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
25 JUL 2024, THURSDAY 26 JUL 2024, FRIDAY
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 6,031 6,073 6,029 6,048 22,276 | 6,040 6,105 5,978 235,583 6,010 -19 | 6,781 5,978 257,859 176,932 -32,717
AUG-24 6,047 6,089 6,046 6,063 4,950 | 6,058 6,121 5,992 165,471 6,026 -19 | 6,590 5,992 170,421 174,471 +79,644
SEP-24 6,033 6,065 6,033 6,065 21 | 6,055 6,106 5,986 5,332 6,009 -25 | 6,918 5,123 5,353 79,728 +2,098
OCT-24 0 0 0 0 0 | 0 0 0 0 6,020 -19 | 0 0 0 9,300 0
DEC-24 6,110 6,127 6,110 6,127 6 | 6,108 6,150 6,040 2,367 6,068 -24 | 9,962 5,055 2,373 86,017 -560
MAR-25 0 0 0 0 0 | 0 0 0 200 6,107 -19 | 0 0 200 10,064 -168
JUN-25 0 0 0 0 0 | 0 0 0 340 6,092 -19 | 0 0 340 2,663 -140
DEC-25 0 0 0 0 0 | 0 0 0 0 6,093 -19 | 8,803 4,872 0 2,633 0
JUN-26 0 0 0 0 0 | 0 0 0 0 6,100 -19 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 6,128 -19 | 0 0 0 1,200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 6,175 -20 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,223 -20 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 6,277 -20 | 0 0 0 0 0
All Contracts Total 436,546 543,008 +48,157
Trading Day of the Exchange
26 JUL 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 17 18 13 77,401
JUL-24/SEP-24 Calendar Spread 2 2 -4 2,777
JUL-24/DEC-24 Calendar Spread 61 61 57 871
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 81,049
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded