HANG SENG CHINA ENTERPRISES INDEX FUTURES 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. HHI - Hang Seng China Enterprises Index Futures HK$50 per index point Prev. Trading Day of the Exchange Trading Day of the Exchange 20 JUN 2024, THURSDAY 21 JUN 2024, FRIDAY After-Hours Trading Session | Day Trading Session | Combined | | Contract *Open *Daily *Daily *Close Volume | *Open *Daily *Daily Volume Settle- Chg in |*Contract*Contract Volume Open Change in Month Price High Low Price | Price High Low ment Setl | High Low Interest OI | Price Price | | | JUN-24 6,543 6,551 6,477 6,501 16,532 | 6,480 6,506 6,399 150,497 6,435 -107 | 7,152 5,001 167,029 368,697 +50,152 JUL-24 6,471 6,478 6,408 6,428 429 | 6,420 6,431 6,325 27,685 6,362 -109 | 6,781 6,153 28,114 60,895 +13,896 AUG-24 0 0 0 0 0 | 0 0 0 500 6,380 -106 | 6,339 6,339 500 13,733 0 SEP-24 6,468 6,468 6,407 6,422 22 | 6,400 6,421 6,325 1,404 6,357 -111 | 6,918 5,123 1,426 78,806 +431 DEC-24 6,480 6,480 6,480 6,480 1 | 6,426 6,436 6,411 615 6,420 -113 | 9,962 5,055 616 89,092 -480 MAR-25 0 0 0 0 0 | 0 0 0 0 6,519 -108 | 0 0 0 8,664 0 JUN-25 0 0 0 0 0 | 0 0 0 110 6,473 -108 | 0 0 110 2,156 0 DEC-25 0 0 0 0 0 | 0 0 0 0 6,502 -108 | 8,803 4,872 0 2,633 0 JUN-26 0 0 0 0 0 | 0 0 0 0 6,537 -109 | 0 0 0 0 0 DEC-26 0 0 0 0 0 | 0 0 0 0 6,566 -109 | 0 0 0 1,200 0 DEC-27 0 0 0 0 0 | 0 0 0 0 6,618 -110 | 0 0 0 0 0 DEC-28 0 0 0 0 0 | 0 0 0 0 6,667 -111 | 0 0 0 0 0 DEC-29 0 0 0 0 0 | 0 0 0 0 6,725 -112 | 0 0 0 0 0 All Contracts Total 197,795 625,876 +63,999 Trading Day of the Exchange 21 JUN 2024, FRIDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low JUN-24/JUL-24 Calendar Spread -72 -72 -75 17,607 JUN-24/SEP-24 Calendar Spread -75 -75 -76 87 JUN-24/DEC-24 Calendar Spread -11 -11 -13 30 JUL-24/SEP-24 Calendar Spread 0 0 0 0 JUL-24/DEC-24 Calendar Spread 0 0 0 0 SEP-24/DEC-24 Calendar Spread 0 0 0 0 All Strategies Total 17,724 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded