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
18 DEC 2024, WEDNESDAY 19 DEC 2024, THURSDAY
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 |
| |
DEC-24 7,186 7,192 7,150 7,178 10,435 | 7,100 7,196 7,056 73,909 7,169 -12 | 9,962 5,055 84,344 222,068 -4,567
JAN-25 7,160 7,183 7,146 7,164 525 | 7,078 7,178 7,059 5,584 7,150 -27 | 8,046 6,923 6,109 21,766 +2,315
FEB-25 0 0 0 0 0 | 0 0 0 0 7,187 -12 | 0 0 0 2,450 0
MAR-25 7,220 7,220 7,220 7,220 5 | 7,143 7,216 7,133 1,455 7,202 -24 | 8,500 5,903 1,460 46,204 -83
JUN-25 7,200 7,200 7,196 7,196 3 | 7,113 7,198 7,113 312 7,189 -22 | 7,725 6,899 315 8,141 -241
SEP-25 0 0 0 0 0 | 0 0 0 0 7,165 -12 | 0 0 0 730 0
DEC-25 0 0 0 0 0 | 0 0 0 168 7,216 -12 | 8,803 4,872 168 11,685 +105
JUN-26 0 0 0 0 0 | 0 0 0 0 7,226 -12 | 0 0 0 0 0
DEC-26 0 0 0 0 0 | 0 0 0 0 7,241 -12 | 0 0 0 1,600 0
JUN-27 0 0 0 0 0 | 0 0 0 0 7,261 -12 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 7,277 -12 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 7,316 -12 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 7,351 -12 | 0 0 0 0 0
All Contracts Total 92,396 314,644 -2,471
Trading Day of the Exchange
19 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -6 -6 -15 2,790
DEC-24/MAR-25 Calendar Spread 42 42 34 1,008
DEC-24/JUN-25 Calendar Spread 27 27 21 70
JAN-25/MAR-25 Calendar Spread 0 0 0 0
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 3,868
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded