HANG SENG INDEX FUTURES DAILY MARKET REPORT (Final)
Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
accuracy and reliability of the information provided, but do not guarantee its accuracy and
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
or damage arising from any inaccuracies or omissions.
HSI - Hang Seng Index Futures HK$50 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
27 NOV 2025, THURSDAY 28 NOV 2025, FRIDAY
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-25 E X | P I R E | D 0 -15,964
DEC-25 25,936 25,972 25,881 25,935 6,101 | 25,975 26,008 25,807 56,415 25,895 -48 | 27,562 16,718 62,516 111,796 +500
JAN-26 0 0 0 0 0 | 26,033 26,080 25,886 443 25,966 -53 | 26,267 25,500 443 5,663 +345
FEB-26 0 0 0 0 0 | 0 0 0 0 26,033 -48 | 0 0 0 1,000 0
MAR-26 26,088 26,088 26,059 26,059 5 | 26,076 26,120 25,937 29 26,014 -49 | 27,601 19,001 34 3,278 +12
JUN-26 0 0 0 0 0 | 25,980 25,980 25,915 18 25,918 -51 | 27,000 15,980 18 1,489 0
SEP-26 0 0 0 0 0 | 0 0 0 0 25,874 -48 | 27,000 25,006 0 22 0
DEC-26 0 0 0 0 0 | 0 0 0 0 25,984 -48 | 26,536 16,695 0 756 0
JUN-27 0 0 0 0 0 | 0 0 0 0 25,932 -48 | 26,000 24,090 0 1 0
DEC-27 0 0 0 0 0 | 0 0 0 0 26,049 -48 | 20,300 18,300 0 101 0
JUN-28 - - - - - | 0 0 0 0 26,050 - | 0 0 0 0 -
DEC-28 0 0 0 0 0 | 0 0 0 0 26,129 -48 | 0 0 0 0 0
DEC-29 0 0 0 0 0 | 0 0 0 0 26,206 -49 | 0 0 0 0 0
DEC-30 0 0 0 0 0 | 0 0 0 0 26,284 -49 | 0 0 0 0 0
All Contracts Total 63,011 124,106 -15,107
Trading Day of the Exchange
28 NOV 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-25/JAN-26 Calendar Spread 78 78 73 83
DEC-25/MAR-26 Calendar Spread 120 120 120 10
DEC-25/JUN-26 Calendar Spread 25 25 23 15
JAN-26/MAR-26 Calendar Spread 0 0 0 0
JAN-26/JUN-26 Calendar Spread 0 0 0 0
MAR-26/JUN-26 Calendar Spread 0 0 0 0
All Strategies Total 108
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded