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
12 AUG 2024, MONDAY 13 AUG 2024, TUESDAY
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 |
| |
AUG-24 17,077 17,184 17,051 17,144 9,004 | 17,130 17,258 17,065 70,057 17,163 +86 | 18,688 16,437 79,061 112,692 -629
SEP-24 17,000 17,113 16,990 17,100 140 | 17,033 17,188 17,000 2,361 17,094 +86 | 19,573 14,720 2,501 31,586 +887
OCT-24 0 0 0 0 0 | 0 0 0 0 17,148 +86 | 17,350 16,500 0 9 0
NOV-24 0 0 0 0 0 | 0 0 0 0 17,176 +86 | 17,017 16,502 0 3 0
DEC-24 17,200 17,241 17,197 17,241 7 | 17,219 17,316 17,155 536 17,227 +84 | 21,750 15,225 543 6,799 +315
MAR-25 17,163 17,252 17,163 17,252 8 | 17,297 17,352 17,197 6 17,265 +86 | 17,530 16,115 14 571 +2
JUN-25 0 0 0 0 0 | 0 0 0 0 17,178 +86 | 20,239 16,358 0 915 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,136 +86 | 21,300 16,718 0 603 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,321 +87 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,364 +87 | 18,200 16,695 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,450 +87 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,538 +88 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 17,625 +88 | 0 0 0 0 0
All Contracts Total 82,119 153,181 +575
Trading Day of the Exchange
13 AUG 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -69 -67 -70 1,096
AUG-24/DEC-24 Calendar Spread 65 66 65 70
AUG-24/MAR-25 Calendar Spread 0 0 0 0
SEP-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 1,166
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded