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
11 DEC 2024, WEDNESDAY 12 DEC 2024, THURSDAY
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 7,269 7,303 7,231 7,265 15,966 | 7,291 7,435 7,259 101,991 7,387 +119 | 9,962 5,055 117,957 233,542 -3,374
JAN-25 7,236 7,291 7,228 7,265 268 | 7,290 7,418 7,261 847 7,382 +121 | 8,046 6,923 1,115 15,693 +869
FEB-25 0 0 0 0 0 | 0 0 0 0 7,405 +119 | 0 0 0 1,750 0
MAR-25 7,298 7,330 7,290 7,290 108 | 7,438 7,465 7,424 2,725 7,430 +122 | 8,500 5,903 2,833 35,368 +1,870
JUN-25 7,280 7,288 7,280 7,288 402 | 7,315 7,441 7,315 943 7,414 +122 | 7,725 6,899 1,345 7,896 +533
SEP-25 0 0 0 0 0 | 0 0 0 0 7,383 +119 | 0 0 0 730 0
DEC-25 0 0 0 0 0 | 0 0 0 0 7,435 +120 | 8,803 4,872 0 11,792 0
JUN-26 0 0 0 0 0 | 0 0 0 0 7,446 +120 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 7,461 +120 | 0 0 0 1,600 0
JUN-27 0 0 0 0 0 | 0 0 0 0 7,481 +121 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 7,498 +121 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 7,538 +121 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 7,573 +122 | 0 0 0 0 0
All Contracts Total 123,250 308,371 -102
Trading Day of the Exchange
12 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -7 -6 -7 683
DEC-24/MAR-25 Calendar Spread 43 44 43 197
DEC-24/JUN-25 Calendar Spread 26 26 26 113
JAN-25/MAR-25 Calendar Spread 49 49 49 2
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 995
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded