CASH-SETTLED MINI USD/CNH 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. MCS - Mini USD/CNH Futures RMB2 per minimum fluctuation Contract Size = USD$20,000 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 -445 AUG-24 7.2590 7.2590 7.2576 7.2576 4 | 7.2644 7.2715 7.2632 182 7.2711 +0.0098 | 7.2911 7.1698 186 196 +39 SEP-24 7.2444 7.2462 7.2415 7.2462 183 | 7.2504 7.2577 7.2493 569 7.2572 +0.0113 | 7.2788 6.9773 752 1250 +214 OCT-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2426 +0.0101 | 0.0000 0.0000 0 0 0 NOV-24 - - - - - | 0.0000 0.0000 0.0000 0 7.2272 - | 0.0000 0.0000 0 0 - DEC-24 7.1983 7.1983 7.1983 7.1983 3 | 7.2070 7.2088 7.2070 24 7.2117 +0.0100 | 7.2319 7.0000 27 263 -6 MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1701 7.1710 7.1701 15 7.1699 +0.0094 | 7.1869 7.0883 15 152 +15 JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1319 +0.0087 | 0.0000 0.0000 0 0 0 SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0839 +0.0098 | 0.0000 0.0000 0 0 0 DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0595 +0.0098 | 7.1800 7.0300 0 10 0 MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0595 +0.0098 | 0.0000 0.0000 0 0 0 All Contracts Total 980 1871 -183 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 0.0000 0.0000 0.0000 0 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 0.0000 0.0000 0.0000 0 SEP-24/NOV-24 Calendar Spread 0.0000 0.0000 0.0000 0 SEP-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0 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 0 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded