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
          06 DEC 2024, FRIDAY                                     09 DEC 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  |
                                                 |                                                    |
DEC-24    7,164   7,193   7,118   7,127   1,768  |   7,130   7,472   7,089  10,680    7,456     +287  |    8,476    5,828   12,448     3,084        -73
JAN-25    7,159   7,170   7,110   7,111      28  |   7,100   7,462   7,080     356    7,450     +291  |    7,462    6,913      384       210        +80
MAR-25    7,207   7,209   7,160   7,160      16  |   7,136   7,507   7,129      91    7,498     +291  |    8,509    5,859      107       288        +14
JUN-25    7,172   7,174   7,145   7,145       7  |   7,116   7,490   7,116      84    7,481     +291  |    7,758    6,851       91       177        +17

                                                                                          All Contracts Total               13,030     3,759        +38

                                       Trading Day of the Exchange
                                       09 DEC 2024, MONDAY   

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

DEC-24/JAN-25    Calendar Spread          -9         -8         -9       115
DEC-24/MAR-25    Calendar Spread          39         40         38        15
DEC-24/JUN-25    Calendar Spread          21         22         21        35
JAN-25/MAR-25    Calendar Spread           0          0          0         0
JAN-25/JUN-25    Calendar Spread          30         30         30         2
MAR-25/JUN-25    Calendar Spread         -17        -17        -17         5

                                       All Strategies Total              172


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded