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
07 OCT 2024, MONDAY 08 OCT 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 |
| |
OCT-24 23,192 23,332 22,915 23,169 37,448 | 23,088 23,097 20,650 285,542 20,782 -2,412 | 23,333 16,500 322,990 131,155 -3,605
NOV-24 23,230 23,396 22,988 23,322 478 | 23,160 23,160 20,722 3,199 20,837 -2,424 | 23,396 16,502 3,677 5,306 +999
DEC-24 23,296 23,463 23,092 23,330 87 | 23,329 23,329 20,827 2,330 20,907 -2,431 | 23,468 15,225 2,417 16,537 +2
JAN-25 0 0 0 0 0 | 22,308 22,408 21,283 8 20,953 -2,369 | 22,732 21,283 8 5 +2
MAR-25 23,416 23,498 23,180 23,288 228 | 23,218 23,218 20,955 524 20,988 -2,461 | 23,498 16,115 752 1,330 -96
JUN-25 0 0 0 0 0 | 22,350 22,350 21,008 8 20,915 -2,444 | 23,315 16,358 8 975 +8
SEP-25 0 0 0 0 0 | 21,600 21,600 21,600 2 20,813 -2,432 | 23,249 17,100 2 36 -4
DEC-25 0 0 0 0 0 | 0 0 0 0 20,959 -2,433 | 22,640 16,718 0 1,003 0
JUN-26 0 0 0 0 0 | 0 0 0 0 20,856 -2,421 | 18,736 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 100 20,690 -2,401 | 18,200 16,695 100 201 +100
DEC-27 0 0 0 0 0 | 0 0 0 0 20,635 -2,395 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 20,608 -2,392 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 20,571 -2,387 | 0 0 0 0 0
All Contracts Total 329,954 156,550 -2,594
Trading Day of the Exchange
08 OCT 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread 66 67 52 590
OCT-24/DEC-24 Calendar Spread 144 144 122 311
OCT-24/MAR-25 Calendar Spread 250 250 206 260
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 1,161
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded