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
13 NOV 2024, WEDNESDAY 14 NOV 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 |
| |
NOV-24 19,816 19,976 19,584 19,612 19,396 | 19,640 19,858 19,390 98,411 19,441 -366 | 23,396 16,502 117,807 111,015 +7,643
DEC-24 19,878 20,034 19,652 19,674 552 | 19,674 19,900 19,450 1,647 19,508 -366 | 23,468 15,225 2,199 19,016 -229
JAN-25 0 0 0 0 0 | 0 0 0 0 19,532 -368 | 22,732 20,108 0 5 0
FEB-25 0 0 0 0 0 | 0 0 0 0 19,562 -368 | 0 0 0 0 0
MAR-25 19,902 19,902 19,902 19,902 1 | 19,673 19,673 19,546 15 19,572 -375 | 23,498 16,115 16 1,721 +4
JUN-25 0 0 0 0 0 | 19,603 19,603 19,475 59 19,485 -380 | 23,315 16,358 59 1,431 -31
SEP-25 0 0 0 0 0 | 19,800 19,800 19,800 2 19,414 -360 | 23,249 17,100 2 43 -2
DEC-25 0 0 0 0 0 | 0 0 0 0 19,560 -368 | 22,640 16,718 0 1,135 0
JUN-26 0 0 0 0 0 | 0 0 0 0 19,502 -367 | 20,540 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 19,519 -367 | 20,871 16,695 0 202 0
DEC-27 0 0 0 0 0 | 0 0 0 0 19,562 -368 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 19,600 -369 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 19,639 -370 | 0 0 0 0 0
All Contracts Total 120,083 134,570 +7,385
Trading Day of the Exchange
14 NOV 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread 63 63 60 140
NOV-24/MAR-25 Calendar Spread 130 130 129 9
NOV-24/JUN-25 Calendar Spread 51 51 45 27
DEC-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 176
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded