Consider the Hong Kong Exchange. Above shows the market information of HSI futures at some point in time. Each HSI futures contract has a market value of $$0$ and a notional value of

$$1123700.$ Suppose there are three traders, A$,$ B$,$ and C$.$ Over one day, the following trades occur:

A long, B short, $7$ contracts.

A long, C short, $10$ contract.

B long, C short, $12$ contracts.

C long, A short, $16$ contracts.

After the A$-$B$-$C trades, what are the updated trading volume, open interest, and the notional values of trading volume and open interest on the day in the market, assuming that traders A$,$ B$,$ and C had no position before the trades?

What is the updated trading volume $($number of contracts$)$ in the market? What is the updated open interest $($number of contracts$)$ in the market? What is the updated notional values of trading volume? What is the updated notional value of open interest in the market?