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 OCT 2024, WEDNESDAY 03 OCT 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 |
| |
OCT-24 22,453 22,859 22,111 22,438 67,623 | 22,527 22,699 21,526 201,634 22,157 -302 | 22,859 16,500 269,257 144,815 -8,532
NOV-24 22,523 22,915 22,188 22,472 799 | 22,631 22,755 21,594 2,356 22,210 -313 | 22,915 16,502 3,155 3,951 +582
DEC-24 22,557 23,000 22,288 22,446 349 | 22,721 22,818 21,691 1,176 22,289 -305 | 23,000 15,225 1,525 15,934 +377
JAN-25 0 0 0 0 0 | 22,165 22,308 21,800 6 22,279 -364 | 22,732 21,394 6 3 -1
MAR-25 22,888 22,888 22,400 22,400 45 | 22,716 22,716 21,782 280 22,375 -316 | 23,000 16,115 325 1,309 +7
JUN-25 0 0 0 0 0 | 0 0 0 0 22,248 -303 | 20,760 16,358 0 965 0
SEP-25 0 0 0 0 0 | 22,000 22,000 21,525 3 22,214 -217 | 22,600 17,100 3 39 -1
DEC-25 0 0 0 0 0 | 0 0 0 0 22,317 -205 | 21,300 16,718 0 1,003 0
JUN-26 0 0 0 0 0 | 0 0 0 0 22,236 -169 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 22,058 -301 | 18,200 16,695 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 22,000 -300 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 21,972 -300 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 21,931 -299 | 0 0 0 0 0
All Contracts Total 274,271 168,022 -7,568
Trading Day of the Exchange
03 OCT 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread 67 67 59 744
OCT-24/DEC-24 Calendar Spread 150 150 133 329
OCT-24/MAR-25 Calendar Spread 244 244 221 130
NOV-24/DEC-24 Calendar Spread 0 0 0 0
NOV-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 1,203
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded