MINI-HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)

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MHI - Mini-Hang Seng Index Futures HK$10 per index point

          Prev. Trading Day of the Exchange                       Trading Day of the Exchange
          15 JUL 2024, MONDAY                                     16 JUL 2024, TUESDAY  

          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   18,058  18,067  17,843  17,872  15,303  |  17,890  17,917  17,732  62,106   17,745     -314  |   18,535   17,403   77,409    16,317       +574
AUG-24   18,085  18,090  17,870  17,908     387  |  17,908  17,938  17,758   1,134   17,769     -313  |   18,449   17,427    1,521     1,036       +120
SEP-24   18,045  18,045  17,830  17,854     188  |  17,820  17,899  17,715     528   17,722     -322  |   19,575   15,134      716     3,797        -20
DEC-24   18,201  18,203  17,991  17,991      85  |  18,270  18,270  17,875      90   17,880     -320  |   19,733   17,519      175       845        +17

                                                                                          All Contracts Total               79,821    21,995       +691

                                       Trading Day of the Exchange
                                       16 JUL 2024, TUESDAY  

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JUL-24/AUG-24    Calendar Spread          26         26         26         5
JUL-24/SEP-24    Calendar Spread           0          0          0         0
JUL-24/DEC-24    Calendar Spread           0          0          0         0
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                5


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded