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
19 AUG 2024, MONDAY 20 AUG 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 |
| |
AUG-24 6,236 6,300 6,229 6,282 16,730 | 6,273 6,283 6,179 68,994 6,207 -31 | 6,590 5,783 85,724 241,128 +1,765
SEP-24 6,213 6,272 6,213 6,260 402 | 6,245 6,249 6,152 7,928 6,180 -32 | 6,918 5,123 8,330 103,924 +700
OCT-24 0 0 0 0 0 | 0 0 0 0 6,197 -46 | 0 0 0 10,879 0
NOV-24 0 0 0 0 0 | 0 0 0 0 6,233 -31 | 0 0 0 390 0
DEC-24 6,312 6,312 6,312 6,312 3 | 6,276 6,279 6,216 1,135 6,236 -33 | 9,962 5,055 1,138 74,876 -496
MAR-25 6,346 6,347 6,343 6,343 3 | 6,274 6,274 6,250 16 6,270 -32 | 6,347 5,903 19 9,087 -12
JUN-25 0 0 0 0 0 | 0 0 0 300 6,243 -31 | 0 0 300 2,499 -300
DEC-25 0 0 0 0 0 | 0 0 0 0 6,239 -31 | 8,803 4,872 0 4,120 0
JUN-26 0 0 0 0 0 | 0 0 0 0 6,229 -31 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 6,323 -32 | 0 0 0 1,200 0
DEC-27 0 0 0 0 0 | 0 0 0 0 6,374 -32 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 6,423 -32 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 6,477 -32 | 0 0 0 0 0
All Contracts Total 95,511 448,103 +1,657
Trading Day of the Exchange
20 AUG 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -25 -25 -28 3,257
AUG-24/DEC-24 Calendar Spread 31 31 29 1,123
AUG-24/MAR-25 Calendar Spread 65 65 64 12
SEP-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 4,392
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded