MINI-HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)
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MHI - Mini-Hang Seng Index Futures HK$10 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 17,034 17,166 17,029 17,085 15,377 | 17,053 17,234 16,930 62,110 17,022 -8 | 18,535 16,930 77,487 13,140 -3,531
AUG-24 17,058 17,190 17,058 17,112 1,933 | 17,077 17,254 16,950 9,696 17,031 -26 | 18,449 16,950 11,629 6,505 +2,026
SEP-24 17,026 17,151 17,026 17,085 230 | 17,060 17,218 16,915 1,377 16,986 -34 | 19,575 15,134 1,607 4,985 +335
DEC-24 17,167 17,293 17,167 17,222 77 | 17,185 17,350 17,069 259 17,139 -28 | 19,733 17,069 336 984 +9
All Contracts Total 91,059 25,614 -1,161
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 21 25 6 1,380
JUL-24/SEP-24 Calendar Spread -9 -9 -33 469
JUL-24/DEC-24 Calendar Spread 130 130 125 102
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 1,951
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded