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
29 APR 2024, MONDAY 30 APR 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 |
| |
APR-24 E X | P I R E | D 0 -20,200
MAY-24 17,679 17,712 17,595 17,697 11,962 | 17,730 17,846 17,634 99,561 17,719 +38 | 17,994 15,836 111,523 120,278 -4,696
JUN-24 17,623 17,643 17,545 17,626 65 | 17,664 17,776 17,570 1,679 17,655 +43 | 19,816 14,800 1,744 9,433 +846
JUL-24 0 0 0 0 0 | 17,600 17,600 17,600 1 17,559 +59 | 17,600 16,000 1 12 +1
AUG-24 - - - - - | 0 0 0 0 17,528 - | 0 0 0 0 -
SEP-24 17,500 17,500 17,422 17,492 6 | 17,559 17,621 17,438 1,000 17,514 +34 | 18,126 14,720 1,006 5,626 -332
DEC-24 0 0 0 0 0 | 17,638 17,686 17,638 193 17,652 +50 | 21,750 15,225 193 4,617 -65
MAR-25 0 0 0 0 0 | 0 0 0 0 17,792 +38 | 17,125 16,115 0 2 0
JUN-25 0 0 0 0 0 | 0 0 0 0 17,713 +38 | 20,239 16,358 0 4 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,730 +38 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,841 +38 | 16,000 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,949 +39 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 18,039 +39 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 18,128 +39 | 0 0 0 0 0
All Contracts Total 114,467 140,578 -24,446
Trading Day of the Exchange
30 APR 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -67 -66 -68 150
MAY-24/SEP-24 Calendar Spread -207 -206 -215 515
MAY-24/DEC-24 Calendar Spread -70 -69 -80 83
JUN-24/SEP-24 Calendar Spread 0 0 0 0
JUN-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/DEC-24 Calendar Spread 0 0 0 0
All Strategies Total 748
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded