HANG SENG CHINA ENTERPRISES INDEX FUTURES DAILY MARKET REPORT (Final)

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HHI - Hang Seng China Enterprises Index Futures HK$50 per index point

          Prev. Trading Day of the Exchange                       Trading Day of the Exchange
          27 MAY 2025, TUESDAY                                    28 MAY 2025, WEDNESDAY

          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  |
                                                 |                                                    |
MAY-25    8,444   8,481   8,443   8,462  23,058  |   8,471   8,504   8,402 113,668    8,433       -8  |    8,937    6,978  136,726    59,087    -29,423
JUN-25    8,412   8,438   8,400   8,419  13,114  |   8,427   8,463   8,363 122,792    8,390      -10  |    9,212    6,794  135,906   206,031    +28,053
JUL-25        0       0       0       0       0  |       0       0       0       0    8,373       -1  |    8,325    8,325        0     1,266          0
AUG-25        0       0       0       0       0  |       0       0       0       0    8,405       -8  |        0        0        0         0          0
SEP-25    8,392   8,404   8,392   8,404       2  |   8,415   8,429   8,350   1,131    8,369       -6  |    9,170    6,941    1,133    14,497        +13
DEC-25        0       0       0       0       2  |       0       0       0   1,724    8,433       -2  |    9,080    4,872    1,726    31,455       -605
MAR-26        0       0       0       0       0  |       0       0       0       0    8,469       -8  |        0        0        0     2,000          0
JUN-26        0       0       0       0       0  |       0       0       0       0    8,434       -8  |    8,861    8,400        0         1          0
DEC-26        0       0       0       0       0  |       0       0       0       0    8,435       -8  |        0        0        0     1,750          0
JUN-27        0       0       0       0       0  |       0       0       0       0    8,451       -8  |        0        0        0         0          0
DEC-27        0       0       0       0       0  |       0       0       0       0    8,455       -8  |        0        0        0         0          0
DEC-28        0       0       0       0       0  |       0       0       0       0    8,462       -8  |        0        0        0         0          0
DEC-29        0       0       0       0       0  |       0       0       0       0    8,472       -8  |        0        0        0         0          0

                                                                                          All Contracts Total              275,491   316,087     -1,962

                                       Trading Day of the Exchange
                                       28 MAY 2025, WEDNESDAY

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

MAY-25/JUN-25    Calendar Spread         -44        -39        -44    62,063
MAY-25/SEP-25    Calendar Spread         -64        -64        -65       105
MAY-25/DEC-25    Calendar Spread          -5         -3         -5        24
JUN-25/SEP-25    Calendar Spread           0          0          0         0
JUN-25/DEC-25    Calendar Spread           0          0          0         0
SEP-25/DEC-25    Calendar Spread           0          0          0         0

                                       All Strategies Total           62,192


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded