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
P 19-JUL-24       6300            1593        56   26        55        39       658       +32
P 26-JUL-24       5800             528         3   27         3         3       528        +2
P 19-JUL-24       6200             439        23   28        22        11       659       +15
C 19-JUL-24       6500             410        13   30        28        13       767       -33
P 19-JUL-24       6100             407         8   29         7         4      1156        +5
P 26-JUL-24       6000             255        14   25        12        10       253        +8
P 26-JUL-24       5900             235         7   26         6         5       519        +4
C 19-JUL-24       6300             183        68   27        94        76       201       -87
C 19-JUL-24       6600             179         5   32        18         5       352       -18
C 19-JUL-24       6400             154        30   28        61        30       233       -58

Weekly Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                                Trading Day of the Exchange
                   15 JUL 2024, MONDAY                                              16 JUL 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
19-JUL-24   5000 C        0       0       0       0       0  |       0       0       0    1310     -119    0          0  |         0         0          0         0         0
19-JUL-24   5100 C        0       0       0       0       0  |       0       0       0    1210     -119    0          0  |         0         0          0         0         0
19-JUL-24   5200 C        0       0       0       0       0  |       0       0       0    1110     -119    0          0  |         0         0          0         0         0
19-JUL-24   5300 C        0       0       0       0       0  |       0       0       0    1010     -119    0          0  |         0         0          0         0         0
19-JUL-24   5400 C        0       0       0       0       0  |       0       0       0     910     -119    0          0  |         0         0          0         0         0
19-JUL-24   5500 C        0       0       0       0       0  |       0       0       0     810     -119    0          0  |         0         0          0         0         0
19-JUL-24   5600 C        0       0       0       0       0  |       0       0       0     710     -119    0          0  |         0         0          0         0         0
19-JUL-24   5700 C        0       0       0       0       0  |       0       0       0     610     -119    0          0  |         0         0          0         0         0
19-JUL-24   5800 C        0       0       0       0       0  |       0       0       0     510     -119    0          0  |         0         0          0         0         0
19-JUL-24   5900 C        0       0       0       0       0  |       0       0       0     411     -118   34          0  |         0         0          0         0         0
19-JUL-24   6000 C        0       0       0       0       0  |       0       0       0     314     -116   33          0  |         0         0          0         0         0
19-JUL-24   6100 C        0       0       0       0       0  |       0       0       0     218     -115   29          0  |         0         0          0         0         0
19-JUL-24   6200 C        0       0       0       0       0  |       0       0       0     134     -103   28          0  |       338       151          0         0         0
19-JUL-24   6300 C        0       0       0       0       0  |      82      94      76      68      -87   27        183  |       249        76        183       201      +100
19-JUL-24   6400 C       58      58      58      58       1  |      56      61      30      30      -58   28        153  |       161        30        154       233      +130
19-JUL-24   6500 C       28      28      28      28       1  |      25      27      13      13      -33   30        409  |       111        13        410       767      -129
19-JUL-24   6600 C       18      18      13      13      16  |      10      11       5       5      -18   32        163  |        70         5        179       352      +106
19-JUL-24   6700 C        0       0       0       0       0  |       4       4       3       2       -8   34          4  |        36         3          4       143        -2
19-JUL-24   6800 C        3       3       3       3       1  |       2       2       1       1       -4   37          8  |        22         1          9       261        -5
19-JUL-24   6900 C        0       0       0       0       0  |       1       1       1       1       -1   43          1  |        11         1          1       523        -1
19-JUL-24   7000 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |         6         1          0       567         0
19-JUL-24   7100 C        0       0       0       0       0  |       0       0       0       1        0   54          0  |         4         1          0       119         0
19-JUL-24   7200 C        0       0       0       0       0  |       0       0       0       1        0   60          0  |         0         0          0         0         0
19-JUL-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   66          0  |         0         0          0         0         0
19-JUL-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   71          0  |         0         0          0         0         0
19-JUL-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   76          0  |         0         0          0         0         0
19-JUL-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   81          0  |         0         0          0         0         0
19-JUL-24   7700 C        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0
19-JUL-24   7800 C        0       0       0       0       0  |       0       0       0       1        0   91          0  |         0         0          0         0         0
19-JUL-24   7900 C        0       0       0       0       0  |       0       0       0       1        0   96          0  |         0         0          0         0         0

                                 TOTAL CALL              19  |                               TOTAL CALL             921  | TOTAL CALL                 940      3166      +199

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
19-JUL-24   5000 P        0       0       0       0       0  |       0       0       0       1        0  102          0  |         0         0          0         0         0
19-JUL-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   94          0  |         0         0          0         0         0
19-JUL-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   86          0  |         0         0          0         0         0
19-JUL-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   78          0  |         0         0          0         0         0
19-JUL-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   71          0  |         0         0          0         0         0
19-JUL-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   63          0  |         0         0          0         0         0
19-JUL-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   56          0  |         0         0          0         0         0
19-JUL-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   48          0  |         2         2          0         3         0
19-JUL-24   5800 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |         4         1          0       159         0
19-JUL-24   5900 P        0       0       0       0       0  |       1       1       1       1        0   34          2  |         9         1          2       352        -1
19-JUL-24   6000 P        2       2       2       2       1  |       2       3       2       3       +2   32          2  |        19         1          3       126        +1
19-JUL-24   6100 P        4       4       4       4      20  |       5       7       4       8       +5   29        387  |        36         3        407      1156       +17
19-JUL-24   6200 P       11      11      11      11      10  |      16      22      16      23      +15   28        429  |        73         4        439       659      +116
19-JUL-24   6300 P        0       0       0       0       0  |      44      55      39      56      +32   26       1593  |       118        11       1593       658      -911
19-JUL-24   6400 P       82      82      78      78       2  |      92     111      85     118      +60   27         88  |       111        27         90        59       -56
19-JUL-24   6500 P        0       0       0       0       0  |       0       0       0     201      +85   29          0  |       233        54          0       202         0
19-JUL-24   6600 P        0       0       0       0       0  |       0       0       0     294     +101   30          0  |       190       114          0        12         0
19-JUL-24   6700 P        0       0       0       0       0  |       0       0       0     391     +110   30          0  |       290       262          0         3         0
19-JUL-24   6800 P        0       0       0       0       0  |       0       0       0     491     +116   37          0  |       335       335          0         2         0
19-JUL-24   6900 P        0       0       0       0       0  |       0       0       0     590     +117    0          0  |         0         0          0         0         0
19-JUL-24   7000 P        0       0       0       0       0  |       0       0       0     690     +118    0          0  |         0         0          0         0         0
19-JUL-24   7100 P        0       0       0       0       0  |       0       0       0     790     +119    0          0  |         0         0          0         0         0
19-JUL-24   7200 P        0       0       0       0       0  |       0       0       0     890     +119    0          0  |         0         0          0         0         0
19-JUL-24   7300 P        0       0       0       0       0  |       0       0       0     990     +119    0          0  |         0         0          0         0         0
19-JUL-24   7400 P        0       0       0       0       0  |       0       0       0    1090     +119    0          0  |         0         0          0         0         0
19-JUL-24   7500 P        0       0       0       0       0  |       0       0       0    1190     +119    0          0  |         0         0          0         0         0
19-JUL-24   7600 P        0       0       0       0       0  |       0       0       0    1290     +119    0          0  |         0         0          0         0         0
19-JUL-24   7700 P        0       0       0       0       0  |       0       0       0    1390     +119    0          0  |         0         0          0         0         0
19-JUL-24   7800 P        0       0       0       0       0  |       0       0       0    1490     +119    0          0  |         0         0          0         0         0
19-JUL-24   7900 P        0       0       0       0       0  |       0       0       0    1590     +119    0          0  |         0         0          0         0         0

                                 TOTAL PUT               33  |                               TOTAL PUT             2501  | TOTAL PUT                 2534      3391      -834

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.69
                                                                                                                         | WEEKLY TOTAL              3474      6557      -635
 
 
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
26-JUL-24   5100 C        0       0       0       0       0  |       0       0       0    1215     -119    0          0  |         0         0          0         0         0
26-JUL-24   5200 C        0       0       0       0       0  |       0       0       0    1115     -119    0          0  |         0         0          0         0         0
26-JUL-24   5300 C        0       0       0       0       0  |       0       0       0    1015     -119    0          0  |         0         0          0         0         0
26-JUL-24   5400 C        0       0       0       0       0  |       0       0       0     915     -119    0          0  |         0         0          0         0         0
26-JUL-24   5500 C        0       0       0       0       0  |       0       0       0     815     -119    0          0  |         0         0          0         0         0
26-JUL-24   5600 C        0       0       0       0       0  |       0       0       0     715     -119    0          0  |         0         0          0         0         0
26-JUL-24   5700 C        0       0       0       0       0  |       0       0       0     616     -118   26          0  |         0         0          0         0         0
26-JUL-24   5800 C        0       0       0       0       0  |       0       0       0     518     -117   27          0  |         0         0          0         0         0
26-JUL-24   5900 C        0       0       0       0       0  |       0       0       0     422     -114   26          0  |         0         0          0         0         0
26-JUL-24   6000 C        0       0       0       0       0  |       0       0       0     331     -109   26          0  |         0         0          0         0         0
26-JUL-24   6100 C        0       0       0       0       0  |       0       0       0     245     -104   25          0  |         0         0          0         0         0
26-JUL-24   6200 C        0       0       0       0       0  |       0       0       0     169      -95   24          0  |         0         0          0         0         0
26-JUL-24   6300 C        0       0       0       0       0  |     133     133     133     111      -77   24          2  |       214       133          2        11        +2
26-JUL-24   6400 C        0       0       0       0       0  |      99      99      99      68      -58   25          2  |        99        99          2         2        +2
26-JUL-24   6500 C        0       0       0       0       0  |      50      50      50      40      -42   25          3  |        93        50          3         4        +3
26-JUL-24   6600 C        0       0       0       0       0  |      33      33      28      23      -28   26          3  |        59        28          3         3        +2
26-JUL-24   6700 C        0       0       0       0       0  |      19      19      14      13      -18   27         64  |        19        14         64        60       +60
26-JUL-24   6800 C        0       0       0       0       0  |      12      12       7       7      -11   27        129  |        12         7        129       118      +118
26-JUL-24   6900 C        0       0       0       0       0  |       4       4       3       3       -7   27         19  |        20         3         19        51        +4
26-JUL-24   7000 C        0       0       0       0       0  |       3       3       3       2       -4   29        140  |         7         3        140       183       +95
26-JUL-24   7100 C        0       0       0       0       0  |       0       0       0       1       -3   29          0  |         7         5          0         5         0
26-JUL-24   7200 C        0       0       0       0       0  |       0       0       0       1       -1   33          0  |         4         3          0       217         0
26-JUL-24   7300 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |         0         0          0         0         0
26-JUL-24   7400 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         1         1          0         1         0
26-JUL-24   7500 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
26-JUL-24   7600 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
26-JUL-24   7700 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
26-JUL-24   7800 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0         0         0
26-JUL-24   7900 C        0       0       0       0       0  |       0       0       0       1        0   52          0  |         0         0          0         0         0

                                 TOTAL CALL               0  |                               TOTAL CALL             362  | TOTAL CALL                 362       655      +286

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
26-JUL-24   5100 P        0       0       0       0       0  |       0       0       0       1        0   51          0  |         0         0          0         0         0
26-JUL-24   5200 P        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
26-JUL-24   5300 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
26-JUL-24   5400 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
26-JUL-24   5500 P        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
26-JUL-24   5600 P        0       0       0       0       0  |       0       0       0       1        0   31          0  |         0         0          0         0         0
26-JUL-24   5700 P        0       0       0       0       0  |       0       0       0       1        0   26          0  |         0         0          0         0         0
26-JUL-24   5800 P        0       0       0       0       0  |       3       3       3       3       +2   27        528  |         3         3        528       528      +528
26-JUL-24   5900 P        0       0       0       0       0  |       5       6       5       7       +4   26        235  |         6         3        235       519        +2
26-JUL-24   6000 P        0       0       0       0       0  |      10      12      10      14       +8   25        255  |        12         6        255       253      +167
26-JUL-24   6100 P        0       0       0       0       0  |      24      24      23      29      +15   25          2  |        24         9          2        81        +2
26-JUL-24   6200 P        0       0       0       0       0  |      48      52      48      54      +26   24         23  |        52        26         23        23       +22
26-JUL-24   6300 P        0       0       0       0       0  |      86      86      83      94      +41   24         17  |        86        83         17        17       +17
26-JUL-24   6400 P        0       0       0       0       0  |       0       0       0     151      +59   24          0  |       100       100          0         1         0
26-JUL-24   6500 P        0       0       0       0       0  |       0       0       0     224      +77   25          0  |         0         0          0         0         0
26-JUL-24   6600 P        0       0       0       0       0  |       0       0       0     308      +92   26          0  |         0         0          0         0         0
26-JUL-24   6700 P        0       0       0       0       0  |       0       0       0     398     +102   27          0  |         0         0          0         0         0
26-JUL-24   6800 P        0       0       0       0       0  |       0       0       0     492     +109   27          0  |         0         0          0         0         0
26-JUL-24   6900 P        0       0       0       0       0  |       0       0       0     588     +111   27          0  |         0         0          0         0         0
26-JUL-24   7000 P        0       0       0       0       0  |       0       0       0     687     +115   29          0  |         0         0          0         0         0
26-JUL-24   7100 P        0       0       0       0       0  |       0       0       0     786     +117   29          0  |         0         0          0         0         0
26-JUL-24   7200 P        0       0       0       0       0  |       0       0       0     885     +117    0          0  |         0         0          0         0         0
26-JUL-24   7300 P        0       0       0       0       0  |       0       0       0     985     +118    0          0  |         0         0          0         0         0
26-JUL-24   7400 P        0       0       0       0       0  |       0       0       0    1085     +118    0          0  |         0         0          0         0         0
26-JUL-24   7500 P        0       0       0       0       0  |       0       0       0    1185     +119    0          0  |         0         0          0         0         0
26-JUL-24   7600 P        0       0       0       0       0  |       0       0       0    1285     +119    0          0  |         0         0          0         0         0
26-JUL-24   7700 P        0       0       0       0       0  |       0       0       0    1385     +119    0          0  |         0         0          0         0         0
26-JUL-24   7800 P        0       0       0       0       0  |       0       0       0    1485     +119    0          0  |         0         0          0         0         0
26-JUL-24   7900 P        0       0       0       0       0  |       0       0       0    1585     +119    0          0  |         0         0          0         0         0

                                 TOTAL PUT                0  |                               TOTAL PUT             1060  | TOTAL PUT                 1060      1422      +738

                                                                                                                         | WEEKLY PUT/CALL RATIO     2.92
                                                                                                                         | WEEKLY TOTAL              1422      2077     +1024
 
                                                                                                                           MARKET PUT/CALL RATIO     2.76
                                                                                                                           MARKET TOTAL              4896      8634      +389


                                 ***  END OF REPORT  ***

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