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
19 JUL 2024, FRIDAY 22 JUL 2024, MONDAY
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 6,171 6,197 6,159 6,173 16,342 | 6,185 6,283 6,127 104,770 6,260 +92 | 6,781 6,127 121,112 243,684 -14,086
AUG-24 6,190 6,209 6,177 6,188 106 | 6,200 6,295 6,144 2,699 6,275 +91 | 6,590 6,144 2,805 35,722 +2,316
SEP-24 6,167 6,192 6,163 6,170 207 | 6,193 6,277 6,130 8,695 6,260 +93 | 6,918 5,123 8,902 70,339 +82
OCT-24 0 0 0 0 0 | 0 0 0 0 6,270 +92 | 0 0 0 1,100 0
DEC-24 6,237 6,248 6,237 6,243 9 | 6,210 6,313 6,200 5,630 6,322 +92 | 9,962 5,055 5,639 85,978 +1,233
MAR-25 0 0 0 0 0 | 0 0 0 727 6,361 +93 | 0 0 727 10,232 +700
JUN-25 0 0 0 0 0 | 0 0 0 0 6,346 +93 | 0 0 0 2,803 0
DEC-25 0 0 0 0 0 | 0 0 0 0 6,347 +67 | 8,803 4,872 0 2,633 0
JUN-26 0 0 0 0 0 | 0 0 0 0 6,354 +93 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 6,382 +94 | 0 0 0 1,200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 6,433 +95 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,482 +95 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 6,538 +96 | 0 0 0 0 0
All Contracts Total 139,185 453,691 -9,755
Trading Day of the Exchange
22 JUL 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 15 16 15 1,746
JUL-24/SEP-24 Calendar Spread -3 -1 -3 312
JUL-24/DEC-24 Calendar Spread 61 62 61 162
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 2,220
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded