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
          19 JUL 2024, FRIDAY                                     22 JUL 2024, MONDAY   

          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    6,169   6,198   6,159   6,174   1,342  |   6,190   6,283   6,128   5,332    6,260      +92  |    6,583    6,128    6,674     4,743        +61
AUG-24    6,180   6,212   6,179   6,189      39  |   6,208   6,297   6,144     366    6,275      +91  |    6,598    6,144      405       295        +10
SEP-24    6,172   6,178   6,172   6,172       4  |   6,199   6,280   6,135     101    6,260      +93  |    6,915    5,085      105     1,365        -14
DEC-24        0       0       0       0       0  |   6,212   6,319   6,194      22    6,322      +92  |    6,983    6,172       22       214         -2

                                                                                          All Contracts Total                7,206     6,617        +55

                                       Trading Day of the Exchange
                                       22 JUL 2024, MONDAY   

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JUL-24/AUG-24    Calendar Spread           0          0          0         0
JUL-24/SEP-24    Calendar Spread          -3         -2         -3        14
JUL-24/DEC-24    Calendar Spread          62         62         62         7
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               21


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded