15   21          5  |       114        21          5       133         0
NOV-26   8600 C        0       0       0       0       0  |      19      19      13      14      -11   22          3  |        84        13          3       175         0
NOV-26   8700 C        0       0       0       0       0  |      11      11      10      11       -7   23          6  |        63        10          6       105        -6
NOV-26   8800 C        0       0       0       0       0  |       9       9       9       9       -4   24          5  |        53         9          5        16        -2
NOV-26   8900 C        0       0       0       0       0  |       6       6       6       7       -3   24         11  |        22         6         11         9        -4
NOV-26   9000 C        0       0       0       0       0  |       0       0       0       6       -1   25          0  |        34         7          0         2         0
NOV-26   9100 C        0       0       0       0       0  |       0       0       0       5       -1   26          0  |        25        18          0         3         0
NOV-26   9200 C        0       0       0       0       0  |       0       0       0       4        0   26          0  |        20        20          0         1         0
NOV-26   9300 C        3       3       3       3       1  |       0       0       0       3        0   26          0  |         3         3          1         1        +1
NOV-26   9400 C        0       0       0       0       0  |       0       0       0       3        0   28          0  |         0         0          0         0         0
NOV-26   9500 C        0       0       0       0       0  |       0       0       0       2        0   28          0  |         5         5          0         1         0
NOV-26   9600 C        0       0       0       0       0  |       0       0       0       2        0   29          0  |         0         0          0         0         0
NOV-26   9700 C        0       0       0       0       0  |       0       0       0       2       +1   30          0  |         0         0          0         0         0
NOV-26   9800 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |         0         0          0         0         0
NOV-26   9900 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         2         2          0         1         0
NOV-26  10000 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
NOV-26  10100 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
NOV-26  10200 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0         0         0
NOV-26  10300 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |         0         0          0         0         0
NOV-26  10400 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
NOV-26  10500 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0

                              TOTAL CALL               7  |                               TOTAL CALL             430  | TOTAL CALL                 437      1404      +246

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
NOV-26   6300 P        0       0       0       0       0  |      11      12      11      10       +6   34         19  |        12        11         19        19       +19
NOV-26   6400 P        0       0       0       0       0  |      12      12      12      12       +7   33          1  |        12        11          1         3        +1
NOV-26   6500 P        0       0       0       0       0  |      12      14      12      15       +9   32         39  |        14        12         39        39       +39
NOV-26   6600 P        0       0       0       0       0  |      16      19      16      18      +10   31        160  |        19        12        160       160      +158
NOV-26   6700 P        0       0       0       0       0  |      20      20      20      23      +13   30          1  |        20         8          1        21        -1
NOV-26   6800 P        0       0       0       0       0  |       0       0       0      29      +16   29          0  |        11        11          0         1         0
NOV-26   6900 P        0       0       0       0       0  |      23      25      23      35      +19   28          5  |        25        12          5        15        +5
NOV-26   7000 P        0       0       0       0       0  |      25      42      25      43      +23   27         37  |        42        14         37        85        +7
NOV-26   7100 P        0       0       0       0       0  |      41      51      41      54      +29   26          2  |        51        20          2        55        +2
NOV-26   7200 P        0       0       0       0       0  |      69      69      69      68      +37   25          1  |        69        17          1        13       -15
NOV-26   7300 P        0       0       0       0       0  |      71      87      71      85      +46   24         44  |        87        25         44        84       +40
NOV-26   7400 P        0       0       0       0       0  |      84     112      84     108      +58   23         37  |       112        25         37       164       +23
NOV-26   7500 P        0       0       0       0       0  |     105     138     105     135      +71   22        106  |       138        36        106        43       -27
NOV-26   7600 P       84      84      84      84       1  |     121     178     120     170      +87   22        498  |       178        41        499        47       -19
NOV-26   7700 P        0       0       0       0       0  |     168     219     168     213     +106   21        119  |       219        54        119       273       -41
NOV-26   7800 P        0       0       0       0       0  |     199     273     199     264     +126   20         83  |       273        67         83       480       +54
NOV-26   7900 P        0       0       0       0       0  |     199     329     199     324     +147   20         80  |       329        88         80       699       +23
NOV-26   8000 P        0       0       0       0       0  |     284     373     284     393     +168   20         33  |       373       123         33        49       +14
NOV-26   8100 P        0       0       0       0       0  |       0       0       0     470     +187   20          0  |       278       147          0       563         0
NOV-26   8200 P        0       0       0       0       0  |       0       0       0     552     +205   19          0  |       363       184          0       364         0
NOV-26   8300 P        0       0       0       0       0  |       0       0       0     640     +217   20          0  |       420       236          0       155         0
NOV-26   8400 P        0       0       0       0       0  |       0       0       0     731     +224   19          0  |       422       306          0        24         0
NOV-26   8500 P        0       0       0       0       0  |       0       0       0     825     +234   20          0  |         0         0          0         0         0
NOV-26   8600 P        0       0       0       0       0  |       0       0       0     921     +239   20          0  |       568       568          0         1         0
NOV-26   8700 P        0       0       0       0       0  |       0       0       0    1018     +243   20          0  |         0         0          0         0         0
NOV-26   8800 P        0       0       0       0       0  |       0       0       0    1115     +244   19          0  |       730       720          0         3         0
NOV-26   8900 P        0       0       0       0       0  |       0       0       0    1214     +247   18          0  |       812       812          0         1         0
NOV-26   9000 P        0       0       0       0       0  |       0       0       0    1312     +247    0          0  |         0         0          0         0         0
NOV-26   9100 P        0       0       0       0       0  |       0       0       0    1411     +248    0          0  |         0         0          0         0         0
NOV-26   9200 P        0       0       0       0       0  |       0       0       0    1511     +249    0          0  |         0         0          0         0         0
NOV-26   9300 P        0       0       0       0       0  |       0       0       0    1610     +249    0          0  |         0         0          0         0         0
NOV-26   9400 P        0       0       0       0       0  |       0       0       0    1709     +249    0          0  |         0         0          0         0         0
NOV-26   9500 P        0       0       0       0       0  |       0       0       0    1809     +250    0          0  |         0         0          0         0         0
NOV-26   9600 P        0       0       0       0       0  |       0       0       0    1909     +250    0          0  |         0         0          0         0         0
NOV-26   9700 P        0       0       0       0       0  |       0       0       0    2008     +249    0          0  |         0         0          0         0         0
NOV-26   9800 P        0       0       0       0       0  |       0       0       0    2108     +250    0          0  |         0         0          0         0         0
NOV-26   9900 P        0       0       0       0       0  |       0       0       0    2208     +250    0          0  |         0         0          0         0         0
NOV-26  10000 P        0       0       0       0       0  |       0       0       0    2308     +250    0          0  |         0         0          0         0         0
NOV-26  10100 P        0       0       0       0       0  |       0       0       0    2408     +250    0          0  |         0         0          0         0         0
NOV-26  10200 P        0       0       0       0       0  |       0       0       0    2508     +250    0          0  |         0         0          0         0         0
NOV-26  10300 P        0       0       0       0       0  |       0       0       0    2608     +250    0          0  |         0         0          0         0         0
NOV-26  10400 P        0       0       0       0       0  |       0       0       0    2707     +249    0          0  |         0         0          0         0         0
NOV-26  10500 P        0       0       0       0       0  |       0       0       0    2807     +249    0          0  |         0         0          0         0         0

                              TOTAL PUT                1  |                               TOTAL PUT             1265  | TOTAL PUT                 1266      3361      +282

                                                                                                                      | MONTH PUT/CALL RATIO      2.89
                                                                                                                      | MONTH TOTAL               1703      4765      +528

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-26   3900 C        0       0       0       0       0  |       0       0       0    3790     -249   55          0  |         0         0          0         0         0
DEC-26   4000 C        0       0       0       0       0  |       0       0       0    3690     -249   53          0  |         0         0          0         0         0
DEC-26   4100 C        0       0       0       0       0  |       0       0       0    3590     -249   51          0  |         0         0          0         0         0
DEC-26   4200 C        0       0       0       0       0  |       0       0       0    3490     -249   50          0  |         0         0          0         0         0
DEC-26   4300 C        0       0       0       0       0  |       0       0       0    3390     -249   48          0  |         0         0          0         0         0
DEC-26   4400 C        0       0       0       0       0  |       0       0       0    3290     -249   46          0  |         0         0          0         0         0
DEC-26   4500 C        0       0       0       0       0  |       0       0       0    3191     -248   48          0  |         0         0          0         0         0
DEC-26   4600 C        0       0       0       0       0  |       0       0       0    3091     -249   46          0  |         0         0          0         0         0
DEC-26   4700 C        0       0       0       0       0  |       0       0       0    2991     -249   44          0  |         0         0          0         0         0
DEC-26   4800 C        0       0       0       0       0  |       0       0       0    2891     -249   42          0  |         0         0          0         0         0
DEC-26   4900 C        0       0       0       0       0  |       0       0       0    2792     -248   42          0  |         0         0          0         0         0
DEC-26   5000 C        0       0       0       0       0  |       0       0       0    2692     -248   41          0  |         0         0          0         0         0
DEC-26   5200 C        0       0       0       0       0  |       0       0       0    2493     -248   39          0  |         0         0          0         0         0
DEC-26   5400 C        0       0       0       0       0  |       0       0       0    2294     -248   36          0  |         0         0          0         0         0
DEC-26   5600 C        0       0       0       0       0  |       0       0       0    2097     -246   35          0  |         0         0          0         0         0
DEC-26   5800 C        0       0       0       0       0  |       0       0       0    1900     -244   34          0  |         0         0          0         0         0
DEC-26   5900 C        0       0       0       0       0  |       0       0       0    1802     -244   33          0  |         0         0          0         0         0
DEC-26   6000 C        0       0       0       0       0  |       0       0       0    1704     -243   32          0  |         0         0          0         0         0
DEC-26   6100 C        0       0       0       0       0  |       0       0       0    1607     -241   31          0  |         0         0          0         0         0
DEC-26   6200 C        0       0       0       0       0  |       0       0       0    1510     -240   30          0  |         0         0          0         0         0
DEC-26   6300 C        0       0       0       0       0  |       0       0       0    1414     -238   30          0  |         0         0          0         0         0
DEC-26   6400 C        0       0       0       0       0  |       0       0       0    1319     -236   29          0  |         0         0          0         0         0
DEC-26   6500 C        0       0       0       0       0  |       0       0       0    1224     -234   28          0  |         0         0          0         0         0
DEC-26   6600 C        0       0       0       0       0  |       0       0       0    1131     -230   27          0  |         0         0          0         0         0
DEC-26   6700 C        0       0       0       0       0  |       0       0       0    1038     -228   26          0  |         0         0          0         0         0
DEC-26   6800 C        0       0       0       0       0  |       0       0       0     948     -223   26          0  |         0         0          0         0         0
DEC-26   6900 C        0       0       0       0       0  |       0       0       0     859     -218   25          0  |         0         0          0         0         0
DEC-26   7000 C        0       0       0       0       0  |       0       0       0     772     -213   24          0  |      1438      1438          0         1         0
DEC-26   7100 C        0       0       0       0       0  |       0       0       0     688     -206   24          0  |         0         0          0         0         0
DEC-26   7200 C        0       0       0       0       0  |       0       0       0     611     -194   23          0  |         0         0          0         0         0
DEC-26   7300 C        0       0       0       0       0  |       0       0       0     536     -183   23          0  |      1410      1410          0         1         0
DEC-26   7400 C        0       0       0       0       0  |       0       0       0     457     -174   22          0  |      1400      1330          0         2         0
DEC-26   7500 C        0       0       0       0       0  |       0       0       0     392     -163   21          0  |      1264       473          0         9         0
DEC-26   7600 C        0       0       0       0       0  |     323     327     323     328     -152   21         93  |      1068       323         93        98       +82
DEC-26   7700 C        0       0       0       0       0  |     315     315     266     273     -135   20         77  |       561       266         77       125        +4
DEC-26   7800 C        0       0       0       0       0  |     270     270     220     225     -121   20         17  |       507       220         17       107        -4
DEC-26   7900 C        0       0       0       0       0  |       0       0       0     182     -106   20          0  |       509       330          0       138         0
DEC-26   8000 C        0       0       0       0       0  |       0       0       0     146      -91   20          0  |       678       260          0       293         0
DEC-26   8100 C        0       0       0       0       0  |     132     132     132     116      -76   20          1  |       649       132          1        80        +1
DEC-26   8200 C        0       0       0       0       0  |     104     104      94      91      -64   19         34  |       593        94         34       277       -28
DEC-26   8300 C        0       0       0       0       0  |      76      76      72      70      -53   19        144  |       629        72        144       277       +74
DEC-26   8400 C        0       0       0       0       0  |      58      58      54      57      -41   20         92  |       529        54         92       140       +92
DEC-26   8500 C        0       0       0       0       0  |      45      45      45      46      -29   20          1  |       550        45          1       179         0
DEC-26   8600 C        0       0       0       0       0  |      34      34      33      37      -23   20         50  |       515        33         50       376         0
DEC-26   8700 C        0       0       0       0       0  |       0       0       0      30      -18   20          0  |       625        77          0        42         0
DEC-26   8800 C        0       0       0       0       0  |       0       0       0      25      -12   21          0  |       556        58          0        88         0
DEC-26   8900 C        0       0       0       0       0  |      19      19      19      21       -9   21         17  |       410        19         17        25       -40
DEC-26   9000 C        0       0       0       0       0  |      18      18      18      17       -7   22          3  |       561        18          3       303        -3
DEC-26   9100 C        0       0       0       0       0  |      13      13      13      15       -4   22         60  |       439        13         60        76       -87
DEC-26   9200 C        0       0       0       0       0  |      12      14      12      12       -3   22         12  |       257        12         12       260        +7
DEC-26   9300 C        0       0       0       0       0  |      10      10      10      11       -1   23          1  |       367        10          1       126        -1
DEC-26   9400 C        0       0       0       0       0  |       0       0       0       9       -1   23          0  |       330        77          0        97         0
DEC-26   9500 C        0       0       0       0       0  |       7       7       7       8        0   24          9  |       303         7          9        54        -2
DEC-26   9600 C        0       0       0       0       0  |       0       0       0       7        0   24          0  |       224        13          0        66         0
DEC-26   9700 C        0       0       0       0       0  |       0       0       0       6        0   25          0  |       226        10          0         7         0
DEC-26   9800 C        0       0       0       0       0  |       0       0       0       5        0   25          0  |       196        21          0         7         0
DEC-26   9900 C        0       0       0       0       0  |       0       0       0       5       +1   26          0  |       219        18          0        25         0
DEC-26  10000 C        0       0       0       0       0  |       0       0       0       4       +1   26          0  |       200        28          0         9         0
DEC-26  10100 C        0       0       0       0       0  |       0       0       0       4       +1   27          0  |       184        24          0        49         0
DEC-26  10200 C        0       0       0       0       0  |       0       0       0       3       +1   27          0  |       168        46          0         7         0
DEC-26  10300 C        0       0       0       0       0  |       0       0       0       3       +1   28          0  |       192        35          0         3         0
DEC-26  10400 C        0       0       0       0       0  |       0       0       0       3       +1   28          0  |        65        65          0         1         0
DEC-26  10500 C        0       0       0       0       0  |       0       0       0       2       +1   28          0  |         0         0          0         0         0
DEC-26  10600 C        0       0       0       0       0  |       0       0       0       2       +1   29          0  |         0         0          0         1         0
DEC-26  10700 C        0       0       0       0       0  |       0       0       0       2       +1   29          0  |         0         0          0         0         0
DEC-26  10800 C        0       0       0       0       0  |       0       0       0       2       +1   30          0  |        79         5          0         1         0
DEC-26  10900 C        0       0       0       0       0  |       0       0       0       2       +1   31          0  |         0         0          0         0         0
DEC-26  11000 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |         0         0          0         0         0
DEC-26  11100 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0
DEC-26  11200 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
DEC-26  11300 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |        26         9          0         2         0
DEC-26  11400 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
DEC-26  11500 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
DEC-26  11600 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0         0         0
DEC-26  11800 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |        22        22          0         1         0
DEC-26  12000 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
DEC-26  12200 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |         0         0          0         0         0
DEC-26  12400 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
DEC-26  12600 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
DEC-26  12800 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |         0         0          0         0         0
DEC-26  13000 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
DEC-26  13200 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |         0         0          0         0         0
DEC-26  13400 C        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
DEC-26  13600 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
DEC-26  13800 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0         0         0
DEC-26  14000 C        0       0       0       0       0  |       0       0       0       1        0   46          0  |         0         0          0         0         0
DEC-26  14200 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
DEC-26  14400 C        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
DEC-26  14600 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |         0         0          0         0         0
DEC-26  14800 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
DEC-26  15000 C        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL             611  | TOTAL CALL                 611      3353       +95

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-26   3900 P        0       0       0       0       0  |       0       0       0       1        0   55          0  |        12         9          0         2         0
DEC-26   4000 P        0       0       0       0       0  |       0       0       0       1        0   53          0  |        10        10          0         1         0
DEC-26   4100 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |        12        12          0         1         0
DEC-26   4200 P        0       0       0       0       0  |       0       0       0       1        0   50          0  |        14        14          0         1         0
DEC-26   4300 P        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
DEC-26   4400 P        0       0       0       0       0  |       0       0       0       1        0   46          0  |         0         0          0         0         0
DEC-26   4500 P        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
DEC-26   4600 P        0       0       0       0       0  |       0       0       0       1        0   42          0  |         0         0          0         0         0
DEC-26   4700 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
DEC-26   4800 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
DEC-26   4900 P        0       0       0       0       0  |       0       0       0       2       +1   40          0  |         0         0          0         0         0
DEC-26   5000 P        0       0       0       0       0  |       0       0       0       2       +1   39          0  |         0         0          0         0         0
DEC-26   5200 P        0       0       0       0       0  |       0       0       0       3       +1   37          0  |         0         0          0         0         0
DEC-26   5400 P        0       0       0       0       0  |       0       0       0       5       +2   36          0  |         0         0          0         1         0
DEC-26   5600 P        0       0       0       0       0  |       0       0       0       7       +3   35          0  |         0         0          0         0         0
DEC-26   5800 P        0       0       0       0       0  |      15      15      15      10       +5   33         74  |        17        15         74        76       +74
DEC-26   5900 P        0       0       0       0       0  |      14      17      14      12       +5   32         61  |        17        14         61        62       +61
DEC-26   6000 P        0       0       0       0       0  |      18      18      18      14       +6   31         12  |        70        18         12        12       +11
DEC-26   6100 P        0       0       0       0       0  |      21      21      20      17       +8   31         28  |        21        12         28        37       +28
DEC-26   6200 P        0       0       0       0       0  |       0       0       0      20       +9   30          0  |         0         0          0         0         0
DEC-26   6300 P        0       0       0       0       0  |       0       0       0      24      +11   29          0  |        12        12          0        77         0
DEC-26   6400 P        0       0       0       0       0  |      29      29      29      30      +14   29         13  |       167        20         13         4        -2
DEC-26   6500 P        0       0       0       0       0  |       0       0       0      35      +16   28          0  |       149       121          0         4         0
DEC-26   6600 P        0       0       0       0       0  |       0       0       0      41      +18   27          0  |       215        40          0        46         0
DEC-26   6700 P        0       0       0       0       0  |      48      48      48      48      +21   26         17  |       205        48         17        17       +14
DEC-26   6800 P        0       0       0       0       0  |      57      57      57      58      +26   26          8  |       263        46          8        30         0
DEC-26   6900 P        0       0       0       0       0  |      54      68      54      68      +30   25         21  |       257        25         21       120       +21
DEC-26   7000 P        0       0       0       0       0  |      65      83      65      81      +36   24        126  |       310        60        126        65       +17
DEC-26   7100 P        0       0       0       0       0  |      78      99      78      97      +43   23        114  |       276        49        114       363         0
DEC-26   7200 P        0       0       0       0       0  |      95     119      95     116      +52   23         53  |       306        58         53       489       +30
DEC-26   7300 P        0       0       0       0       0  |     113     133     113     139      +59   22         63  |       444        51         63       292       +36
DEC-26   7400 P        0       0       0       0       0  |     139     171     136     167      +72   22        168  |       492        78        168       295       +47
DEC-26   7500 P      115     115     115     115       1  |     140     176     140     200      +85   21          4  |       542        76          5       383        +2
DEC-26   7600 P        0       0       0       0       0  |     237     243     237     239      +97   21          6  |       579        88          6       384        -3
DEC-26   7700 P        0       0       0       0       0  |     282     282     282     284     +113   20          7  |       581       109          7       595        -7
DEC-26   7800 P        0       0       0       0       0  |       0       0       0     334     +128   20          0  |       606       137          0        32         0
DEC-26   7900 P        0       0       0       0       0  |     389     389     389     392     +143   20          7  |       512       169          7        31        -4
DEC-26   8000 P        0       0       0       0       0  |       0       0       0     452     +155   19          0  |       649       191          0         6         0
DEC-26   8100 P        0       0       0       0       0  |       0       0       0     524     +170   19          0  |       548       205          0       149         0
DEC-26   8200 P        0       0       0       0       0  |       0       0       0     602     +186   19          0  |       564       254          0       195         0
DEC-26   8300 P        0       0       0       0       0  |       0       0       0     682     +194   19          0  |       556       302          0       300         0
DEC-26   8400 P        0       0       0       0       0  |     710     750     710     768     +212   20          2  |       750       315          2       223         0
DEC-26   8500 P        0       0       0       0       0  |       0       0       0     856     +218   20          0  |       840       384          0       432         0
DEC-26   8600 P        0       0       0       0       0  |     777     777     777     947     +226   20          2  |       777       373          2        72         0
DEC-26   8700 P        0       0       0       0       0  |       0       0       0    1040     +231   20          0  |      1116       428          0       263         0
DEC-26   8800 P        0       0       0       0       0  |       0       0       0    1135     +236   21          0  |       659       596          0        36         0
DEC-26   8900 P        0       0       0       0       0  |       0       0       0    1231     +240   21          0  |      1229       671          0        21         0
DEC-26   9000 P        0       0       0       0       0  |       0       0       0    1327     +242   21          0  |      1217       709          0        14         0
DEC-26   9100 P        0       0       0       0       0  |       0       0       0    1425     +245   22          0  |      1250       747          0         5         0
DEC-26   9200 P        0       0       0       0       0  |       0       0       0    1523     +247   22          0  |         0         0          0         0         0
DEC-26   9300 P        0       0       0       0       0  |       0       0       0    1621     +248   23          0  |      1225       909          0         1         0
DEC-26   9400 P        0       0       0       0       0  |       0       0       0    1719     +248   23          0  |      1308      1188          0         1         0
DEC-26   9500 P        0       0       0       0       0  |       0       0       0    1818     +249   23          0  |         0         0          0         0         0
DEC-26   9600 P        0       0       0       0       0  |       0       0       0    1917     +249   24          0  |         0         0          0         0         0
DEC-26   9700 P        0       0       0       0       0  |       0       0       0    2016     +249   24          0  |         0         0          0         0         0
DEC-26   9800 P        0       0       0       0       0  |       0       0       0    2116     +250   25          0  |         0         0          0         0         0
DEC-26   9900 P        0       0       0       0       0  |       0       0       0    2215     +250   25          0  |         0         0          0         0         0
DEC-26  10000 P        0       0       0       0       0  |       0       0       0    2314     +250   25          0  |         0         0          0         0         0
DEC-26  10100 P        0       0       0       0       0  |       0       0       0    2414     +250   26          0  |         0         0          0         0         0
DEC-26  10200 P        0       0       0       0       0  |       0       0       0    2514     +251   27          0  |         0         0          0         0         0
DEC-26  10300 P        0       0       0       0       0  |       0       0       0    2613     +250   26          0  |         0         0          0         0         0
DEC-26  10400 P        0       0       0       0       0  |       0       0       0    2713     +250   27          0  |         0         0          0         0         0
DEC-26  10500 P        0       0       0       0       0  |       0       0       0    2813     +251   28          0  |         0         0          0         0         0
DEC-26  10600 P        0       0       0       0       0  |       0       0       0    2912     +250   26          0  |         0         0          0         0         0
DEC-26  10700 P        0       0       0       0       0  |       0       0       0    3012     +250   27          0  |         0         0          0         0         0
DEC-26  10800 P        0       0       0       0       0  |       0       0       0    3112     +250   28          0  |         0         0          0         0         0
DEC-26  10900 P        0       0       0       0       0  |       0       0       0    3212     +250   29          0  |         0         0          0         0         0
DEC-26  11000 P        0       0       0       0       0  |       0       0       0    3312     +250   29          0  |         0         0          0         0         0
DEC-26  11100 P        0       0       0       0       0  |       0       0       0    3412     +250   30          0  |         0         0          0         0         0
DEC-26  11200 P        0       0       0       0       0  |       0       0       0    3511     +250    0          0  |         0         0          0         0         0
DEC-26  11300 P        0       0       0       0       0  |       0       0       0    3611     +250    0          0  |         0         0          0         0         0
DEC-26  11400 P        0       0       0       0       0  |       0       0       0    3711     +250    0          0  |         0         0          0         0         0
DEC-26  11500 P        0       0       0       0       0  |       0       0       0    3811     +250    0          0  |         0         0          0         0         0
DEC-26  11600 P        0       0       0       0       0  |       0       0       0    3911     +250    0          0  |         0         0          0         0         0
DEC-26  11800 P        0       0       0       0       0  |       0       0       0    4111     +250    0          0  |         0         0          0         0         0
DEC-26  12000 P        0       0       0       0       0  |       0       0       0    4311     +250    0          0  |         0         0          0         0         0
DEC-26  12200 P        0       0       0       0       0  |       0       0       0    4511     +250    0          0  |         0         0          0         0         0
DEC-26  12400 P        0       0       0       0       0  |       0       0       0    4711     +250    0          0  |         0         0          0         0         0
DEC-26  12600 P        0       0       0       0       0  |       0       0       0    4911     +250    0          0  |         0         0          0         0         0
DEC-26  12800 P        0       0       0       0       0  |       0       0       0    5111     +250    0          0  |         0         0          0         0         0
DEC-26  13000 P        0       0       0       0       0  |       0       0       0    5311     +250    0          0  |         0         0          0         0         0
DEC-26  13200 P        0       0       0       0       0  |       0       0       0    5510     +249    0          0  |         0         0          0         0         0
DEC-26  13400 P        0       0       0       0       0  |       0       0       0    5710     +249    0          0  |         0         0          0         0         0
DEC-26  13600 P        0       0       0       0       0  |       0       0       0    5910     +249    0          0  |         0         0          0         0         0
DEC-26  13800 P        0       0       0       0       0  |       0       0       0    6110     +249    0          0  |         0         0          0         0         0
DEC-26  14000 P        0       0       0       0       0  |       0       0       0    6310     +249    0          0  |         0         0          0         0         0
DEC-26  14200 P        0       0       0       0       0  |       0       0       0    6510     +249    0          0  |         0         0          0         0         0
DEC-26  14400 P        0       0       0       0       0  |       0       0       0    6710     +249    0          0  |         0         0          0         0         0
DEC-26  14600 P        0       0       0       0       0  |       0       0       0    6910     +249    0          0  |         0         0          0         0         0
DEC-26  14800 P        0       0       0       0       0  |       0       0       0    7110     +249    0          0  |         0         0          0         0         0
DEC-26  15000 P        0       0       0       0       0  |       0       0       0    7310     +249    0          0  |         0         0          0         0         0

                              TOTAL PUT                1  |                               TOTAL PUT              786  | TOTAL PUT                  787      5138      +325

                                                                                                                      | MONTH PUT/CALL RATIO      1.28
                                                                                                                      | MONTH TOTAL               1398      8491      +420

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
MAR-27   5900 C        0       0       0       0       0  |       0       0       0    1880     -236   29          0  |         0         0          0         0         0
MAR-27   6000 C        0       0       0       0       0  |       0       0       0    1786     -234   28          0  |      2530      2530          0         3         0
MAR-27   6100 C        0       0       0       0       0  |       0       0       0    1692     -233   27          0  |         0         0          0         0         0
MAR-27   6200 C        0       0       0       0       0  |       0       0       0    1600     -230   27          0  |         0         0          0         0         0
MAR-27   6300 C        0       0       0       0       0  |       0       0       0    1509     -227   26          0  |         0         0          0         0         0
MAR-27   6400 C        0       0       0       0       0  |       0       0       0    1418     -225   26          0  |         0         0          0         0         0
MAR-27   6500 C        0       0       0       0       0  |       0       0       0    1329     -221   25          0  |         0         0          0         0         0
MAR-27   6600 C        0       0       0       0       0  |       0       0       0    1242     -217   25          0  |         0         0          0         0         0
MAR-27   6700 C        0       0       0       0       0  |       0       0       0    1156     -213   24          0  |         0         0          0         0         0
MAR-27   6800 C        0       0       0       0       0  |       0       0       0    1072     -208   24          0  |         0         0          0         0         0
MAR-27   6900 C        0       0       0       0       0  |       0       0       0     990     -203   23          0  |      1755      1755          0         1         0
MAR-27   7000 C        0       0       0       0       0  |       0       0       0     911     -197   23          0  |         0         0          0         0         0
MAR-27   7100 C        0       0       0       0       0  |       0       0       0     834     -191   22          0  |         0         0          0         0         0
MAR-27   7200 C        0       0       0       0       0  |       0       0       0     758     -186   22          0  |         0         0          0         0         0
MAR-27   7300 C        0       0       0       0       0  |       0       0       0     688     -178   22          0  |         0         0          0         0         0
MAR-27   7400 C        0       0       0       0       0  |       0       0       0     623     -165   21          0  |         0         0          0         0         0
MAR-27   7500 C        0       0       0       0       0  |       0       0       0     559     -158   21          0  |         0         0          0         0         0
MAR-27   7600 C        0       0       0       0       0  |       0       0       0     501     -149   21          0  |         0         0          0         0         0
MAR-27   7700 C        0       0       0       0       0  |       0       0       0     444     -142   21          0  |         0         0          0         0         0
MAR-27   7800 C        0       0       0       0       0  |     392     392     392     395     -130   20          1  |       625       392          1         2        +1
MAR-27   7900 C        0       0       0       0       0  |     395     395     345     347     -123   20         13  |       395       345         13        13       +13
MAR-27   8000 C        0       0       0       0       0  |       0       0       0     305     -112   20          0  |         0         0          0         0         0
MAR-27   8100 C        0       0       0       0       0  |     345     345     312     268     -101   20          2  |       589       312          2        26        +2
MAR-27   8200 C        0       0       0       0       0  |     278     278     275     233      -93   20          2  |       483       275          2        36        -2
MAR-27   8300 C        0       0       0       0       0  |       0       0       0     204      -83   20          0  |       648       421          0        81         0
MAR-27   8400 C        0       0       0       0       0  |       0       0       0     177      -75   20          0  |       659       376          0       135         0
MAR-27   8500 C        0       0       0       0       0  |     151     151     151     153      -67   20          7  |       663       151          7        21         0
MAR-27   8600 C        0       0       0       0       0  |     131     131     131     132      -59   20         14  |       605       131         14       104       +14
MAR-27   8700 C        0       0       0       0       0  |     113     113     113     115      -51   20          7  |       562       113          7        47        +7
MAR-27   8800 C        0       0       0       0       0  |       0       0       0      99      -45   20          0  |       439       190          0        45         0
MAR-27   8900 C        0       0       0       0       0  |       0       0       0      86      -41   20          0  |       369       170          0        56         0
MAR-27   9000 C        0       0       0       0       0  |       0       0       0      74      -36   20          0  |       330       149          0        84         0
MAR-27   9100 C        0       0       0       0       0  |       0       0       0      66      -29   20          0  |       301       127          0       119         0
MAR-27   9200 C        0       0       0       0       0  |       0       0       0      57      -25   20          0  |       353       118          0        33         0
MAR-27   9300 C        0       0       0       0       0  |       0       0       0      49      -22   20          0  |       360        98          0       110         0
MAR-27   9400 C        0       0       0       0       0  |      49      49      49      44      -17   21          1  |       205        49          1        85        +1
MAR-27   9500 C        0       0       0       0       0  |       0       0       0      38      -16   21          0  |       267        84          0        16         0
MAR-27   9600 C        0       0       0       0       0  |       0       0       0      34      -13   21          0  |       125        68          0        42         0
MAR-27   9700 C        0       0       0       0       0  |       0       0       0      30      -11   21          0  |       224       107          0         9         0
MAR-27   9800 C        0       0       0       0       0  |       0       0       0      26      -10   21          0  |       218        93          0         2         0
MAR-27   9900 C        0       0       0       0       0  |       0       0       0      23       -8   21          0  |       150       101          0        14         0
MAR-27  10000 C        0       0       0       0       0  |       0       0       0      21       -6   22          0  |       201       101          0         1         0
MAR-27  10100 C        0       0       0       0       0  |       0       0       0      18       -6   22          0  |         0         0          0         0         0
MAR-27  10200 C        0       0       0       0       0  |       0       0       0      16       -5   22          0  |       122       102          0         6         0
MAR-27  10300 C        0       0       0       0       0  |       0       0       0      15       -4   22          0  |       152       106          0         3         0
MAR-27  10400 C        0       0       0       0       0  |       0       0       0      13       -3   22          0  |       110       110          0         1         0
MAR-27  10500 C        0       0       0       0       0  |       0       0       0      12       -2   23          0  |       101       101          0         1         0
MAR-27  10600 C        0       0       0       0       0  |       0       0       0      11       -2   23          0  |         0         0          0         0         0
MAR-27  10700 C        0       0       0       0       0  |       0       0       0      10       -1   23          0  |        49        20          0         3         0

                              TOTAL CALL               0  |                               TOTAL CALL              47  | TOTAL CALL                  47      1099       +36

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
MAR-27   5900 P        0       0       0       0       0  |       0       0       0      44      +12   28          0  |        50        40          0         5         0
MAR-27   6000 P        0       0       0       0       0  |       0       0       0      50      +14   28          0  |        47        47          0         1         0
MAR-27   6100 P        0       0       0       0       0  |       0       0       0      57      +17   27          0  |        57        57          0         1         0
MAR-27   6200 P        0       0       0       0       0  |       0       0       0      64      +19   27          0  |         0         0          0         0         0
MAR-27   6300 P        0       0       0       0       0  |       0       0       0      74      +23   26          0  |         0         0          0         0         0
MAR-27   6400 P        0       0       0       0       0  |       0       0       0      82      +24   25          0  |        73        52          0        92         0
MAR-27   6500 P        0       0       0       0       0  |       0       0       0      94      +28   25          0  |        60        60          0         2         0
MAR-27   6600 P        0       0       0       0       0  |       0       0       0     106      +31   25          0  |         0         0          0         0         0
MAR-27   6700 P        0       0       0       0       0  |     122     122     122     121      +38   24          1  |       122        92          1        14         0
MAR-27   6800 P        0       0       0       0       0  |       0       0       0     136      +41   24          0  |       103        72          0         7         0
MAR-27   6900 P        0       0       0       0       0  |       0       0       0     155      +47   23          0  |       123        93          0         7         0
MAR-27   7000 P        0       0       0       0       0  |       0       0       0     175      +51   23          0  |       130        99          0         7         0
MAR-27   7100 P        0       0       0       0       0  |       0       0       0     198      +57   22          0  |       111       109          0         2         0
MAR-27   7200 P        0       0       0       0       0  |       0       0       0     224      +65   22          0  |       153       153          0         1         0
MAR-27   7300 P        0       0       0       0       0  |       0       0       0     254      +72   22          0  |       178       149          0        32         0
MAR-27   7400 P        0       0       0       0       0  |       0       0       0     287      +82   21          0  |       194       176          0         3         0
MAR-27   7500 P        0       0       0       0       0  |     301     301     301     324      +89   21          1  |       301       151          1         7        +1
MAR-27   7600 P        0       0       0       0       0  |       0       0       0     366     +100   21          0  |       250       169          0         5         0
MAR-27   7700 P        0       0       0       0       0  |       0       0       0     410     +108   20          0  |       262       222          0        13         0
MAR-27   7800 P        0       0       0       0       0  |       0       0       0     458     +115   20          0  |       295       251          0        12         0
MAR-27   7900 P        0       0       0       0       0  |       0       0       0     517     +132   20          0  |       340       305          0        16         0
MAR-27   8000 P        0       0       0       0       0  |       0       0       0     571     +139   20          0  |       380       377          0         3         0
MAR-27   8100 P        0       0       0       0       0  |     510     510     510     634     +148   20          1  |       510       380          1        19        +1
MAR-27   8200 P        0       0       0       0       0  |       0       0       0     700     +158   20          0  |       521       426          0       112         0
MAR-27   8300 P        0       0       0       0       0  |       0       0       0     767     +165   20          0  |       578       474          0       126         0
MAR-27   8400 P        0       0       0       0       0  |       0       0       0     841     +174   20          0  |       571       464          0        38         0
MAR-27   8500 P        0       0       0       0       0  |       0       0       0     917     +182   20          0  |       663       514          0         2         0
MAR-27   8600 P        0       0       0       0       0  |       0       0       0     997     +190   20          0  |       680       567          0         1         0
MAR-27   8700 P        0       0       0       0       0  |       0       0       0    1079     +197   20          0  |         0         0          0         0         0
MAR-27   8800 P        0       0       0       0       0  |       0       0       0    1164     +204   20          0  |         0         0          0         0         0
MAR-27   8900 P        0       0       0       0       0  |       0       0       0    1251     +210   20          0  |         0         0          0         0         0
MAR-27   9000 P        0       0       0       0       0  |       0       0       0    1340     +215   20          0  |         0         0          0         0         0
MAR-27   9100 P        0       0       0       0       0  |       0       0       0    1430     +220   20          0  |         0         0          0         0         0
MAR-27   9200 P        0       0       0       0       0  |       0       0       0    1522     +224   20          0  |         0         0          0         0         0
MAR-27   9300 P        0       0       0       0       0  |       0       0       0    1614     +227   20          0  |         0         0          0         0         0
MAR-27   9400 P        0       0       0       0       0  |       0       0       0    1708     +230   20          0  |         0         0          0         0         0
MAR-27   9500 P        0       0       0       0       0  |       0       0       0    1803     +233   21          0  |         0         0          0         0         0
MAR-27   9600 P        0       0       0       0       0  |       0       0       0    1898     +235   21          0  |         0         0          0         0         0
MAR-27   9700 P        0       0       0       0       0  |       0       0       0    1994     +237   21          0  |         0         0          0         0         0
MAR-27   9800 P        0       0       0       0       0  |       0       0       0    2091     +240   21          0  |         0         0          0         0         0
MAR-27   9900 P        0       0       0       0       0  |       0       0       0    2188     +241   21          0  |         0         0          0         0         0
MAR-27  10000 P        0       0       0       0       0  |       0       0       0    2285     +242   21          0  |         0         0          0         0         0
MAR-27  10100 P        0       0       0       0       0  |       0       0       0    2383     +244   21          0  |         0         0          0         0         0
MAR-27  10200 P        0       0       0       0       0  |       0       0       0    2481     +244   22          0  |         0         0          0         0         0
MAR-27  10300 P        0       0       0       0       0  |       0       0       0    2579     +245   22          0  |         0         0          0         0         0
MAR-27  10400 P        0       0       0       0       0  |       0       0       0    2678     +246   22          0  |         0         0          0         0         0
MAR-27  10500 P        0       0       0       0       0  |       0       0       0    2776     +246   22          0  |         0         0          0         0         0
MAR-27  10600 P        0       0       0       0       0  |       0       0       0    2875     +247   22          0  |         0         0          0         0         0
MAR-27  10700 P        0       0       0       0       0  |       0       0       0    2974     +247   22          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                3  | TOTAL PUT                    3       528        +2

                                                                                                                      | MONTH PUT/CALL RATIO      0.06
                                                                                                                      | MONTH TOTAL                 50      1627       +38

                                                                                                                        MARKET PUT/CALL RATIO     1.21
                                                                                                                        MARKET TOTAL              5685     28691     +1855


                                 ***  END OF REPORT  ***

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