MSCI INDIA (USD) INDEX FUTURES DAILY MARKET REPORT (Final)

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                         Prev. Trading Day of the Exchange                                      Trading Day of the Exchange
                         05 JUN 2023, MONDAY                                                    06 JUN 2023, TUESDAY  

MND - MSCI India (USD) Index Futures USD20 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  |
                                                                |                                                                      |
JUN-23    2,086.05   2,086.05   2,085.00   2,085.00         33  |   2,086.65   2,090.10   2,076.60      4,805    2,088.15       -4.90  |    2,095.00    2,008.50       4,838        3,109           -15
JUL-23        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00      4,006    2,092.90       -5.00  |    2,064.75    2,064.75       4,006          320           +85
SEP-23        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    2,089.65       -4.90  |        0.00        0.00           0            0             0
DEC-23        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    2,090.45       -4.90  |        0.00        0.00           0            0             0
MAR-24        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    2,090.80       -4.90  |        0.00        0.00           0            0             0
JUN-24        0.00       0.00       0.00       0.00          0  |       0.00       0.00       0.00          0    2,090.85       -4.90  |        0.00        0.00           0            0             0

                                                                                                                                                         Total         8,844        3,429           +70


                                                                                                                                           All Contracts Total         8,844        3,429           +70

                                             Trading Day of the Exchange
                                             06 JUN 2023, TUESDAY  

                                             Day Trading Session

MND - MSCI India (USD) Index Futures

Contract         STRATEGY                 Open          Daily         Daily       Volume 
Month                                     Price          High           Low

JUN-23/JUL-23    Calendar Spread           4.75          4.80          4.70        4,006
JUN-23/SEP-23    Calendar Spread           0.00          0.00          0.00            0
JUN-23/DEC-23    Calendar Spread           0.00          0.00          0.00            0
JUN-23/MAR-24    Calendar Spread           0.00          0.00          0.00            0
JUN-23/JUN-24    Calendar Spread           0.00          0.00          0.00            0

                                                               Total               4,006


                                                All Strategies Total               4,006


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded