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
04 JUL 2024, THURSDAY 05 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 18,022 18,044 17,958 18,004 5,353 | 17,988 18,068 17,729 84,843 17,748 -274 | 19,573 16,000 90,196 121,210 +2,013
AUG-24 18,056 18,059 17,993 18,028 47 | 18,014 18,093 17,768 657 17,780 -270 | 18,688 17,500 704 4,930 -42
SEP-24 18,013 18,022 17,961 17,975 45 | 17,987 18,049 17,721 884 17,732 -274 | 19,573 14,720 929 14,583 -465
OCT-24 0 0 0 0 0 | 0 0 0 0 17,807 -275 | 0 0 0 0 0
DEC-24 0 0 0 0 0 | 18,139 18,156 17,900 24 17,875 -274 | 21,750 15,225 24 6,230 -7
MAR-25 0 0 0 0 0 | 0 0 0 0 18,009 -278 | 17,125 16,115 0 2 0
JUN-25 0 0 0 0 0 | 0 0 0 0 17,940 -277 | 20,239 16,358 0 813 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,938 -277 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,917 -277 | 16,000 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,962 -277 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 18,052 -279 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 18,144 -280 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 18,234 -281 | 0 0 0 0 0
All Contracts Total 91,853 148,374 +1,499
Trading Day of the Exchange
05 JUL 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 32 32 31 51
JUL-24/SEP-24 Calendar Spread -15 -15 -16 54
JUL-24/DEC-24 Calendar Spread 127 127 127 10
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 115
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded