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
          18 APR 2024, THURSDAY                                   19 APR 2024, FRIDAY   

          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    5,799   5,829   5,781   5,800   1,465  |   5,775   5,775   5,676   7,360    5,758      -41  |    6,061    5,568    8,825     4,969        +89
MAY-24    5,800   5,825   5,788   5,806      53  |   5,764   5,764   5,680     461    5,762      -44  |    6,066    5,680      514       414         -9
JUN-24    5,780   5,789   5,775   5,775       3  |   5,700   5,725   5,650      54    5,724      -45  |    6,448    4,990       57     1,032         +7
SEP-24    5,685   5,715   5,679   5,692      14  |   5,619   5,648   5,571      60    5,646      -48  |    5,960    5,085       74       654        +13

                                                                                          All Contracts Total                9,470     7,069       +100

                                       Trading Day of the Exchange
                                       19 APR 2024, FRIDAY   

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

APR-24/MAY-24    Calendar Spread           4          4          4         1
APR-24/JUN-24    Calendar Spread           0          0          0         0
APR-24/SEP-24    Calendar Spread        -109       -109       -109         8
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                9


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded