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
22 APR 2024, MONDAY 23 APR 2024, TUESDAY
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 5,834 5,892 5,807 5,892 1,409 | 5,887 5,973 5,860 6,387 5,971 +140 | 6,061 5,568 7,796 5,218 +244
MAY-24 5,844 5,894 5,815 5,890 82 | 5,884 5,976 5,863 481 5,974 +138 | 6,066 5,680 563 441 +43
JUN-24 5,781 5,860 5,780 5,860 5 | 5,856 5,930 5,830 69 5,939 +140 | 6,448 4,990 74 1,022 +7
SEP-24 5,722 5,782 5,705 5,781 9 | 5,784 5,852 5,755 48 5,866 +142 | 5,960 5,085 57 604 -31
All Contracts Total 8,490 7,285 +263
Trading Day of the Exchange
23 APR 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 3 4 3 13
APR-24/JUN-24 Calendar Spread -33 -33 -33 2
APR-24/SEP-24 Calendar Spread 0 0 0 0
MAY-24/JUN-24 Calendar Spread 0 0 0 0
MAY-24/SEP-24 Calendar Spread 0 0 0 0
JUN-24/SEP-24 Calendar Spread 0 0 0 0
All Strategies Total 15
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded