RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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accuracy and reliability of the information provided, but do not guarantee its accuracy and
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or damage arising from any inaccuracies or omissions.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
15 JUL 2024, MONDAY 16 JUL 2024, TUESDAY
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 |
| |
JUL-24 E X | P I R E | D 0 -528
AUG-24 7.2595 7.2626 7.2545 7.2612 1365 | 7.2617 7.2718 7.2616 16749 7.2710 +0.0112 | 7.2919 7.1221 18114 4744 -247
SEP-24 7.2456 7.2490 7.2404 7.2473 6599 | 7.2479 7.2580 7.2479 28386 7.2573 +0.0110 | 7.2791 6.6241 34985 20177 +1123
OCT-24 7.2313 7.2313 7.2294 7.2301 824 | 7.2374 7.2438 7.2374 1097 7.2429 +0.0102 | 7.2643 7.2144 1921 1036 +181
NOV-24 - - - - - | 0.0000 0.0000 0.0000 0 7.2262 - | 0.0000 0.0000 0 0 -
DEC-24 7.2007 7.2041 7.1957 7.2028 3325 | 7.2034 7.2133 7.2031 5698 7.2127 +0.0098 | 7.2332 6.8194 9023 7273 +211
MAR-25 7.1584 7.1584 7.1584 7.1584 1 | 7.1636 7.1700 7.1635 4 7.1704 +0.0099 | 7.1798 6.8964 5 1743 -2
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1334 +0.0107 | 7.1352 6.9000 0 498 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1069 +0.0076 | 7.1126 6.9500 0 120 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0829 +0.0091 | 7.0900 6.9700 0 47 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0829 +0.0091 | 0.0000 0.0000 0 1 0
All Contracts Total 64048 35639 +738
Trading Day of the Exchange
16 JUL 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -0.0139 -0.0133 -0.0139 11758
AUG-24/OCT-24 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/NOV-24 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/OCT-24 Calendar Spread -0.0141 -0.0135 -0.0145 1016
SEP-24/NOV-24 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/DEC-24 Calendar Spread -0.0453 -0.0438 -0.0453 4391
SEP-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/NOV-24 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 17165
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded