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
          19 JUL 2024, FRIDAY                                     22 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   17,441  17,503  17,398  17,443  12,664  |  17,500  17,716  17,319  68,976   17,665     +228  |   18,535   17,319   81,640    18,427       +628
AUG-24   17,473  17,523  17,417  17,470     352  |  17,498  17,736  17,343   1,982   17,683     +221  |   18,449   17,343    2,334     1,469        +85
SEP-24   17,430  17,475  17,373  17,417     181  |  17,489  17,695  17,300     813   17,643     +223  |   19,575   15,134      994     4,082        -73
DEC-24   17,565  17,620  17,525  17,580     248  |  17,638  17,810  17,448     225   17,793     +227  |   19,733   17,448      473       961         +4

                                                                                          All Contracts Total               85,441    24,939       +644

                                       Trading Day of the Exchange
                                       22 JUL 2024, MONDAY   

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JUL-24/AUG-24    Calendar Spread          21         21         19         2
JUL-24/SEP-24    Calendar Spread           0          0          0         0
JUL-24/DEC-24    Calendar Spread         128        128        128        47
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               49


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded