HIBOR FUTURES DAILY MARKET REPORT
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.
Trading Day of the Exchange
15 APR 2024, MONDAY
HB1 - One-Month HIBOR Futures HK$125 per basis point
Contract Size = HK$15,000,000
Contract *Open *Daily *Daily Settle- Chg in*Contract*Contract Volume Open Change in
Month Price High Low ment Setl High Low Interest OI
Price Price
APR-24 0.00 0.00 0.00 95.71 +0.19 0.00 0.00 0 0 0
MAY-24 0.00 0.00 0.00 95.61 +0.09 0.00 0.00 0 0 0
JUN-24 0.00 0.00 0.00 95.54 +0.04 0.00 0.00 0 0 0
JUL-24 0.00 0.00 0.00 95.54 +0.04 0.00 0.00 0 0 0
AUG-24 0.00 0.00 0.00 95.54 +0.04 0.00 0.00 0 0 0
SEP-24 0.00 0.00 0.00 95.54 +0.04 0.00 0.00 0 0 0
Total 0 0 0
HB3 - Three-Month HIBOR Futures HK$125 per basis point
Contract Size = HK$5,000,000
Contract *Open *Daily *Daily Settle- Chg in*Contract*Contract Volume Open Change in
Month Price High Low ment Setl High Low Interest OI
Price Price
APR-24 0.00 0.00 0.00 95.50 +0.16 0.00 0.00 0 0 0
MAY-24 0.00 0.00 0.00 95.34 0.00 0.00 0.00 0 0 0
JUN-24 0.00 0.00 0.00 95.31 0.00 96.35 95.65 0 10 0
SEP-24 0.00 0.00 0.00 95.35 +0.02 95.85 95.85 0 5 0
DEC-24 0.00 0.00 0.00 95.48 0.00 96.15 96.15 0 5 0
MAR-25 0.00 0.00 0.00 95.66 0.00 0.00 0.00 0 0 0
JUN-25 0.00 0.00 0.00 95.66 0.00 0.00 0.00 0 0 0
SEP-25 0.00 0.00 0.00 95.66 0.00 0.00 0.00 0 0 0
DEC-25 0.00 0.00 0.00 95.66 0.00 0.00 0.00 0 0 0
MAR-26 0.00 0.00 0.00 95.66 0.00 0.00 0.00 0 0 0
Total 0 20 0
All Contracts Total 0 20 0
HB1 - One-Month HIBOR Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/JUN-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/JUL-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/AUG-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/JUN-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/JUL-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/AUG-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
JUN-24/JUL-24 Calendar Spread 0.00 0.00 0.00 0
JUN-24/AUG-24 Calendar Spread 0.00 0.00 0.00 0
JUN-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
JUL-24/AUG-24 Calendar Spread 0.00 0.00 0.00 0
JUL-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
AUG-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
Total 0
HB3 - Three-Month HIBOR Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/JUN-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
APR-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
APR-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
APR-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
APR-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0
APR-24/MAR-26 Calendar Spread 0.00 0.00 0.00 0
MAY-24/JUN-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
MAY-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
MAY-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
MAY-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0
MAY-24/MAR-26 Calendar Spread 0.00 0.00 0.00 0
JUN-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
JUN-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
JUN-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
JUN-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
JUN-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
JUN-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0
JUN-24/MAR-26 Calendar Spread 0.00 0.00 0.00 0
SEP-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
SEP-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
SEP-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
SEP-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
SEP-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0
SEP-24/MAR-26 Calendar Spread 0.00 0.00 0.00 0
DEC-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
DEC-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
DEC-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
DEC-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0
DEC-24/MAR-26 Calendar Spread 0.00 0.00 0.00 0
MAR-25/JUN-25 Calendar Spread 0.00 0.00 0.00 0
MAR-25/SEP-25 Calendar Spread 0.00 0.00 0.00 0
MAR-25/DEC-25 Calendar Spread 0.00 0.00 0.00 0
MAR-25/MAR-26 Calendar Spread 0.00 0.00 0.00 0
JUN-25/SEP-25 Calendar Spread 0.00 0.00 0.00 0
JUN-25/DEC-25 Calendar Spread 0.00 0.00 0.00 0
JUN-25/MAR-26 Calendar Spread 0.00 0.00 0.00 0
SEP-25/DEC-25 Calendar Spread 0.00 0.00 0.00 0
SEP-25/MAR-26 Calendar Spread 0.00 0.00 0.00 0
DEC-25/MAR-26 Calendar Spread 0.00 0.00 0.00 0
Total 0
All Strategies Total 0
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread and HIBOR Strips transactions are excluded