RMB CURRENCY 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.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
25 JUL 2024, THURSDAY 26 JUL 2024, FRIDAY
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 7.2088 7.2374 7.2070 7.2350 2835 | 7.2293 7.2524 7.2219 17939 7.2481 +0.0386 | 7.2919 7.1221 20774 4930 +1124
SEP-24 7.1955 7.2235 7.1930 7.2204 13416 | 7.2158 7.2378 7.2066 30679 7.2330 +0.0374 | 7.2791 6.6241 44095 18895 +2463
OCT-24 7.1816 7.2089 7.1796 7.2068 311 | 7.2103 7.2232 7.1926 1787 7.2191 +0.0372 | 7.2643 7.1685 2098 2704 +53
NOV-24 7.1640 7.1843 7.1640 7.1793 179 | 7.1804 7.2056 7.1766 136 7.2018 +0.0373 | 7.2361 7.1538 315 608 -15
DEC-24 7.1512 7.1781 7.1485 7.1752 8325 | 7.1604 7.1925 7.1604 3609 7.1881 +0.0369 | 7.2332 6.8194 11934 10757 +1075
MAR-25 7.1225 7.1287 7.1133 7.1284 12 | 7.1349 7.1481 7.1185 162 7.1446 +0.0365 | 7.1830 6.8964 174 1995 +46
JUN-25 7.0845 7.0939 7.0845 7.0939 4 | 7.0876 7.1088 7.0876 66 7.1062 +0.0369 | 7.1431 6.9000 70 697 +42
SEP-25 7.0600 7.0600 7.0600 7.0600 2 | 7.0580 7.0580 7.0580 20 7.0777 +0.0362 | 7.1126 6.9500 22 185 +22
DEC-25 7.0223 7.0510 7.0223 7.0510 3 | 7.0532 7.0532 7.0532 10 7.0605 +0.0405 | 7.0931 6.9700 13 118 +11
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0605 +0.0505 | 7.0480 7.0201 0 4 0
All Contracts Total 79495 40893 +4821
Trading Day of the Exchange
26 JUL 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -0.0139 -0.0139 -0.0153 7462
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 -0.0139 -0.0146 771
SEP-24/NOV-24 Calendar Spread -0.0314 -0.0312 -0.0314 40
SEP-24/DEC-24 Calendar Spread -0.0445 -0.0444 -0.0456 1420
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 9693
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded