恒生指数期货及期权自选组合每日市场报告

香港交易及结算所有限公司及/或其附属公司竭力确保其提供之资料准确可靠,惟不保证该等资料绝对正确,
亦不对由于任何资料不确或遗漏所引起之损失或损害负上责任(不论是民事侵权行为责任或合约责任或其他)。
                                                                              
                          交易所的前交易日
                          2023 年 3 月 23 日, 星期四

                          收市后交易时段

      自选组合名称   合约1                 合约2                 合约3                 合约4                        开市   全日最高   全日最低   最后成交      成交量

1     TMC_HSI/035    (卖 1) HSI18200P3     (买 1) HSI18300P3     -                     -                              10         10         10         10          10
2     TMC_HSI/072    (卖 1) HSI19600O3     (买 1) HSI20000O3     -                     -                             128        128        128        128           2
3     TMC_HSI/076    (买 1) HSI20400C3     (卖 1) HSI20600C3     -                     -                              63         63         63         63           1
4     TMC_HSI/492    (卖 1) HSI20000O3     (买 1) HSI20200O3     -                     -                              98         98         98         98           2
5     TMC_HSI/695    (卖 1) HSI19500P3     (买 1) HSI20000P3     -                     -                             183        183        183        183           1
6     TMC_HSI/705    (买 1) HSI20000C3     (卖 1) HSI20200C3     -                     -                              89         89         89         89           7
7     TMC_HSI/709    (卖 1) HSI19800O3     (买 1) HSI20000O3     -                     -                              88         88         88         88           2
8     TMC_HSI/722    (卖 1) HSI21000C3     (买 1) HSI22000D3     -                     -                              50         50         50         50           2
9     TMC_HSI/724    (卖 1) HSI19400O3     (买 1) HSI19600O3     -                     -                              49         49         49         49           1
10    TMC_HSI/725    (买 1) HSI21000C3     (卖 1) HSI21400C3     -                     -                              24         24         24         24           2
11    TMC_HSI/726    (买 1) HSI22000C3     (卖 1) HSI22600C3     -                     -                               3          3          3          3           2
12    TMC_HSI/727    (买 1) HSI20000C3     (卖 1) HSI20400C3     -                     -                             184        184        184        184           1
13    TMC_HSI/732    (卖 1) HSI19800P3     (买 1) HSI20000P3     -                     -                              87         87         87         87           2
14    TMC_HSI/734    (卖 1) HSI17500O3     (买 1) HSI17700O3     -                     -                               1          1          1          1           2
15    TMC_HSI/736    (买 1) HSI21800D3     (卖 1) HSI22000D3     -                     -                              25         25         25         25           1


                          交易所的交易日
                          2023 年 3 月 24 日, 星期五

                          即日交易时段

      自选组合名称   合约1                 合约2                 合约3                 合约4                        开市   全日最高   全日最低   最后成交      成交量

1     TMC_HSI/092    (买 1) HSI20600C3     (卖 1) HSI20800C3     -                     -                              27         37         27         28           5
2     TMC_HSI/094    (买 1) HSI21000C3     (卖 1) HSI21200C3     -                     -                               9         10          9         10           4
3     TMC_HSI/107    (卖 1) HSI18600O3     (买 1) HSI18800O3     -                     -                               6          6          6          6           3
4     TMC_HSI/112    (卖 1) HSI20000O3     (买 1) HSI20200O3     -                     -                             119        119        119        119           2
5     TMC_HSI/123    (卖 1) HSI19300O3     (买 1) HSI19900O3     -                     -                             208        208        208        208           2
6     TMC_HSI/128    (买 1) HSI19800D3     (卖 1) HSI20200D3     -                     -                             196        221        193        221           6
7     TMC_HSI/130    (买 1) HSI19800O3     (买 1) HSI19900C3     -                     -                             522        562        522        562           2
8     TMC_HSI/131    (买 1) HSI18800E3     (买 1) HSI18800Q3     -                     -                           1,932      1,951      1,932      1,951          33
9     TMC_HSI/132    (买 1) HSI18800D3     (买 1) HSI18800P3     -                     -                           1,585      1,609      1,585      1,609          33
10    TMC_HSI/133    (卖 1) HSI19400P3     (买 1) HSI20000P3     -                     -                             254        254        218        243           4
11    TMC_HSI/134    (卖 1) HSI18700O3     (买 1) HSI18800O3     -                     -                               5          5          5          5           3
12    TMC_HSI/135    (买 1) HSI20800D3     (卖 1) HSI21400D3     -                     -                             128        128        128        128           1
13    TMC_HSI/136    (卖 1) HSI18600O3     (买 1) HSI19000O3     -                     -                              22         22         22         22           1
14    TMC_HSI/137    (卖 1) HSI18800O3     (买 1) HSI19200O3     -                     -                              34         34         34         34           1
15    TMC_HSI/138    (买 1) HSI20800C3     (卖 1) HSI21000C3     -                     -                              18         21         18         21           2
16    TMC_HSI/140    (买 1) HSI20000C3     (卖 1) HSI20600C3     -                     -                             201        201        201        201           1
17    TMC_HSI/142    (买 1) HSI20200C3     (卖 1) HSI20400C3     (卖 1) HSI21000C3     -                              34         34         34         34           1
18    TMC_HSI/143    (卖 1) HSI19100O3     (卖 1) HSI19700O3     (买 1) HSI19800O3     -                               0          0          0          0           1
19    TMC_HSI/145    (卖 1) HSI19000O3     (买 1) HSI19400O3     -                     -                              49         55         49         55          12
20    TMC_HSI/147    (卖 1) HSI19200P3     (买 1) HSI19800P3     -                     -                             202        212        202        212           4
21    TMC_HSI/149    (买 1) HSI20200D3     (卖 1) HSI21200D3     -                     -                             333        333        333        333           2
22    TMC_HSI/151    (卖 1) HSI20800C3     (买 1) HSI21000D3     -                     -                             200        200        200        200           1
23    TMC_HSI/152    (买 1) HSI21800D3     (卖 1) HSI22400D3     -                     -                              50         54         50         53           3
24    TMC_HSI/153    (卖 1) HSI19600O3     (买 1) HSI19800O3     -                     -                              69         69         67         67           6
25    TMC_HSI/155    (买 1) HSI18700P3     (卖 1) HSI18900P3     (卖 1) HSI21000D3     (买 1) HSI21200D3             -87        -87        -87        -87           5
26    TMC_HSI/156    (买 1) HSI20400C3     (卖 1) HSI20600C3     -                     -                              42         42         33         38           3
27    TMC_HSI/157    (买 1) HSI20000C3     (卖 1) HSI20200C3     -                     -                              83         83         83         83           2
28    TMC_HSI/160    (买 1) HSI17500P3     (买 1) HSI23000D3     -                     -                              85         85         85         85           1
29    TMC_HSI/165    (卖 1) HSI19100O3     (买 1) HSI19300O3     -                     -                              25         34         23         34           8
30    TMC_HSI/166    (卖 1) HSI19500P3     (买 1) HSI20000P3     -                     -                             204        204        204        204           5
31    TMC_HSI/167    (买 1) HSI18400O3     (卖 2) HSI19200O3     (买 1) HSI19300O3     -                             -26        -26        -26        -26           1
32    TMC_HSI/169    (卖 1) HSI17000P3     (买 1) HSI18000P3     -                     -                              58         58         58         58           1
33    TMC_HSI/170    (买 1) HSI19900C3     (卖 1) HSI20800C3     -                     -                             257        257        257        257           6
34    TMC_HSI/174    (卖 2) HSI18700P3     (买 1) HSI19900P3     -                     -                             177        177        177        177           1
35    TMC_HSI/175    (卖 1) HSI19100O3     (买 1) HSI19400O3     -                     -                              48         48         48         48           1
36    TMC_HSI/176    (买 1) HSI21600D3     (卖 1) HSI22200D3     -                     -                              60         60         60         60           1
37    TMC_HSI/177    (卖 1) HSI19800O3     (买 1) HSI20000O3     -                     -                             103        103        103        103           1



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