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 25 JUL 2024, THURSDAY 26 JUL 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 | | | JUL-24 6,031 6,073 6,029 6,048 22,276 | 6,040 6,105 5,978 235,583 6,010 -19 | 6,781 5,978 257,859 176,932 -32,717 AUG-24 6,047 6,089 6,046 6,063 4,950 | 6,058 6,121 5,992 165,471 6,026 -19 | 6,590 5,992 170,421 174,471 +79,644 SEP-24 6,033 6,065 6,033 6,065 21 | 6,055 6,106 5,986 5,332 6,009 -25 | 6,918 5,123 5,353 79,728 +2,098 OCT-24 0 0 0 0 0 | 0 0 0 0 6,020 -19 | 0 0 0 9,300 0 DEC-24 6,110 6,127 6,110 6,127 6 | 6,108 6,150 6,040 2,367 6,068 -24 | 9,962 5,055 2,373 86,017 -560 MAR-25 0 0 0 0 0 | 0 0 0 200 6,107 -19 | 0 0 200 10,064 -168 JUN-25 0 0 0 0 0 | 0 0 0 340 6,092 -19 | 0 0 340 2,663 -140 DEC-25 0 0 0 0 0 | 0 0 0 0 6,093 -19 | 8,803 4,872 0 2,633 0 JUN-26 0 0 0 0 0 | 0 0 0 0 6,100 -19 | 0 0 0 0 0 DEC-26 0 0 0 0 0 | 0 0 0 0 6,128 -19 | 0 0 0 1,200 0 DEC-27 0 0 0 0 0 | 0 0 0 0 6,175 -20 | 0 0 0 0 0 DEC-28 0 0 0 0 0 | 0 0 0 0 6,223 -20 | 0 0 0 0 0 DEC-29 0 0 0 0 0 | 0 0 0 0 6,277 -20 | 0 0 0 0 0 All Contracts Total 436,546 543,008 +48,157 Trading Day of the Exchange 26 JUL 2024, FRIDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low JUL-24/AUG-24 Calendar Spread 17 18 13 77,401 JUL-24/SEP-24 Calendar Spread 2 2 -4 2,777 JUL-24/DEC-24 Calendar Spread 61 61 57 871 AUG-24/SEP-24 Calendar Spread 0 0 0 0 AUG-24/DEC-24 Calendar Spread 0 0 0 0 SEP-24/DEC-24 Calendar Spread 0 0 0 0 All Strategies Total 81,049 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded