MSCI CHINA A 50 CONNECT (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 18 APR 2024, THURSDAY 19 APR 2024, FRIDAY 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 | | | APR-24 1,948.40 1,953.60 1,946.00 1,950.80 157 | 1,953.60 1,953.60 1,924.60 1,287 1,929.20 -20.40 | 1,970.20 1,798.00 1,444 2,900 -448 MAY-24 1,947.20 1,948.00 1,944.40 1,946.00 144 | 1,947.80 1,949.40 1,918.00 17,691 1,925.00 -23.00 | 1,964.20 1,885.00 17,835 11,401 +142 JUN-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 2 1,920.20 -20.80 | 1,942.60 1,660.00 2 46 +2 SEP-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,901.80 -19.20 | 1,945.60 1,657.60 0 163 0 DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,904.60 -21.80 | 1,887.00 1,768.00 0 3 0 MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,896.20 -21.60 | 0.00 0.00 0 0 0 Total 19,281 14,513 -304 All Contracts Total 19,281 14,513 -304 Trading Day of the Exchange 19 APR 2024, FRIDAY Day Trading Session MCA - MSCI China A 50 Connect (USD) Index Futures Contract STRATEGY Open Daily Daily Volume Month Price High Low APR-24/MAY-24 Calendar Spread -2.60 -2.00 -4.00 134 APR-24/JUN-24 Calendar Spread -15.80 -15.80 -15.80 2 APR-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0 APR-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 APR-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0 Total 136 All Strategies Total 136 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded