MINI-HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)
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MHI - Mini-Hang Seng Index Futures HK$10 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
25 APR 2024, THURSDAY 26 APR 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 |
| |
APR-24 17,340 17,375 17,145 17,323 17,190 | 17,350 17,784 17,321 76,678 17,680 +338 | 17,784 16,036 93,868 11,154 -3,640
MAY-24 17,280 17,308 17,080 17,255 4,274 | 17,289 17,720 17,267 24,307 17,616 +344 | 17,720 15,955 28,581 11,088 +4,325
JUN-24 17,192 17,222 17,012 17,184 165 | 17,220 17,652 17,200 1,088 17,548 +348 | 18,600 14,760 1,253 3,179 -136
SEP-24 17,060 17,069 16,900 17,055 46 | 17,100 17,502 17,100 332 17,407 +338 | 17,502 15,134 378 1,267 +12
All Contracts Total 124,080 26,688 +561
Trading Day of the Exchange
26 APR 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread -52 -41 -69 1,969
APR-24/JUN-24 Calendar Spread -131 -110 -131 180
APR-24/SEP-24 Calendar Spread -232 -232 -272 7
MAY-24/JUN-24 Calendar Spread 0 0 0 0
MAY-24/SEP-24 Calendar Spread -212 -212 -212 10
JUN-24/SEP-24 Calendar Spread -140 -140 -140 1
All Strategies Total 2,167
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded