MSCI CHINA A 50 CONNECT (USD) INDEX FUTURES DAILY MARKET REPORT (Final) Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the accuracy and reliability of the information provided, but do not guarantee its accuracy and reliability and accept no liability (whether in tort or contract or otherwise) for any loss or damage arising from any inaccuracies or omissions. Prev. Trading Day of the Exchange Trading Day of the Exchange 05 NOV 2024, TUESDAY 06 NOV 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 | | | NOV-24 2,211.20 2,216.40 2,203.80 2,212.40 1,208 | 2,200.60 2,216.60 2,162.20 15,193 2,180.20 -29.00 | 2,585.20 1,820.80 16,401 8,773 +261 DEC-24 0.00 0.00 0.00 0.00 0 | 2,199.60 2,208.80 2,170.00 74 2,182.80 -30.40 | 2,563.80 1,768.00 74 198 +17 MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,193.20 -29.80 | 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 2,193.00 -29.20 | 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 2,198.80 -29.20 | 1,836.80 1,836.80 0 2 0 DEC-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 2,204.00 -29.40 | 0.00 0.00 0 0 0 Total 16,475 8,973 +278 All Contracts Total 16,475 8,973 +278 Trading Day of the Exchange 06 NOV 2024, WEDNESDAY Day Trading Session MCA - MSCI China A 50 Connect (USD) Index Futures Contract STRATEGY Open Daily Daily Volume Month Price High Low NOV-24/DEC-24 Calendar Spread 2.60 2.80 2.60 54 NOV-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0 NOV-24/JUN-25 Calendar Spread 0.00 0.00 0.00 0 NOV-24/SEP-25 Calendar Spread 0.00 0.00 0.00 0 NOV-24/DEC-25 Calendar Spread 0.00 0.00 0.00 0 Total 54 All Strategies Total 54 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded