Market Data

Top 10 Gainers Warrants Issuer Underlying Call/Put Price Chg (%) Volume (K) Turnover (K) 5445 BP CNOOC Call 0.035 94.44 200 7 2484 RB CHINA LIFE Put 0.044 83.33 2,060 60 6799 DB CHINA MOBILE Put 0.088 76.00 61,665 5,458 6129 AA CHINA MOBILE Put 0.125 73.61 7,650 834 13173 MB SINOPEC CORP Put 0.141 69.88 18,414 2,106 13368 ML CNOOC Call 0.025 66.67 0 0 1541 UB CNOOC Call 0.020 66.67 1,070 20 1374 AA CHINA COMM CONS Call 0.130 54.76 0 0 3870 BP CNOOC Call 0.015 50.00 6,170 80 13486 SG CHINA LIFE Call 0.019 46.15 40 0

   

Top 10 Losers Warrants Issuer Underlying Call/Put Price Chg (%) Volume (K) Turnover (K) 13209 RB BANK OF CHINA Call 0.022 -79.82 600 13 3293 HS ESPRIT HOLDINGS Call 0.010 -69.70 6,091 60 14578 HS ESPRIT HOLDINGS Call 0.232 -64.31 30,536 7,022 9604 HS ESPRIT HOLDINGS Call 0.010 -61.54 1,660 16 9023 HS CHINA MOBILE Call 0.017 -57.50 20,680 404 9008 LB CHINA MOBILE Call 0.019 -56.82 60 1 7043 HS CHINA COSCO Call 0.014 -56.25 17,655 480 9567 HS SINOPEC CORP Call 0.053 -56.20 41,454 2,956 9909 MB WHARF HOLDINGS Call 0.028 -54.84 3,430 124 13790 LB CHINA MOBILE Call 0.063 -51.54 9,940 711

   

Top 10 Turnover Warrants Warrants Issuer Underlying Call/Put Price Chg (%) Volume (K) Turnover (K) 14240 AA HSI Call 0.115 -12.88 2,395,069 291,911 14176 DB CHINA MOBILE Call 0.115 -28.13 1,883,299 243,537 9354 SG CHINA LIFE Call 0.216 -12.90 969,129 228,377 3463 KC CHINA LIFE Call 0.207 -14.11 848,670 190,346 3427 BP CHINA LIFE Call 0.315 -8.70 451,870 146,907 14185 DB CHINA MOBILE Put 0.205 16.48 633,150 126,132 6124 AA CHINA MOBILE Put 0.112 45.45 1,220,400 124,081 14589 BI HSI Put 0.233 8.88 521,420 121,391 14313 AA CHINA MOBILE Call 0.064 -34.02 1,598,514 116,830 13108 CS CCB Call 0.174 -3.87 639,900 115,197

   

Underlying Distribution Underlying Call/Put 2008-08-28 2008-08-27 2008-08-26 2008-08-25 2008-08-21 HSI Call 7.85% 7.23% 7.20% 7.46% 6.31%   Put 8.90% 9.36% 11.68% 17.63% 13.35% HSCEI Call 0.02% 0.03% 0.02% 0.11% 0.08%   Put 0.10% 0.13% 0.27% 0.23% 1.69% CHINA LIFE Call 17.73% 24.53% 23.86% 11.21% 19.48%   Put 1.64% 2.43% 2.03% 1.97% 2.47% CHINA MOBILE Call 13.72% 11.40% 6.82% 5.80% 6.60%   Put 5.38% 2.48% 2.32% 2.48% 2.05% A50CHINATRACKER Call 6.33% 5.66% 6.03% 8.13% 7.11%   Put 0.77% 0.77% 1.13% 1.29% 0.81% CNOOC Call 4.18% 6.01% 6.90% 7.94% 8.13%   Put 0.62% 0.39% 0.21% 0.61% 0.49% CCB Call 4.58% 5.43% 5.91% 7.40% 6.68%   Put 0.36% 0.50% 0.60% 0.64% 0.28% SINOPEC CORP Call 4.08% 2.63% 3.75% 4.43% 4.92%   Put 0.06% 0.08% 0.03% 0.24% 0.15% PETROCHINA Call 4.00% 2.86% 2.28% 3.18% 2.30%   Put 0.80% 2.50% 0.42% 0.65% 0.32% ICBC Call 2.97% 2.48% 4.07% 3.21% 1.90%   Put 0.53% 0.47% 0.30% 0.25% 0.16%

   Last Update Time : 2008-08-28 19:45:03

   

Average Implied Volatility Underlying Historial Volatility 30 (%) Call/Put Avg IV of Warrants (<3 months to Maturity) (%) Compare with last week Avg IV of Warrants (>3 months to Maturity) (%) Compare with last week HSI 26.1 Call 34.5 -1.5 31.9 0.1     Put - - - - HSCEI 33.5 Call 43.7 0.1 38.4 -2.1     Put - - - - CHINA LIFE 36.7 Call 43.6 43.6 46.1 46.1     Put - -44.8 - -47.2 CHINA MOBILE 33.3 Call 42.1 1.7 41.4 -0.6     Put - - - - A50CHINATRACKER 34.0 Call - - 47.1 47.1     Put - - - -47.8 CNOOC 48.0 Call 45.9 -7.6 47.0 -3.1     Put - - - - CCB 35.4 Call 43.0 -2.2 45.0 -0.4     Put - - - - SINOPEC CORP 37.8 Call 48.1 0.3 50.3 -0.5     Put - - - - PETROCHINA 31.3 Call 41.3 41.3 46.2 46.2     Put - -46.1 - -45.0 ICBC 32.7 Call 38.6 38.6 40.1 40.1     Put - -45.2 - -41.2