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
19 DEC 2024, THURSDAY 20 DEC 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 |
| |
DEC-24 19,804 19,830 19,682 19,730 10,454 | 19,675 19,892 19,650 85,267 19,683 -102 | 23,468 15,225 95,721 100,526 -5,028
JAN-25 19,809 19,830 19,700 19,723 1,056 | 19,688 19,901 19,666 16,061 19,700 -97 | 22,732 18,684 17,117 20,967 +6,569
FEB-25 0 0 0 0 0 | 0 0 0 0 19,764 -102 | 19,968 19,500 0 2 0
MAR-25 19,859 19,870 19,752 19,752 34 | 19,793 19,933 19,762 65 19,748 -98 | 23,498 16,115 99 7,952 -9
JUN-25 19,785 19,785 19,785 19,785 10 | 19,763 19,849 19,743 30 19,672 -100 | 23,315 16,358 40 1,846 +10
SEP-25 0 0 0 0 0 | 0 0 0 0 19,617 -102 | 23,249 17,100 0 49 0
DEC-25 0 0 0 0 0 | 0 0 0 0 19,743 -102 | 22,640 16,718 0 1,312 0
JUN-26 0 0 0 0 0 | 0 0 0 0 19,690 -102 | 20,540 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 19,758 -102 | 20,871 16,695 0 202 0
JUN-27 0 0 0 0 0 | 0 0 0 0 19,782 -103 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 19,804 -103 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 19,839 -103 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 19,881 -103 | 0 0 0 0 0
All Contracts Total 112,977 132,858 +1,542
Trading Day of the Exchange
20 DEC 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread 15 16 9 6,892
DEC-24/MAR-25 Calendar Spread 58 60 58 33
DEC-24/JUN-25 Calendar Spread -16 -15 -16 13
JAN-25/MAR-25 Calendar Spread 0 0 0 0
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 6,938
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded