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.
Business Day
25 JUL 2008, FRIDAY
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
AUG-08 98.10 98.10 98.10 98.08 -0.02 98.22 97.55 5 52 -5
SEP-08 0.00 0.00 0.00 97.98 +0.08 0.00 0.00 0 0 0
OCT-08 0.00 0.00 0.00 97.78 +0.08 0.00 0.00 0 0 0
NOV-08 0.00 0.00 0.00 97.54 -0.02 0.00 0.00 0 0 0
DEC-08 0.00 0.00 0.00 97.36 -0.02 0.00 0.00 0 0 0
JAN-09 0.00 0.00 0.00 97.24 -0.02 0.00 0.00 0 0 0
Total 5 52 -5
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
AUG-08 0.00 0.00 0.00 97.66 -0.01 97.71 97.60 0 90 0
SEP-08 97.53 97.53 97.50 97.51 0.00 98.42 95.51 45 746 -30
OCT-08 0.00 0.00 0.00 97.36 -0.01 0.00 0.00 0 0 0
DEC-08 97.18 97.18 97.15 97.15 +0.07 98.13 96.39 58 546 -43
MAR-09 96.92 96.92 96.90 96.94 +0.15 98.15 96.08 35 260 -25
JUN-09 96.60 96.60 96.60 96.60 +0.15 96.95 95.87 70 226 +20
SEP-09 0.00 0.00 0.00 96.39 -0.01 0.00 0.00 0 0 0
DEC-09 0.00 0.00 0.00 96.09 -0.01 0.00 0.00 0 0 0
MAR-10 0.00 0.00 0.00 95.93 -0.01 0.00 0.00 0 0 0
JUN-10 0.00 0.00 0.00 95.77 -0.01 0.00 0.00 0 0 0
Total 208 1868 -78
All Contracts Total 213 1920 -83
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread and HIBOR Strips transactions are excluded