MSCI CHINA A 50 CONNECT (USD) INDEX FUTURES DAILY MARKET REPORT (Final)
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Prev. Trading Day of the Exchange Trading Day of the Exchange
23 SEP 2024, MONDAY 24 SEP 2024, TUESDAY
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 |
| |
OCT-24 1,809.20 1,816.40 1,809.20 1,815.40 4,110 | 1,815.00 1,908.20 1,815.00 19,721 1,907.20 +99.20 | 1,908.20 1,738.60 23,831 9,521 +1,090
NOV-24 0.00 0.00 0.00 0.00 0 | 1,836.20 1,894.20 1,820.80 85 1,904.60 +99.80 | 1,894.20 1,820.80 85 44 +41
DEC-24 1,816.00 1,816.00 1,816.00 1,816.00 3 | 1,833.60 1,877.80 1,833.60 6 1,908.20 +97.40 | 2,000.00 1,768.00 9 51 0
MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,902.20 +99.00 | 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 1,899.40 +98.80 | 0.00 0.00 0 0 0
SEP-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 1,896.20 +98.60 | 1,836.80 1,836.80 0 2 0
Total 23,925 9,618 +1,131
All Contracts Total 23,925 9,618 +1,131
Trading Day of the Exchange
24 SEP 2024, TUESDAY
Day Trading Session
MCA - MSCI China A 50 Connect (USD) Index Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread -2.00 -1.80 -2.00 42
OCT-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
OCT-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
OCT-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
OCT-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0
Total 42
All Strategies Total 42
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded