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
17 OCT 2024, THURSDAY 18 OCT 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 |
| |
OCT-24 2,081.60 2,086.60 2,065.80 2,080.00 735 | 2,088.00 2,179.80 2,088.00 1,370 2,199.60 +117.80 | 2,610.00 1,738.60 2,105 1,573 -957
NOV-24 2,073.80 2,082.60 2,063.00 2,081.00 207 | 2,084.40 2,223.40 2,084.40 28,343 2,204.40 +124.80 | 2,585.20 1,820.80 28,550 8,360 +1,832
DEC-24 0.00 0.00 0.00 0.00 0 | 2,202.00 2,202.00 2,202.00 2 2,202.00 +115.40 | 2,563.80 1,768.00 2 81 -1
MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,213.80 +121.20 | 2,370.80 2,157.80 0 0 0
JUN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,217.40 +121.80 | 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 2,223.00 +122.00 | 1,836.80 1,836.80 0 2 0
Total 30,657 10,016 +874
All Contracts Total 30,657 10,016 +874
Trading Day of the Exchange
18 OCT 2024, FRIDAY
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 -2.80 10.60 -2.80 1,101
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 1,101
All Strategies Total 1,101
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded