HANG SENG 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. HSI - Hang Seng Index Futures HK$50 per index point Prev. Trading Day of the Exchange Trading Day of the Exchange 12 JUL 2024, FRIDAY 15 JUL 2024, MONDAY 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 18,368 18,424 18,258 18,265 18,478 | 18,210 18,270 17,966 79,802 18,059 -307 | 19,573 16,000 98,280 124,953 +3,059 AUG-24 18,396 18,442 18,288 18,288 290 | 18,251 18,293 17,995 555 18,082 -313 | 18,688 17,427 845 5,927 +109 SEP-24 18,355 18,368 18,257 18,257 66 | 18,333 18,333 17,960 845 18,044 -313 | 19,573 14,720 911 14,857 -142 OCT-24 0 0 0 0 0 | 0 0 0 0 18,119 -308 | 0 0 0 0 0 DEC-24 18,453 18,520 18,405 18,405 20 | 18,350 18,369 18,115 33 18,200 -311 | 21,750 15,225 53 6,520 -35 MAR-25 0 0 0 0 0 | 0 0 0 0 18,267 -311 | 17,125 16,115 0 54 0 JUN-25 0 0 0 0 0 | 0 0 0 0 18,197 -309 | 20,239 16,358 0 815 0 DEC-25 0 0 0 0 0 | 0 0 0 0 18,252 -310 | 21,300 20,170 0 603 0 JUN-26 0 0 0 0 0 | 0 0 0 0 18,231 -310 | 16,000 15,980 0 1 0 DEC-26 0 0 0 0 0 | 0 0 0 0 18,276 -311 | 18,200 18,200 0 1 0 DEC-27 0 0 0 0 0 | 0 0 0 0 18,369 -312 | 18,300 18,300 0 1 0 DEC-28 0 0 0 0 0 | 0 0 0 0 18,461 -314 | 0 0 0 0 0 DEC-29 0 0 0 0 0 | 0 0 0 0 18,554 -315 | 0 0 0 0 0 All Contracts Total 100,089 153,732 +2,991 Trading Day of the Exchange 15 JUL 2024, MONDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low JUL-24/AUG-24 Calendar Spread 28 28 26 121 JUL-24/SEP-24 Calendar Spread -10 -9 -13 312 JUL-24/DEC-24 Calendar Spread 143 143 141 12 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 445 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded