MSCI CHINA A 50 CONNECT (USD) INDEX FUTURES DAILY MARKET REPORT (Final)
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Prev. Trading Day of the Exchange Trading Day of the Exchange
15 JUL 2024, MONDAY 16 JUL 2024, TUESDAY
MCA - MSCI China A 50 Connect (USD) Index Futures USD25 per index point
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 |
| |
JUL-24 1,961.00 1,964.00 1,952.80 1,953.20 839 | 1,954.20 1,974.40 1,952.00 9,316 1,972.80 +11.60 | 2,024.20 1,903.80 10,155 6,430 -1,490
AUG-24 1,961.00 1,961.00 1,950.40 1,950.40 294 | 1,950.00 1,970.20 1,950.00 3,570 1,968.60 +11.20 | 1,970.20 1,901.60 3,864 3,478 +1,192
SEP-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,960.00 +11.60 | 2,015.00 1,657.60 0 174 0
DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,956.80 +11.60 | 2,000.00 1,768.00 0 3 0
MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,949.20 +11.40 | 0.00 0.00 0 0 0
JUN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,940.40 +11.40 | 0.00 0.00 0 0 0
Total 14,019 10,085 -298
All Contracts Total 14,019 10,085 -298
Trading Day of the Exchange
16 JUL 2024, TUESDAY
Day Trading Session
MCA - MSCI China A 50 Connect (USD) Index Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread -3.20 -3.20 -4.80 2,689
JUL-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0
JUL-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
JUL-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
JUL-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
Total 2,689
All Strategies Total 2,689
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded