HANG SENG 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.
HSI - Hang Seng Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
19 AUG 2024, MONDAY 20 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 17,606 17,775 17,583 17,741 10,579 | 17,715 17,742 17,464 66,733 17,533 -75 | 18,688 16,437 77,312 115,639 +2,035
SEP-24 17,525 17,700 17,525 17,678 160 | 17,655 17,676 17,393 2,905 17,459 -79 | 19,573 14,720 3,065 34,805 +1,396
OCT-24 0 0 0 0 0 | 0 0 0 0 17,536 -75 | 17,625 16,500 0 112 0
NOV-24 0 0 0 0 0 | 0 0 0 0 17,544 -75 | 17,500 16,502 0 5 0
DEC-24 17,800 17,808 17,797 17,807 10 | 17,782 17,782 17,563 77 17,596 -80 | 21,750 15,225 87 6,956 +6
MAR-25 17,701 17,800 17,701 17,800 2 | 17,750 17,750 17,700 48 17,637 -82 | 17,800 16,115 50 609 -39
JUN-25 0 0 0 0 0 | 0 0 0 0 17,548 -75 | 20,239 16,358 0 915 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,506 -75 | 21,300 16,718 0 1,003 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,420 -75 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,738 -76 | 18,200 16,695 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,826 -76 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,915 -77 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 18,005 -77 | 0 0 0 0 0
All Contracts Total 80,514 160,047 +3,398
Trading Day of the Exchange
20 AUG 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -67 -67 -75 1,991
AUG-24/DEC-24 Calendar Spread 67 67 67 20
AUG-24/MAR-25 Calendar Spread 110 110 105 33
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 2,044
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded