2009年5月27日 星期三

TOP 10 TRADED (BY VOLUME) VOLUME O.Q.P. IV% DAILY DAILY OPEN O.Q.P.
CLOSE HIGH LOW INTEREST CHANGE
C JUN-09 17600 1333 925 37 1000 571 1496 +513
P JUN-09 16000 1170 236 42 298 218 2058 -171
C JUN-09 20000 1022 142 34 185 65 2316 +122
C SEP-09 21000 1017 354 31 397 375 1108 +188
C JUN-09 19000 1015 331 34 383 151 1810 +240
C MAY-09 17400 957 0 0 288 18 0 -11
P JUN-09 17600 923 688 38 900 650 808 -455
C JUN-09 18000 909 699 35 780 390 1935 +415
P JUN-09 15000 844 111 45 150 105 2312 -90
P MAY-09 17400 834 0 0 168 1 1316 -506

HANG SENG INDEX OPTION HK$ 50 PER POINT

BUSINESS DAY
27 MAY 2009, WEDNESDAY


CONTRACT STRIKE OPENING DAILY DAILY O.Q.P. O.Q.P. IV% VOLUME OPEN CHANGE
MONTH PRICE PRICE HIGH LOW CLOSE CHANGE INTEREST IN OI


JUN-09 15000 C 0 0 0 2968 +918 45 0 2363 0
JUN-09 15200 C 0 0 0 2785 +890 44 0 224 0
JUN-09 15400 C 0 0 0 2606 +873 44 0 688 0
JUN-09 15600 C 2320 2320 2320 2421 +848 42 1 751 0
JUN-09 15800 C 1844 1844 1844 2258 +839 42 5 673 +5
JUN-09 16000 C 1650 2043 1650 2042 +762 38 15 2982 +1
JUN-09 16200 C 1873 2012 1873 1876 +749 38 6 902 -5
JUN-09 16400 C 1290 1800 1290 1723 +722 38 28 387 +11
JUN-09 16600 C 1150 1461 1150 1581 +685 38 8 413 -1
JUN-09 16800 C 1280 1518 1280 1417 +644 37 36 322 +27
JUN-09 17000 C 888 1380 888 1285 +625 37 193 1734 -33
JUN-09 17200 C 765 1241 743 1150 +608 36 83 3808 +4
JUN-09 17400 C 664 1105 664 1025 +536 36 341 1367 +73
JUN-09 17600 C 591 1000 571 925 +513 37 1333 1496 +316
JUN-09 17800 C 480 880 480 787 +443 35 817 1573 +307
JUN-09 18000 C 410 780 390 699 +415 35 909 1935 +146
JUN-09 18200 C 350 679 330 606 +374 35 649 794 +320
JUN-09 18400 C 290 587 279 533 +346 35 255 489 +82
JUN-09 18600 C 245 504 245 457 +308 35 784 1282 +414
JUN-09 18800 C 205 445 202 397 +280 35 687 643 +240
JUN-09 19000 C 165 383 151 331 +240 34 1015 1810 +291
JUN-09 19200 C 140 325 133 282 +212 34 435 871 +149
JUN-09 19400 C 106 280 104 244 +192 35 742 1475 +236
JUN-09 19600 C 85 240 85 197 +158 34 538 537 +217
JUN-09 19800 C 75 210 70 172 +144 35 472 741 +126
JUN-09 20000 C 66 185 65 142 +122 34 1022 2316 +392
JUN-09 20200 C 49 152 44 115 +101 34 328 316 +237
JUN-09 20400 C 40 138 40 93 +83 34 158 209 +37
JUN-09 20600 C 38 122 38 70 +63 33 263 285 +158
JUN-09 20800 C 40 105 40 56 +51 33 143 1457 -44

TOTAL CALL 11857 46992 +3811


CONTRACT STRIKE OPENING DAILY DAILY O.Q.P. O.Q.P. IV% VOLUME OPEN CHANGE
MONTH PRICE PRICE HIGH LOW CLOSE CHANGE INTEREST IN OI


JUN-09 14000 P 62 77 53 48 -46 49 397 1755 +16
JUN-09 14200 P 76 90 65 57 -53 48 210 730 +60
JUN-09 14400 P 88 100 68 67 -62 47 299 4284 -2
JUN-09 14600 P 102 115 80 80 -69 47 197 1195 +114
JUN-09 14800 P 120 131 95 94 -79 46 158 1531 -32
JUN-09 15000 P 130 150 105 111 -90 45 844 2312 +346
JUN-09 15200 P 160 166 120 130 -102 45 263 2057 +8
JUN-09 15400 P 192 198 140 151 -116 44 121 642 +10
JUN-09 15600 P 218 227 160 173 -134 43 166 766 +16
JUN-09 15800 P 245 259 185 200 -153 43 504 2647 +197
JUN-09 16000 P 298 298 218 236 -171 42 1170 2058 -146
JUN-09 16200 P 338 340 249 267 -199 41 505 1277 +47
JUN-09 16400 P 382 392 286 306 -218 41 235 1825 +17
JUN-09 16600 P 445 450 325 354 -246 40 260 1028 +102
JUN-09 16800 P 510 530 377 414 -264 40 592 1335 +386
JUN-09 17000 P 600 615 432 458 -342 39 460 1321 +230
JUN-09 17200 P 703 703 502 533 -366 39 463 2279 +41
JUN-09 17400 P 786 786 574 606 -421 38 666 982 +362
JUN-09 17600 P 900 900 650 688 -455 38 923 808 +753
JUN-09 17800 P 968 968 730 775 -479 37 326 235 +194
JUN-09 18000 P 1100 1100 829 866 -531 36 224 566 +156
JUN-09 18200 P 1160 1168 962 984 -585 37 47 43 +36


TOTAL PUT 9963 53669 +3027


MONTH PUT/CALL RATIO 0.84 MONTH TOTAL 21820 100661 +6838


2009年5月26日 星期二

                          26 MAY 2009, TUESDAY


HSI - HANG SENG INDEX FUTURES HK$50 PER INDEX POINT

Contract *Open *Daily *Daily Settle- Chg in*Contract*Contract Volume Open Change in
Month Price High Low ment Setl High Low Interest OI
Price Price

MAY-09 17,081 17,267 16,904 16,920 -160 17,556 13,209 92,018 40,115 -17,429
JUN-09 17,074 17,210 16,847 16,856 -144 17,481 11,180 56,912 75,606 +21,692
SEP-09 16,861 16,942 16,770 16,770 -131 17,341 11,650 111 1,438 +61
DEC-09 16,814 17,020 16,710 16,710 -144 17,280 15,030 53 701 +28

All Contracts Total 149,094 117,860 +4,352


TOP 10 TRADED OPTION (BY VOLUME) VOLUME O.Q.P. IV% DAILY DAILY OPEN O.Q.P.
CLOSE HIGH LOW INTEREST CHANGE
P JUN-09 15800 2118 353 38 350 281 2450 +25
P MAY-09 16600 1891 30 38 38 15 4350 -8
P MAY-09 16800 1180 70 34 74 26 1036 +3
P MAY-09 17000 1133 153 30 155 50 1263 +31
C MAY-09 17200 1124 28 33 169 23 1323 -77
P JUN-09 17200 1059 899 34 868 725 2238 +66
C MAY-09 17000 1023 73 30 290 72 2307 -130
C MAY-09 17400 691 11 36 79 11 1335 -39
P MAY-09 16400 507 13 42 18 9 3118 -7
C MAR-10 18000 500 1589 32 1470 1470 500 -116


BUSINESS DAY
26 MAY 2009, TUESDAY

CONTRACT STRIKE OPENING DAILY DAILY O.Q.P. O.Q.P. IV% VOLUME OPEN CHANGE
MONTH PRICE PRICE HIGH LOW CLOSE CHANGE INTEREST IN OI

JUN-09 15800 P 315 350 281 353 +25 38 2118 2450 +1873
JUN-09 17200 P 835 868 725 899 +66 34 1059 2238 +1027