HANG SENG CHINA ENTERPRISES INDEX FUTURES DAILY MARKET REPORT (Final)
Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
accuracy and reliability of the information provided, but do not guarantee its accuracy and
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
or damage arising from any inaccuracies or omissions.
HHI - Hang Seng China Enterprises Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
27 MAR 2024, WEDNESDAY 28 MAR 2024, THURSDAY
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 |
| |
MAR-24 E X | P I R E | D 0 -110,778
APR-24 5,731 5,771 5,725 5,766 13,127 | 5,750 5,902 5,739 120,811 5,814 +82 | 6,023 5,572 133,938 283,868 -13,936
MAY-24 0 0 0 0 0 | 5,773 5,900 5,764 2,294 5,829 +83 | 5,900 5,739 2,294 20,911 -19
JUN-24 0 0 0 0 35 | 5,719 5,868 5,719 6,163 5,790 +78 | 7,152 5,001 6,198 78,742 -1,477
JUL-24 - - - - - | 0 0 0 0 5,714 - | 0 0 0 0 -
SEP-24 5,683 5,683 5,683 5,683 5 | 5,649 5,813 5,649 799 5,723 +77 | 6,274 5,123 804 63,795 +724
DEC-24 0 0 0 0 0 | 0 0 0 1,655 5,802 +82 | 9,962 5,055 1,655 67,909 -360
MAR-25 0 0 0 0 0 | 0 0 0 0 5,870 +83 | 0 0 0 0 0
JUN-25 0 0 0 0 0 | 0 0 0 0 5,858 +83 | 0 0 0 1,142 0
DEC-25 0 0 0 0 0 | 0 0 0 0 5,834 +82 | 8,803 4,872 0 3,301 0
JUN-26 0 0 0 0 0 | 0 0 0 0 5,917 +83 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 5,939 +84 | 0 0 0 200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 5,986 +84 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,034 +85 | 0 0 0 0 0
All Contracts Total 144,889 519,868 -125,846
Trading Day of the Exchange
28 MAR 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 10 16 10 1,308
APR-24/JUN-24 Calendar Spread -24 -22 -24 351
APR-24/SEP-24 Calendar Spread -89 -88 -90 45
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 1,704
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded