MSCI TAIWAN (USD) 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.
Prev. Trading Day of the Exchange Trading Day of the Exchange
25 JUL 2024, THURSDAY 26 JUL 2024, FRIDAY
MTW - MSCI Taiwan (USD) Index Futures USD100 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-24 893.30 901.50 871.10 891.50 3,181 | 892.90 895.50 884.00 15,716 892.40 -1.20 | 1,008.20 847.60 18,897 17,279 -3,813
AUG-24 891.90 895.50 877.40 895.50 2,099 | 893.60 896.00 885.00 11,943 892.90 -1.40 | 989.00 877.40 14,042 14,911 +11,851
SEP-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 893.40 -1.60 | 965.00 741.40 0 11 0
DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 895.00 -2.20 | 0.00 0.00 0 0 0
MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 896.50 -2.80 | 0.00 0.00 0 0 0
JUN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 898.00 -3.40 | 0.00 0.00 0 0 0
Total 32,939 32,201 +8,038
All Contracts Total 32,939 32,201 +8,038
Trading Day of the Exchange
26 JUL 2024, FRIDAY
Day Trading Session
MTW - MSCI Taiwan (USD) Index Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread 1.00 1.00 0.50 4,574
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 4,574
All Strategies Total 4,574
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded