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
02 SEP 2024, MONDAY 03 SEP 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 |
| |
SEP-24 17,647 17,682 17,608 17,671 6,060 | 17,645 17,694 17,539 61,720 17,596 -53 | 19,573 14,720 67,780 120,850 -258
OCT-24 17,707 17,729 17,666 17,725 42 | 17,685 17,745 17,601 469 17,645 -56 | 18,207 16,500 511 1,725 -42
NOV-24 0 0 0 0 0 | 17,655 17,655 17,655 1,001 17,664 -81 | 18,000 16,502 1,001 1,025 +1,000
DEC-24 17,759 17,764 17,759 17,764 2 | 17,748 17,807 17,675 759 17,709 -64 | 21,750 15,225 761 7,899 -90
MAR-25 0 0 0 0 0 | 17,791 17,791 17,750 13 17,745 -60 | 18,296 16,115 13 773 +6
JUN-25 0 0 0 0 0 | 0 0 0 0 17,655 -53 | 20,239 16,358 0 916 0
SEP-25 0 0 0 0 0 | 0 0 0 0 17,517 -53 | 0 0 0 0 0
DEC-25 0 0 0 0 0 | 0 0 0 0 17,620 -53 | 21,300 16,718 0 1,003 0
JUN-26 0 0 0 0 0 | 0 0 0 0 17,511 -53 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 17,516 -53 | 18,200 16,695 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 17,481 -53 | 18,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 17,447 -53 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 17,413 -52 | 0 0 0 0 0
All Contracts Total 70,066 134,194 +616
Trading Day of the Exchange
03 SEP 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-24/OCT-24 Calendar Spread 54 54 48 131
SEP-24/DEC-24 Calendar Spread 124 128 111 632
SEP-24/MAR-25 Calendar Spread 154 154 149 6
OCT-24/DEC-24 Calendar Spread 73 73 73 5
OCT-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 50 50 50 3
All Strategies Total 777
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded