HSI VOLATILITY INDEX (VHSI) FUTURES DAILY MARKET REPORT

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                          Trading Day of the Exchange
                          28 MAR 2024, THURSDAY 


VHS - HSI Volatility Index (VHSI) Futures HK$250 per 0.05 index point

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                                           

MAR-24     0.00    0.00    0.00   20.34    +0.74     0.00     0.00         0         0          0
APR-24     0.00    0.00    0.00   18.85    -0.75     0.00     0.00         0         0          0
MAY-24     0.00    0.00    0.00   18.85    -0.75     0.00     0.00         0         0          0

                                              All Contracts Total          0         0          0


Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

MAR-24/APR-24    Calendar Spread        0.00       0.00       0.00         0
MAR-24/MAY-24    Calendar Spread        0.00       0.00       0.00         0
APR-24/MAY-24    Calendar Spread        0.00       0.00       0.00         0

                                             All Strategies Total          0


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded