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
15 JUL 2024, MONDAY 16 JUL 2024, TUESDAY
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 |
| |
JUL-24 6,436 6,437 6,357 6,366 12,854 | 6,367 6,392 6,311 110,564 6,317 -119 | 6,781 6,153 123,418 246,607 +4,518
AUG-24 6,452 6,452 6,374 6,386 48 | 6,383 6,399 6,331 2,113 6,334 -117 | 6,590 6,209 2,161 27,897 +1,032
SEP-24 6,414 6,414 6,366 6,366 13 | 6,354 6,385 6,313 4,075 6,318 -120 | 6,918 5,123 4,088 75,577 +2,227
OCT-24 0 0 0 0 0 | 0 0 0 0 6,327 -119 | 0 0 0 1,100 0
DEC-24 6,450 6,450 6,425 6,425 3 | 6,420 6,435 6,390 5,917 6,382 -118 | 9,962 5,055 5,920 84,850 +2,041
MAR-25 0 0 0 0 0 | 0 0 0 0 6,419 -121 | 0 0 0 9,532 0
JUN-25 0 0 0 0 0 | 0 0 0 942 6,404 -121 | 0 0 942 2,803 +658
DEC-25 0 0 0 0 0 | 0 0 0 0 6,432 -121 | 8,803 4,872 0 2,633 0
JUN-26 0 0 0 0 0 | 0 0 0 0 6,412 -121 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 6,440 -121 | 0 0 0 1,200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 6,491 -122 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,541 -123 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 6,598 -124 | 0 0 0 0 0
All Contracts Total 136,529 452,199 +10,476
Trading Day of the Exchange
16 JUL 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 17 17 17 1,487
JUL-24/SEP-24 Calendar Spread 2 2 -1 497
JUL-24/DEC-24 Calendar Spread 64 64 64 20
AUG-24/SEP-24 Calendar Spread 0 0 0 0
AUG-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/DEC-24 Calendar Spread 0 0 0 0
All Strategies Total 2,004
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded