MINI-HANG SENG 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.
MHI - Mini-Hang Seng Index Futures HK$10 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 -7,864
APR-24 16,401 16,496 16,377 16,470 11,573 | 16,450 16,772 16,380 87,125 16,570 +163 | 17,314 16,105 98,698 14,493 +111
MAY-24 - - - - - | 16,515 16,725 16,338 275 16,522 - | 16,725 16,338 275 61 -
JUN-24 16,327 16,383 16,280 16,378 78 | 16,365 16,657 16,278 466 16,457 +158 | 18,600 14,760 544 3,695 -63
SEP-24 16,155 16,249 16,140 16,243 11 | 16,210 16,530 16,145 145 16,333 +171 | 17,080 15,134 156 1,116 -17
All Contracts Total 99,673 19,365 -7,833
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 0 0 0 0
APR-24/JUN-24 Calendar Spread -107 -107 -109 13
APR-24/SEP-24 Calendar Spread -237 -234 -237 16
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 29
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded