CASH-SETTLED MINI USD/CNH 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.
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
04 DEC 2024, WEDNESDAY 05 DEC 2024, THURSDAY
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 |
| |
DEC-24 7.2750 7.2750 7.2626 7.2662 115 | 7.2755 7.2792 7.2630 583 7.2661 -0.0106 | 7.3075 6.9258 698 1258 +175
JAN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2583 7.2583 7.2558 6 7.2534 -0.0106 | 7.2959 6.9590 6 281 -1
FEB-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2500 7.2500 7.2400 10 7.2417 -0.0098 | 7.2666 7.1600 10 19 -2
MAR-25 7.2401 7.2401 7.2300 7.2300 15 | 7.2404 7.2442 7.2345 395 7.2327 -0.0090 | 7.2731 6.8500 410 321 +4
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1960 -0.0089 | 7.2318 6.8800 0 62 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1620 7.1620 7.1603 4 7.1586 -0.0098 | 7.1895 6.8465 4 11 +4
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1183 -0.0106 | 7.1800 6.8300 0 9 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0967 -0.0106 | 7.1711 6.9275 0 30 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0967 -0.0106 | 7.0600 7.0600 0 2 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0967 -0.0106 | 0.0000 0.0000 0 0 0
All Contracts Total 1128 1993 +180
Trading Day of the Exchange
05 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/FEB-25 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
DEC-24/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-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
MAR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/SEP-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
JUN-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-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
SEP-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-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