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
21 OCT 2024, MONDAY 22 OCT 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 |
| |
OCT-24 7,337 7,366 7,272 7,321 15,983 | 7,282 7,421 7,282 74,850 7,357 +22 | 8,416 5,949 90,833 228,684 -4,067
NOV-24 7,338 7,362 7,300 7,327 257 | 7,373 7,439 7,355 2,756 7,384 +22 | 8,425 6,945 3,013 19,294 +807
DEC-24 7,372 7,372 7,372 7,372 6 | 7,370 7,458 7,370 3,737 7,403 +18 | 9,962 5,055 3,743 97,630 +2,268
JAN-25 0 0 0 0 0 | 0 0 0 0 7,418 +22 | 8,046 7,868 0 0 0
MAR-25 7,414 7,427 7,414 7,427 2 | 7,442 7,491 7,442 1,342 7,449 +20 | 8,500 5,903 1,344 11,780 +254
JUN-25 0 0 0 0 0 | 0 0 0 0 7,420 +22 | 7,485 7,485 0 5,198 0
SEP-25 0 0 0 0 0 | 0 0 0 0 7,391 +22 | 0 0 0 600 0
DEC-25 0 0 0 0 0 | 0 0 0 500 7,431 +22 | 8,803 4,872 500 7,407 +500
JUN-26 0 0 0 0 0 | 0 0 0 0 7,432 +22 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 7,438 +22 | 0 0 0 1,600 0
DEC-27 0 0 0 0 0 | 0 0 0 0 7,472 +22 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 7,512 +22 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 7,550 +23 | 0 0 0 0 0
All Contracts Total 99,433 372,193 -238
Trading Day of the Exchange
22 OCT 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread 25 27 24 2,198
OCT-24/DEC-24 Calendar Spread 48 48 46 288
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 2,486
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded