CASH-SETTLED MINI USD/CNH FUTURES DAILY MARKET REPORT (Final)
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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
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 7.2089 7.2350 7.2083 7.2324 135 | 7.2323 7.2511 7.2237 556 7.2484 +0.0388 | 7.2911 7.1698 691 438 +36
SEP-24 7.1948 7.2223 7.1934 7.2215 559 | 7.2225 7.2370 7.2078 2203 7.2332 +0.0379 | 7.2788 6.9773 2762 3167 +194
OCT-24 7.2021 7.2021 7.2021 7.2021 5 | 7.2141 7.2141 7.2137 10 7.2191 +0.0421 | 7.2516 7.1701 15 60 +15
NOV-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2020 +0.0419 | 0.0000 0.0000 0 0 0
DEC-24 7.1639 7.1639 7.1635 7.1635 3 | 7.1714 7.1919 7.1714 31 7.1879 +0.0417 | 7.2319 7.0000 34 525 -10
MAR-25 7.1250 7.1250 7.1250 7.1250 3 | 7.1217 7.1427 7.1217 33 7.1446 +0.0413 | 7.1869 7.0883 36 197 +20
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1062 +0.0411 | 7.1330 7.1330 0 1 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0612 +0.0388 | 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 7.0368 +0.0388 | 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 7.0368 +0.0388 | 0.0000 0.0000 0 0 0
All Contracts Total 3538 4398 +255
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 0.0000 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