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
11 OCT 2024, FRIDAY 14 OCT 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 |
| |
OCT-24 0 0 0 0 0 | 21,200 21,397 20,724 119,701 21,084 -186 | 23,333 16,500 119,701 120,305 -1,235
NOV-24 0 0 0 0 0 | 21,260 21,431 20,780 2,202 21,135 -182 | 23,396 16,502 2,202 6,127 +686
DEC-24 0 0 0 0 0 | 21,286 21,500 20,850 930 21,196 -187 | 23,468 15,225 930 16,234 +108
JAN-25 0 0 0 0 0 | 0 0 0 0 21,209 -187 | 22,732 21,115 0 1 0
MAR-25 0 0 0 0 0 | 21,319 21,517 20,957 136 21,275 -191 | 23,498 16,115 136 1,293 +24
JUN-25 0 0 0 0 0 | 20,903 21,330 20,903 2 21,164 -219 | 23,315 16,358 2 1,136 0
SEP-25 0 0 0 0 0 | 0 0 0 0 21,116 -186 | 23,249 17,100 0 36 0
DEC-25 0 0 0 0 0 | 0 0 0 0 21,263 -188 | 22,640 16,718 0 1,003 0
JUN-26 0 0 0 0 0 | 0 0 0 0 21,158 -187 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 20,991 -185 | 18,200 16,695 0 201 0
DEC-27 0 0 0 0 0 | 0 0 0 0 20,934 -185 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 20,908 -184 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 20,870 -184 | 0 0 0 0 0
All Contracts Total 122,971 146,338 -417
Trading Day of the Exchange
14 OCT 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread 44 46 43 989
OCT-24/DEC-24 Calendar Spread 112 112 106 204
OCT-24/MAR-25 Calendar Spread 191 191 185 55
NOV-24/DEC-24 Calendar Spread 0 0 0 0
NOV-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 1,248
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded