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
22 APR 2024, MONDAY 23 APR 2024, TUESDAY
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 16,524 16,691 16,463 16,681 13,990 | 16,690 16,879 16,611 116,686 16,877 +356 | 17,313 15,039 130,676 128,853 -3,305
MAY-24 16,456 16,601 16,386 16,597 1,212 | 16,617 16,798 16,527 12,614 16,794 +351 | 17,180 15,836 13,826 19,010 +7,706
JUN-24 16,392 16,416 16,330 16,416 17 | 16,502 16,725 16,467 399 16,721 +350 | 19,816 14,800 416 5,803 +38
JUL-24 0 0 0 0 0 | 0 0 0 0 16,596 +350 | 16,786 16,000 0 2 0
SEP-24 16,254 16,388 16,193 16,388 13 | 16,380 16,555 16,328 114 16,589 +358 | 18,126 14,720 127 5,410 -86
DEC-24 0 0 0 0 0 | 0 0 0 0 16,706 +352 | 21,750 15,225 0 4,383 0
MAR-25 0 0 0 0 0 | 0 0 0 0 16,839 +355 | 16,873 16,115 0 2 0
JUN-25 0 0 0 0 0 | 0 0 0 0 16,767 +354 | 20,239 16,358 0 4 0
DEC-25 0 0 0 0 0 | 0 0 0 0 16,716 +353 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 16,998 +359 | 16,000 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,103 +361 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,189 +363 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,274 +364 | 0 0 0 0 0
All Contracts Total 145,045 164,073 +4,353
Trading Day of the Exchange
23 APR 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread -81 -79 -85 5,395
APR-24/JUN-24 Calendar Spread -153 -153 -156 127
APR-24/SEP-24 Calendar Spread -292 -289 -293 72
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 5,594
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded