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 NOV 2024, FRIDAY 18 NOV 2024, MONDAY
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 |
| |
NOV-24 6,982 7,056 6,968 6,986 21,756 | 7,022 7,137 7,003 87,805 7,069 +88 | 8,425 6,930 109,561 214,274 -10,120
DEC-24 7,007 7,061 6,992 7,006 600 | 7,049 7,155 7,028 6,752 7,088 +87 | 9,962 5,055 7,352 94,106 +747
JAN-25 0 0 0 0 0 | 0 0 0 0 7,090 +88 | 8,046 7,868 0 100 0
FEB-25 0 0 0 0 0 | 0 0 0 0 7,124 +89 | 0 0 0 0 0
MAR-25 7,095 7,095 7,035 7,035 7 | 7,120 7,196 7,073 85 7,132 +89 | 8,500 5,903 92 16,376 +68
JUN-25 0 0 0 0 0 | 0 0 0 110 7,115 +89 | 7,705 7,007 110 6,463 -87
SEP-25 0 0 0 0 0 | 0 0 0 0 7,069 +88 | 0 0 0 600 0
DEC-25 0 0 0 0 0 | 0 0 0 0 7,130 +89 | 8,803 4,872 0 10,882 0
JUN-26 0 0 0 0 0 | 0 0 0 0 7,135 +89 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 7,143 +89 | 0 0 0 1,600 0
DEC-27 0 0 0 0 0 | 0 0 0 0 7,177 +89 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 7,216 +90 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 7,251 +90 | 0 0 0 0 0
All Contracts Total 117,115 344,401 -9,392
Trading Day of the Exchange
18 NOV 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread 20 21 19 1,042
NOV-24/MAR-25 Calendar Spread 63 63 63 71
NOV-24/JUN-25 Calendar Spread 45 46 45 110
DEC-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 1,223
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded