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
24 JUL 2024, WEDNESDAY 25 JUL 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 |
| |
JUL-24 17,348 17,433 17,233 17,242 16,125 | 17,267 17,308 16,975 135,232 17,030 -318 | 19,573 16,000 151,357 98,371 -24,537
AUG-24 17,376 17,455 17,253 17,269 2,641 | 17,284 17,330 17,003 53,289 17,057 -314 | 18,688 17,003 55,930 42,658 +27,285
SEP-24 17,341 17,393 17,227 17,230 63 | 17,245 17,289 16,972 7,015 17,020 -313 | 19,573 14,720 7,078 22,268 +6,065
OCT-24 0 0 0 0 0 | 17,089 17,089 17,089 1 17,078 -330 | 17,350 17,089 1 3 +1
DEC-24 17,475 17,555 17,388 17,388 141 | 17,397 17,408 17,118 846 17,167 -309 | 21,750 15,225 987 7,173 +247
MAR-25 0 0 0 0 0 | 0 0 0 0 17,226 -322 | 17,125 16,115 0 54 0
JUN-25 0 0 0 0 0 | 0 0 0 0 17,126 -320 | 20,239 16,358 0 914 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,149 -320 | 21,300 20,170 0 603 0
JUN-26 0 0 0 0 0 | 17,120 17,120 17,120 2 17,192 -321 | 18,736 15,980 2 1 -1
DEC-26 0 0 0 0 0 | 0 0 0 0 17,235 -322 | 18,200 18,200 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,323 -323 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,410 -325 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 17,496 -327 | 0 0 0 0 0
All Contracts Total 215,355 172,047 +9,060
Trading Day of the Exchange
25 JUL 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 21 31 21 16,495
JUL-24/SEP-24 Calendar Spread -15 -7 -15 6,104
JUL-24/DEC-24 Calendar Spread 128 137 128 169
AUG-24/SEP-24 Calendar Spread 0 0 0 0
AUG-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/DEC-24 Calendar Spread 0 0 0 0
All Strategies Total 22,768
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded