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
21 AUG 2024, WEDNESDAY 22 AUG 2024, THURSDAY
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 |
| |
AUG-24 6,134 6,196 6,134 6,191 1,526 | 6,188 6,239 6,132 6,410 6,228 +93 | 6,598 5,783 7,936 4,514 +444
SEP-24 6,113 6,168 6,111 6,165 144 | 6,170 6,208 6,106 556 6,200 +92 | 6,915 5,085 700 2,298 +232
DEC-24 6,163 6,218 6,163 6,218 5 | 6,215 6,258 6,158 31 6,254 +94 | 6,983 5,828 36 270 +4
MAR-25 6,256 6,256 6,242 6,242 2 | 6,249 6,289 6,195 36 6,289 +95 | 6,348 5,859 38 62 +3
All Contracts Total 8,710 7,144 +683
Trading Day of the Exchange
22 AUG 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -27 -27 -27 51
AUG-24/DEC-24 Calendar Spread 25 25 23 8
AUG-24/MAR-25 Calendar Spread 61 61 59 15
SEP-24/DEC-24 Calendar Spread 54 54 54 1
SEP-24/MAR-25 Calendar Spread 0 0 0 0
DEC-24/MAR-25 Calendar Spread 0 0 0 0
All Strategies Total 75
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded