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
25 JUL 2024, THURSDAY 26 JUL 2024, 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 |
| |
JUL-24 6,032 6,073 6,030 6,045 1,787 | 6,041 6,105 5,978 6,011 6,010 -19 | 6,583 5,978 7,798 4,560 -185
AUG-24 6,054 6,087 6,045 6,064 305 | 6,069 6,121 5,994 1,765 6,026 -19 | 6,598 5,994 2,070 1,067 +112
SEP-24 6,040 6,074 6,040 6,050 47 | 6,055 6,105 5,990 171 6,009 -25 | 6,915 5,085 218 1,470 +6
DEC-24 6,106 6,122 6,106 6,122 3 | 6,115 6,150 6,047 35 6,068 -24 | 6,983 6,047 38 247 +2
All Contracts Total 10,124 7,344 -65
Trading Day of the Exchange
26 JUL 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 16 17 13 285
JUL-24/SEP-24 Calendar Spread 1 1 -2 72
JUL-24/DEC-24 Calendar Spread 59 59 58 20
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 377
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded