HANG SENG CHINA ENTERPRISES INDEX FUTURES DAILY MARKET REPORT (Final)
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HHI - Hang Seng China Enterprises Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
27 MAY 2024, MONDAY 28 MAY 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 |
| |
MAY-24 0 0 0 0 0 | 6,675 6,757 6,662 223,272 6,671 -13 | 7,030 5,683 223,272 170,680 -71,631
JUN-24 0 0 0 0 0 | 6,652 6,721 6,628 177,434 6,636 -13 | 7,152 5,001 177,434 258,083 +58,062
JUL-24 0 0 0 0 0 | 0 0 0 1,600 6,573 -13 | 6,781 6,153 1,600 7,391 +865
AUG-24 0 0 0 0 0 | 0 0 0 2,900 6,590 -13 | 0 0 2,900 12,232 +1,200
SEP-24 0 0 0 0 0 | 6,597 6,653 6,567 2,804 6,574 -10 | 6,918 5,123 2,804 64,570 +2,007
DEC-24 0 0 0 0 0 | 6,680 6,681 6,655 1,786 6,638 -8 | 9,962 5,055 1,786 87,365 -652
MAR-25 0 0 0 0 0 | 0 0 0 0 6,700 -13 | 0 0 0 7,600 0
JUN-25 0 0 0 0 0 | 0 0 0 100 6,730 -13 | 0 0 100 2,110 0
DEC-25 0 0 0 0 0 | 0 0 0 0 6,679 -13 | 8,803 4,872 0 2,633 0
JUN-26 0 0 0 0 0 | 0 0 0 0 6,784 -13 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 6,811 -13 | 0 0 0 1,000 0
DEC-27 0 0 0 0 0 | 0 0 0 0 6,863 -13 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,915 -13 | 0 0 0 0 0
All Contracts Total 409,896 613,664 -10,149
Trading Day of the Exchange
28 MAY 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -35 -33 -36 73,720
MAY-24/SEP-24 Calendar Spread -97 -97 -98 297
MAY-24/DEC-24 Calendar Spread -36 -34 -36 174
JUN-24/SEP-24 Calendar Spread 0 0 0 0
JUN-24/DEC-24 Calendar Spread 0 0 0 6
SEP-24/DEC-24 Calendar Spread 0 0 0 0
All Strategies Total 74,197
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded