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
          26 AUG 2025, TUESDAY                                    27 AUG 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  |
                                                 |                                                    |
AUG-25    9,169   9,221   9,164   9,179  21,119  |   9,197   9,213   9,004 187,466    9,010     -155  |    9,313    8,312  208,585    54,193    -70,293
SEP-25    9,145   9,198   9,139   9,159  13,926  |   9,140   9,187   8,974 190,022    8,983     -157  |    9,290    6,941  203,948   203,393    +45,676
OCT-25        0       0       0       0       0  |       0       0       0     100    9,010     -155  |    9,441    9,441      100       142       +100
NOV-25        0       0       0       0       0  |       0       0       0       0    9,029     -155  |        0        0        0       100          0
DEC-25    9,216   9,256   9,216   9,232      20  |   9,218   9,243   9,055   2,411    9,054     -149  |    9,304    4,872    2,431    42,687     +2,316
MAR-26        0       0       0       0       0  |       0       0       0       0    9,091     -151  |    9,343    8,981        0     4,018          0
JUN-26        0       0       0       0       0  |       0       0       0       0    9,044     -156  |    8,909    8,222        0     1,187          0
DEC-26        0       0       0       0       0  |       0       0       0       0    9,063     -156  |        0        0        0     2,050          0
JUN-27        0       0       0       0       0  |       0       0       0       0    9,067     -156  |        0        0        0         0          0
DEC-27        0       0       0       0       0  |       0       0       0       0    9,071     -156  |        0        0        0         0          0
DEC-28        0       0       0       0       0  |       0       0       0       0    9,102     -157  |        0        0        0         0          0
DEC-29        0       0       0       0       0  |       0       0       0       0    9,127     -157  |        0        0        0         0          0
DEC-30        0       0       0       0       0  |       0       0       0       0    9,154     -158  |        0        0        0         0          0

                                                                                          All Contracts Total              415,064   307,770    -22,201

                                       Trading Day of the Exchange
                                       27 AUG 2025, WEDNESDAY

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

AUG-25/SEP-25    Calendar Spread         -24        -24        -30    76,239
AUG-25/DEC-25    Calendar Spread          41         46         38        76
AUG-25/MAR-26    Calendar Spread           0          0          0         0
SEP-25/DEC-25    Calendar Spread           0          0          0         0
SEP-25/MAR-26    Calendar Spread           0          0          0         0
DEC-25/MAR-26    Calendar Spread           0          0          0         0

                                       All Strategies Total           76,315


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded