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
16 DEC 2024, MONDAY 17 DEC 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 |
| |
DEC-24 19,820 19,827 19,703 19,755 11,778 | 19,701 19,977 19,638 77,934 19,747 -74 | 23,468 15,225 89,712 102,645 +943
JAN-25 19,849 19,849 19,738 19,781 113 | 19,713 19,999 19,668 1,441 19,764 -84 | 22,732 18,684 1,554 11,205 +879
FEB-25 0 0 0 0 0 | 19,657 19,657 19,657 2 19,827 -75 | 19,968 19,500 2 2 +1
MAR-25 19,878 19,878 19,802 19,803 11 | 19,838 20,000 19,739 4,527 19,817 -80 | 23,498 16,115 4,538 7,758 +4,498
JUN-25 19,750 19,750 19,701 19,701 2 | 19,730 19,908 19,705 301 19,739 -79 | 23,315 16,358 303 1,848 +149
SEP-25 0 0 0 0 0 | 0 0 0 0 19,710 -74 | 23,249 17,100 0 45 0
DEC-25 0 0 0 0 0 | 0 0 0 0 19,807 -74 | 22,640 16,718 0 1,312 0
JUN-26 0 0 0 0 0 | 0 0 0 0 19,754 -74 | 20,540 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 19,822 -74 | 20,871 16,695 0 202 0
JUN-27 0 0 0 0 0 | 0 0 0 0 19,846 -74 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 19,869 -74 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 19,904 -75 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 19,946 -75 | 0 0 0 0 0
All Contracts Total 96,109 125,019 +6,470
Trading Day of the Exchange
17 DEC 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread 25 26 21 826
DEC-24/MAR-25 Calendar Spread 74 74 74 2
DEC-24/JUN-25 Calendar Spread -7 -5 -7 47
JAN-25/MAR-25 Calendar Spread 0 0 0 0
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 875
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded