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
18 APR 2024, THURSDAY 19 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 16,372 16,450 16,321 16,355 12,299 | 16,232 16,261 16,035 131,180 16,248 -125 | 17,313 15,039 143,479 141,400 +5,866
MAY-24 16,280 16,356 16,250 16,281 145 | 16,200 16,200 15,958 2,720 16,163 -134 | 17,180 15,836 2,865 10,558 +580
JUN-24 16,183 16,220 16,183 16,220 7 | 16,066 16,092 15,908 311 16,093 -133 | 19,816 14,800 318 5,759 -74
JUL-24 0 0 0 0 0 | 0 0 0 0 15,978 -167 | 16,786 16,000 0 2 0
SEP-24 16,079 16,079 16,079 16,079 1 | 15,900 15,950 15,755 170 15,951 -135 | 18,126 14,720 171 5,535 -55
DEC-24 0 0 0 0 0 | 0 0 0 0 16,084 -124 | 21,750 15,225 0 4,383 0
MAR-25 0 0 0 0 0 | 16,115 16,115 16,115 1 16,212 -97 | 16,873 16,115 1 2 +1
JUN-25 0 0 0 0 0 | 0 0 0 0 16,142 -124 | 20,239 16,358 0 4 0
DEC-25 0 0 0 0 0 | 0 0 0 0 16,093 -234 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 16,364 -126 | 16,000 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 16,465 -127 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 16,548 -127 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 16,631 -128 | 0 0 0 0 0
All Contracts Total 146,834 168,249 +6,318
Trading Day of the Exchange
19 APR 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread -78 -78 -83 456
APR-24/JUN-24 Calendar Spread -151 -151 -153 18
APR-24/SEP-24 Calendar Spread -294 -294 -295 27
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 501
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded