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
15 OCT 2024, TUESDAY 16 OCT 2024, WEDNESDAY
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 |
| |
OCT-24 7,288 7,360 7,173 7,180 40,208 | 7,208 7,383 7,198 117,008 7,267 -20 | 8,416 5,949 157,216 244,408 +4,875
NOV-24 7,368 7,380 7,235 7,235 12 | 7,288 7,396 7,228 1,127 7,290 -21 | 8,425 6,945 1,139 16,621 -493
DEC-24 7,344 7,415 7,225 7,225 578 | 7,258 7,425 7,250 6,979 7,311 -20 | 9,962 5,055 7,557 93,234 -4,688
JAN-25 0 0 0 0 0 | 0 0 0 0 7,327 -20 | 8,046 7,868 0 0 0
MAR-25 0 0 0 0 3 | 7,291 7,435 7,291 916 7,354 -20 | 8,500 5,903 919 11,589 +135
JUN-25 0 0 0 0 0 | 0 0 0 0 7,329 -20 | 7,485 7,485 0 5,498 0
SEP-25 0 0 0 0 0 | 0 0 0 300 7,300 -20 | 0 0 300 600 +300
DEC-25 0 0 0 0 0 | 0 0 0 0 7,341 -20 | 8,803 4,872 0 6,007 0
JUN-26 0 0 0 0 0 | 0 0 0 0 7,342 -20 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 7,347 -20 | 0 0 0 1,600 0
DEC-27 0 0 0 0 0 | 0 0 0 0 7,382 -20 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 7,420 -20 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 7,457 -21 | 0 0 0 0 0
All Contracts Total 167,131 379,557 +129
Trading Day of the Exchange
16 OCT 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread 23 23 23 29
OCT-24/DEC-24 Calendar Spread 45 46 44 162
OCT-24/MAR-25 Calendar Spread 0 0 0 0
NOV-24/DEC-24 Calendar Spread 0 0 0 0
NOV-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 191
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded