HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)

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HSI - Hang Seng Index Futures HK$50 per index point

          Prev. Business Day                                      Business Day
          21 JAN 2020, TUESDAY                                    22 JAN 2020, 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  |
                                                 |                                                    |
JAN-20   27,902  28,123  27,902  27,987  29,306  |  28,060  28,379  27,938 181,134   28,318     +417  |   29,222   26,016  210,440    99,484     -9,933
FEB-20   27,895  28,100  27,890  27,960   1,032  |  28,012  28,350  27,916  25,588   28,287     +411  |   29,185   27,815   26,620    24,681    +10,491
MAR-20   27,920  28,101  27,900  27,980     198  |  28,105  28,360  27,945     848   28,304     +414  |   29,192   24,820    1,046    12,559        +26
JUN-20   27,627  27,826  27,627  27,779      12  |  27,820  28,079  27,700     227   28,025     +413  |   28,920   25,738      239     2,844        -46
DEC-20        0       0       0       0       0  |       0       0       0       0   27,975     +412  |   28,523   24,339        0     2,639          0
DEC-21        0       0       0       0       0  |       0       0       0       0   27,518     +405  |   27,955   27,774        0       786          0
DEC-22        0       0       0       0       0  |       0       0       0       0   27,114     +399  |        0        0        0         0          0
DEC-23        0       0       0       0       0  |       0       0       0       0   26,696     +393  |   25,240   25,000        0         0          0
DEC-24        0       0       0       0       0  |       0       0       0       0   26,694     +393  |        0        0        0         0          0

                                                                                          All Contracts Total              238,345   142,993       +538

                                       Business Day
                                       22 JAN 2020, WEDNESDAY

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JAN-20/FEB-20    Calendar Spread         -27        -24        -28     8,989
JAN-20/MAR-20    Calendar Spread         -13        -12        -14       454
JAN-20/JUN-20    Calendar Spread        -290       -290       -293        39
FEB-20/MAR-20    Calendar Spread           0          0          0         0
FEB-20/JUN-20    Calendar Spread           0          0          0         0
MAR-20/JUN-20    Calendar Spread           0          0          0         0

                                       All Strategies Total            9,482


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded