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
16 APR 2024, TUESDAY 17 APR 2024, WEDNESDAY
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 5,757 5,772 5,712 5,753 19,009 | 5,740 5,777 5,715 92,910 5,765 +8 | 6,062 5,572 111,919 276,792 +2,555
MAY-24 5,763 5,775 5,719 5,738 89 | 5,756 5,765 5,725 3,222 5,770 +8 | 6,066 5,719 3,311 31,912 +1,615
JUN-24 5,685 5,685 5,685 5,685 10 | 5,717 5,730 5,696 4,448 5,734 +10 | 7,152 5,001 4,458 79,987 -549
JUL-24 0 0 0 0 0 | 0 0 0 0 5,667 +8 | 0 0 0 200 0
SEP-24 5,630 5,630 5,625 5,625 3 | 5,617 5,644 5,615 666 5,662 +8 | 6,274 5,123 669 64,393 -151
DEC-24 0 0 0 0 0 | 0 0 0 1,500 5,720 +8 | 9,962 5,055 1,500 67,813 +436
MAR-25 0 0 0 0 0 | 0 0 0 1,000 5,781 +8 | 0 0 1,000 4,400 +1,000
JUN-25 0 0 0 0 0 | 0 0 0 0 5,808 +8 | 0 0 0 1,412 0
DEC-25 0 0 0 0 0 | 0 0 0 100 5,786 +8 | 8,803 4,872 100 3,701 0
JUN-26 0 0 0 0 0 | 0 0 0 0 5,866 +8 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 5,890 +8 | 0 0 0 200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 5,935 +8 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 5,981 +8 | 0 0 0 0 0
All Contracts Total 122,957 530,810 +4,906
Trading Day of the Exchange
17 APR 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 4 4 4 46
APR-24/JUN-24 Calendar Spread -31 -31 -31 130
APR-24/SEP-24 Calendar Spread -104 -104 -104 11
MAY-24/JUN-24 Calendar Spread 0 0 0 0
MAY-24/SEP-24 Calendar Spread 0 0 0 0
JUN-24/SEP-24 Calendar Spread 0 0 0 0
All Strategies Total 187
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded