MINI-HANG SENG CHINA ENTERPRISES INDEX FUTURES DAILY MARKET REPORT (Final)
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MCH - Mini-Hang Seng China Enterprises Index Futures HK$10 per index point
Prev. Trading Day of the Exchange Trading Day of the Exchange
15 JUL 2024, MONDAY 16 JUL 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 |
| |
JUL-24 6,434 6,437 6,358 6,371 1,415 | 6,376 6,392 6,311 5,089 6,317 -119 | 6,583 6,181 6,504 3,992 +221
AUG-24 6,453 6,453 6,375 6,388 59 | 6,385 6,408 6,330 180 6,334 -117 | 6,598 6,210 239 164 +19
SEP-24 6,437 6,437 6,362 6,363 29 | 6,353 6,387 6,311 40 6,318 -120 | 6,915 5,085 69 1,305 +32
DEC-24 6,454 6,454 6,434 6,434 3 | 6,410 6,412 6,383 15 6,382 -118 | 6,983 6,172 18 206 +11
All Contracts Total 6,830 5,667 +283
Trading Day of the Exchange
16 JUL 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 18 18 18 2
JUL-24/SEP-24 Calendar Spread 0 0 0 6
JUL-24/DEC-24 Calendar Spread 0 0 0 0
AUG-24/SEP-24 Calendar Spread 0 0 0 0
AUG-24/DEC-24 Calendar Spread 0 0 0 0
SEP-24/DEC-24 Calendar Spread 0 0 0 0
All Strategies Total 8
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded