MINI-HANG SENG CHINA ENTERPRISES 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. MCH - Mini-Hang Seng China Enterprises Index Futures HK$10 per index point Prev. Trading Day of the Exchange Trading Day of the Exchange 14 JUN 2024, FRIDAY 17 JUN 2024, MONDAY 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 6,355 6,360 6,302 6,305 1,377 | 6,317 6,440 6,276 6,220 6,371 +7 | 6,987 4,990 7,597 4,394 +38 JUL-24 6,270 6,270 6,233 6,237 73 | 6,245 6,365 6,208 228 6,299 +6 | 6,548 6,208 301 255 +58 SEP-24 6,275 6,275 6,231 6,245 27 | 6,222 6,346 6,205 47 6,298 +7 | 6,915 5,085 74 930 +22 DEC-24 6,336 6,336 6,290 6,290 8 | 6,271 6,420 6,271 34 6,358 +7 | 6,983 6,172 42 149 -8 All Contracts Total 8,014 5,728 +110 Trading Day of the Exchange 17 JUN 2024, MONDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low JUN-24/JUL-24 Calendar Spread -73 -73 -73 3 JUN-24/SEP-24 Calendar Spread 0 0 0 0 JUN-24/DEC-24 Calendar Spread 0 0 0 0 JUL-24/SEP-24 Calendar Spread 0 0 0 0 JUL-24/DEC-24 Calendar Spread 0 0 0 0 SEP-24/DEC-24 Calendar Spread 0 0 0 0 All Strategies Total 3 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded