HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)

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

          Prev. Trading Day of the Exchange                       Trading Day of the Exchange
          22 NOV 2024, FRIDAY                                     25 NOV 2024, MONDAY   

          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  |
                                                 |                                                    |
NOV-24   19,212  19,218  19,041  19,204  14,630  |  19,330  19,385  19,110 120,660   19,132      -80  |   23,396   16,502  135,290    90,357    -17,839
DEC-24   19,250  19,273  19,101  19,269   1,517  |  19,383  19,441  19,164  59,220   19,185      -87  |   23,468   15,225   60,737    57,814    +29,413
JAN-25        0       0       0       0       0  |       0       0       0       0   19,221      -80  |   22,732   20,108        0     2,005          0
FEB-25        0       0       0       0       0  |       0       0       0       0   19,251      -81  |        0        0        0         0          0
MAR-25   19,332  19,332  19,202  19,309      14  |  19,508  19,512  19,254     137   19,261      -89  |   23,498   16,115      151     1,792        +58
JUN-25   19,187  19,187  19,173  19,173       2  |  19,384  19,399  19,199      84   19,183      -88  |   23,315   16,358       86     1,405        -15
SEP-25        0       0       0       0       0  |       0       0       0       0   19,106      -80  |   23,249   17,100        0        43          0
DEC-25        0       0       0       0       0  |       0       0       0       0   19,250      -80  |   22,640   16,718        0     1,135          0
JUN-26        0       0       0       0       0  |       0       0       0       0   19,193      -80  |   20,540   15,980        0         1          0
DEC-26        0       0       0       0       0  |       0       0       0       0   19,209      -80  |   20,871   16,695        0       202          0
DEC-27        0       0       0       0       0  |       0       0       0       0   19,252      -80  |   20,300   18,300        0         1          0
DEC-28        0       0       0       0       0  |       0       0       0       0   19,289      -81  |        0        0        0         0          0
DEC-29        0       0       0       0       0  |       0       0       0       0   19,327      -81  |        0        0        0         0          0

                                                                                          All Contracts Total              196,264   154,755    +11,617

                                       Trading Day of the Exchange
                                       25 NOV 2024, MONDAY   

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

NOV-24/DEC-24    Calendar Spread          60         60         49    21,263
NOV-24/MAR-25    Calendar Spread         134        134        130        34
NOV-24/JUN-25    Calendar Spread          57         58         50        49
DEC-24/MAR-25    Calendar Spread           0          0          0         0
DEC-24/JUN-25    Calendar Spread           0          0          0         0
MAR-25/JUN-25    Calendar Spread           0          0          0         0

                                       All Strategies Total           21,346


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded