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 15 OCT 2024, TUESDAY 16 OCT 2024, WEDNESDAY 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 7,289 7,358 7,173 7,173 4,516 | 7,196 7,382 7,196 11,402 7,267 -20 | 8,417 5,936 15,918 5,449 -78 NOV-24 7,319 7,382 7,200 7,200 60 | 7,251 7,404 7,233 236 7,290 -21 | 8,440 7,200 296 473 +56 DEC-24 7,316 7,395 7,259 7,279 47 | 7,250 7,425 7,250 47 7,311 -20 | 8,476 5,828 94 1,989 +1 MAR-25 7,300 7,300 7,270 7,270 4 | 7,300 7,396 7,300 5 7,354 -20 | 8,509 5,859 9 216 +3 All Contracts Total 16,317 8,127 -18 Trading Day of the Exchange 16 OCT 2024, WEDNESDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low OCT-24/NOV-24 Calendar Spread 22 22 22 3 OCT-24/DEC-24 Calendar Spread 0 0 0 0 OCT-24/MAR-25 Calendar Spread 0 0 0 0 NOV-24/DEC-24 Calendar Spread 0 0 0 0 NOV-24/MAR-25 Calendar Spread 0 0 0 0 DEC-24/MAR-25 Calendar Spread 0 0 0 0 All Strategies Total 3 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded