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
                         11 JUN 2024, TUESDAY                                                   12 JUN 2024, WEDNESDAY

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  |
                                                                |                                                                      |
JUN-24    1,948.40   1,949.60   1,944.00   1,946.60        354  |   1,950.20   1,958.40   1,944.20      5,733    1,951.40       +1.00  |    2,051.60    1,660.00       6,087        9,975           -74
JUL-24        0.00       0.00       0.00       0.00          0  |   1,932.80   1,938.80   1,932.80         29    1,933.20        0.00  |    2,024.20    1,928.60          29          120            +4
SEP-24        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    1,935.60       +1.00  |    2,015.00    1,657.60           0          171             0
DEC-24        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    1,926.80       +1.00  |    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    1,925.40       +1.00  |        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    1,916.60       +1.00  |        0.00        0.00           0            0             0

                                                                                                                                                         Total         6,116       10,269           -70


                                                                                                                                           All Contracts Total         6,116       10,269           -70

                                             Trading Day of the Exchange
                                             12 JUN 2024, WEDNESDAY

                                             Day Trading Session

MCA - MSCI China A 50 Connect (USD) Index Futures

Contract         STRATEGY                 Open          Daily         Daily       Volume 
Month                                     Price          High           Low

JUN-24/JUL-24    Calendar Spread         -17.00        -17.00        -17.40           26
JUN-24/SEP-24    Calendar Spread           0.00          0.00          0.00            0
JUN-24/DEC-24    Calendar Spread           0.00          0.00          0.00            0
JUN-24/MAR-25    Calendar Spread           0.00          0.00          0.00            0
JUN-24/JUN-25    Calendar Spread           0.00          0.00          0.00            0

                                                               Total                  26


                                                All Strategies Total                  26


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded