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
16 MAY 2024, THURSDAY 17 MAY 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 |
| |
MAY-24 2,009.60 2,013.80 2,006.40 2,009.80 96 | 2,011.80 2,021.40 2,007.60 1,198 2,020.60 +12.40 | 2,032.20 1,885.00 1,294 5,752 -377
JUN-24 2,003.40 2,009.00 2,001.60 2,007.80 62 | 2,008.00 2,041.40 2,002.20 14,297 2,038.80 +36.80 | 2,041.40 1,660.00 14,359 13,117 -456
SEP-24 0.00 0.00 0.00 0.00 0 | 2,005.00 2,015.00 2,005.00 12 2,016.40 +32.00 | 2,015.00 1,657.60 12 166 +1
DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,013.40 +35.00 | 2,000.00 1,768.00 0 3 0
MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,011.80 +33.60 | 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 2,002.60 +33.40 | 0.00 0.00 0 0 0
Total 15,665 19,038 -832
All Contracts Total 15,665 19,038 -832
Trading Day of the Exchange
17 MAY 2024, FRIDAY
Day Trading Session
MCA - MSCI China A 50 Connect (USD) Index Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -5.20 5.00 -6.20 784
MAY-24/SEP-24 Calendar Spread -16.20 -14.00 -16.20 6
MAY-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0
MAY-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0
MAY-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0
Total 790
All Strategies Total 790
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded