MASI 20 index futures
Casablanca’s futures market opened on 2026-04-06 with contracts on the MASI 20 index (10 MAD per point, quarterly maturities). Every session comes from the exchange’s derivatives bulletin, receipted (SHA-256) and checked: each trade recomputes price × multiplier × quantity = value, subtotals and the total reconcile, and every price sits inside the day’s range.
- Session
- 28 Oct 2026
- MASI 20 (same-day close)
- 1,226.02
- Open interest
- 4,309
- Sessions with trades
- 57/131
| Contract | Settlement | Open interest | Contracts traded | Basis vs MASI 20 | Annualised basis | Delisting |
|---|---|---|---|---|---|---|
| FMASI20DEC26 | 1,224.20 | 2,089 | 0 | -1.8 pt · -0.15 % | -1.00 % | 21 Dec 2026 |
| FMASI20JUI27 | 1,219.00 | 700 | 0 | -7.0 pt · -0.57 % | -0.89 % | 21 Jun 2027 |
| FMASI20MAR27 | 1,221.40 | 1,280 | 0 | -4.6 pt · -0.38 % | -0.95 % | 22 Mar 2027 |
| FMASI20SEP27 | 1,217.00 | 240 | 0 | -9.0 pt · -0.74 % | -0.82 % | 20 Sept 2027 |
Basis = settlement − MASI 20 close of the same session. Annualised to the delisting date (Monday after the third Friday of the contract month, as in the admission notices). Without trades the close is a theoretical price.
Session
| Session | Contracts traded | Trades | Value (MAD) | Open interest | SHA-256 |
|---|---|---|---|---|---|
| 28 Oct 2026 | 0 | 0 | 0 | 4,309 | 62cb081c26df… |
| 27 Oct 2026 | 0 | 0 | 0 | 4,309 | 58df893cf816… |
| 26 Oct 2026 | 630 | 14 | 7.7m | 4,309 | d0cc201351e7… |
| 23 Oct 2026 | 0 | 0 | 0 | 3,889 | fc1ead2cc76c… |
| 22 Oct 2026 | 150 | 3 | 1.8m | 3,889 | c343d4ffad1f… |
| 21 Oct 2026 | 5 | 1 | 61k | 3,839 | bd3226cccbf7… |
| 20 Oct 2026 | 14 | 2 | 170k | 3,839 | b396c2f1cc9a… |
| 19 Oct 2026 | 520 | 11 | 6.3m | 3,839 | 70bcf47b0298… |
| 16 Oct 2026 | 0 | 0 | 0 | 3,519 | 57aaed77aa85… |
| 15 Oct 2026 | 0 | 0 | 0 | 3,519 | 9a8e93199a31… |
| 14 Oct 2026 | 90 | 2 | 1.1m | 3,519 | f7803b4a3974… |
| 13 Oct 2026 | 0 | 0 | 0 | 3,459 | d892bac5ab80… |
| 12 Oct 2026 | 0 | 0 | 0 | 3,459 | f8033fd8265f… |
| 9 Oct 2026 | 0 | 0 | 0 | 3,459 | 70f3dc28f326… |
| 8 Oct 2026 | 0 | 0 | 0 | 3,459 | 235ac7561ade… |
| 7 Oct 2026 | 240 | 4 | 2.9m | 3,459 | 762303f39e57… |
| 6 Oct 2026 | 60 | 1 | 731k | 3,279 | e8d244b52205… |
| 2 Oct 2026 | 280 | 7 | 3.6m | 3,049 | 0366d5b9eb96… |
| 1 Oct 2026 | 530 | 12 | 6.8m | 2,829 | 2ea212634805… |
| 30 Sept 2026 | 0 | 0 | 0 | 2,379 | 5a96bd2cfe95… |
| 29 Sept 2026 | 60 | 1 | 768.5k | 2,379 | 79c5c52e33da… |
| 28 Sept 2026 | 0 | 0 | 0 | 2,379 | b30a9be5ef91… |
| 25 Sept 2026 | 70 | 2 | 902.6k | 2,379 | 4f0e43bc5a10… |
| 24 Sept 2026 | 110 | 2 | 1.4m | 2,309 | cc1daba5c05b… |
| 23 Sept 2026 | 310 | 7 | 4m | 2,199 | 210907094c14… |
| 22 Sept 2026 | 50 | 1 | 655.7k | 1,959 | e344e938c8cf… |
| 21 Sept 2026 | 220 | 4 | 2.9m | 1,909 | 95a3c774db5c… |
| 18 Sept 2026 | 520 | 9 | 6.8m | 3,494 | 1f65836d1070… |
| 16 Sept 2026 | 120 | 3 | 1.6m | 3,324 | da5854620fa8… |
| 15 Sept 2026 | 30 | 1 | 396.8k | 3,204 | 66351d8fcac6… |
syznn-futures@1.0.0 · bcfrd-v1.0.0
As JSON: /api/v1/derivatives