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
04 DEC 2024, WEDNESDAY 05 DEC 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 |
| |
DEC-24 19,789 19,797 19,582 19,622 12,496 | 19,625 19,683 19,495 56,858 19,653 -133 | 23,468 15,225 69,354 101,749 +849
JAN-25 19,775 19,809 19,635 19,639 56 | 19,658 19,700 19,526 249 19,678 -135 | 22,732 18,684 305 5,205 +67
FEB-25 0 0 0 0 0 | 0 0 0 0 19,742 -134 | 19,500 19,500 0 1 0
MAR-25 19,820 19,820 19,691 19,711 24 | 19,748 19,748 19,612 71 19,725 -133 | 23,498 16,115 95 2,235 +12
JUN-25 19,714 19,714 19,619 19,619 2 | 19,618 19,618 19,500 47 19,639 -140 | 23,315 16,358 49 1,520 0
SEP-25 0 0 0 0 0 | 0 0 0 0 19,590 -133 | 23,249 17,100 0 43 0
DEC-25 0 0 0 0 0 | 0 0 0 0 19,713 -133 | 22,640 16,718 0 1,135 0
JUN-26 0 0 0 0 0 | 0 0 0 0 19,660 -133 | 20,540 15,980 0 1 0
DEC-26 0 0 0 0 0 | 0 0 0 0 19,728 -134 | 20,871 16,695 0 202 0
JUN-27 0 0 0 0 0 | 0 0 0 0 19,751 -134 | 0 0 0 0 0
DEC-27 0 0 0 0 0 | 0 0 0 0 19,773 -134 | 20,300 18,300 0 1 0
DEC-28 0 0 0 0 0 | 0 0 0 0 19,811 -134 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 19,850 -134 | 0 0 0 0 0
All Contracts Total 69,803 112,092 +928
Trading Day of the Exchange
05 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread 21 21 20 63
DEC-24/MAR-25 Calendar Spread 65 65 64 30
DEC-24/JUN-25 Calendar Spread -14 -14 -18 34
JAN-25/MAR-25 Calendar Spread 0 0 0 0
JAN-25/JUN-25 Calendar Spread 0 0 0 0
MAR-25/JUN-25 Calendar Spread 0 0 0 0
All Strategies Total 127
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded