HANG SENG CHINA ENTERPRISES INDEX FUTURES DAILY MARKET REPORT (Final)
Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
accuracy and reliability of the information provided, but do not guarantee its accuracy and
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
or damage arising from any inaccuracies or omissions.
HHI - Hang Seng China Enterprises Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
19 MAR 2026, THURSDAY 20 MAR 2026, FRIDAY
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 |
| |
MAR-26 8,685 8,711 8,567 8,637 38,192 | 8,688 8,692 8,529 120,779 8,576 -111 | 9,871 8,330 158,971 234,290 +12,055
APR-26 8,679 8,700 8,567 8,625 1,407 | 8,659 8,685 8,528 1,748 8,573 -109 | 8,954 8,343 3,155 21,637 +1,512
MAY-26 0 0 0 0 0 | 0 0 0 0 8,572 -111 | 0 0 0 0 0
JUN-26 8,629 8,640 8,518 8,556 92 | 8,588 8,625 8,474 1,247 8,513 -111 | 9,577 8,222 1,339 16,102 +1,036
SEP-26 8,540 8,564 8,516 8,564 39 | 8,450 8,450 8,450 2 8,493 -114 | 9,216 8,300 41 8,588 +40
DEC-26 0 0 0 0 0 | 0 0 0 0 8,530 -110 | 0 0 0 8,750 0
MAR-27 0 0 0 0 0 | 0 0 0 0 8,577 -111 | 0 0 0 0 0
JUN-27 0 0 0 0 0 | 0 0 0 0 8,552 -111 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 8,522 -110 | 0 0 0 0 0
JUN-28 0 0 0 0 0 | 0 0 0 0 8,537 -110 | 0 0 0 0 0
DEC-28 0 0 0 0 0 | 0 0 0 0 8,529 -110 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 8,512 -110 | 0 0 0 0 0
DEC-30 0 0 0 0 0 | 0 0 0 0 8,493 -110 | 0 0 0 0 0
All Contracts Total 163,506 289,367 +14,643
Trading Day of the Exchange
20 MAR 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-26/APR-26 Calendar Spread -5 -4 -6 1,022
MAR-26/JUN-26 Calendar Spread -63 -61 -64 147
MAR-26/SEP-26 Calendar Spread -81 -81 -81 1
APR-26/JUN-26 Calendar Spread 0 0 0 0
APR-26/SEP-26 Calendar Spread 0 0 0 0
JUN-26/SEP-26 Calendar Spread 0 0 0 0
All Strategies Total 1,170
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded