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
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 17,031 17,167 17,028 17,084 18,548 | 17,053 17,233 16,930 155,466 17,022 -8 | 19,573 16,000 174,014 56,844 -41,527
AUG-24 17,057 17,190 17,057 17,111 4,426 | 17,065 17,254 16,950 86,515 17,031 -26 | 18,688 16,950 90,941 85,474 +42,816
SEP-24 17,041 17,147 17,030 17,090 137 | 17,123 17,211 16,919 2,125 16,986 -34 | 19,573 14,720 2,262 23,177 +909
OCT-24 0 0 0 0 0 | 0 0 0 0 17,070 -8 | 17,350 17,089 0 3 0
DEC-24 17,168 17,286 17,165 17,278 159 | 17,167 17,355 17,069 235 17,139 -28 | 21,750 15,225 394 7,144 -29
MAR-25 0 0 0 0 0 | 0 0 0 0 17,218 -8 | 17,125 16,115 0 54 0
JUN-25 0 0 0 0 0 | 0 0 0 0 17,118 -8 | 20,239 16,358 0 914 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,141 -8 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,184 -8 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,227 -8 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,315 -8 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,402 -8 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 17,488 -8 | 0 0 0 0 0
All Contracts Total 267,611 174,216 +2,169
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 27 27 5 47,891
JUL-24/SEP-24 Calendar Spread -11 -11 -35 1,157
JUL-24/DEC-24 Calendar Spread 133 133 114 123
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 49,171
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded