HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)
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HSI - Hang Seng Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
27 MAR 2024, WEDNESDAY 28 MAR 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 |
| |
MAR-24 E X | P I R E | D 0 -19,044
APR-24 16,402 16,495 16,378 16,485 12,899 | 16,443 16,772 16,380 122,166 16,570 +163 | 17,313 15,039 135,065 122,542 -4,712
MAY-24 16,389 16,392 16,330 16,330 17 | 16,425 16,718 16,340 1,524 16,522 +165 | 17,180 15,836 1,541 6,615 +1,088
JUN-24 16,339 16,389 16,287 16,382 59 | 16,338 16,654 16,282 318 16,457 +158 | 19,816 14,800 377 5,337 +35
JUL-24 - - - - - | 0 0 0 0 16,331 - | 0 0 0 0 -
SEP-24 16,233 16,252 16,233 16,242 9 | 16,300 16,526 16,153 222 16,333 +171 | 18,126 14,720 231 3,574 -22
DEC-24 0 0 0 0 0 | 0 0 0 100 16,482 +162 | 21,750 15,225 100 4,403 -38
MAR-25 0 0 0 0 0 | 0 0 0 0 16,598 +163 | 16,873 16,873 0 1 0
JUN-25 0 0 0 0 0 | 0 0 0 0 16,547 +163 | 20,239 19,400 0 3 0
DEC-25 0 0 0 0 0 | 0 0 0 0 16,523 +163 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 16,687 +164 | 16,000 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 16,792 +165 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 16,877 +166 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 16,959 +167 | 0 0 0 0 0
All Contracts Total 137,314 143,081 -22,693
Trading Day of the Exchange
28 MAR 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread -48 -46 -50 129
APR-24/JUN-24 Calendar Spread -109 -109 -109 11
APR-24/SEP-24 Calendar Spread -242 -235 -242 12
MAY-24/JUN-24 Calendar Spread 0 0 0 0
MAY-24/SEP-24 Calendar Spread 0 0 0 0
JUN-24/SEP-24 Calendar Spread 0 0 0 0
All Strategies Total 152
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded