CASH-SETTLED INR/USD 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. UIN - INR/USD Futures USD2 per minimum fluctuation Contract Size = INR2,000,000 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 | | | JUL-24 119.38 119.38 119.31 119.34 423 | 119.38 119.45 119.38 1455 119.43 +0.05 | 120.26 119.31 1878 1180 +502 AUG-24 119.21 119.24 119.21 119.22 405 | 119.30 119.31 119.30 1498 119.31 +0.03 | 119.73 119.21 1903 1105 +355 SEP-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.22 +0.05 | 0.00 0.00 0 0 0 OCT-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.18 +0.05 | 0.00 0.00 0 0 0 NOV-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.18 +0.05 | 0.00 0.00 0 0 0 DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.18 +0.05 | 0.00 0.00 0 0 0 MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.18 +0.05 | 0.00 0.00 0 0 0 JUN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.18 +0.05 | 0.00 0.00 0 0 0 All Contracts Total 3781 2285 +857 Trading Day of the Exchange 26 JUL 2024, FRIDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low JUL-24/AUG-24 Calendar Spread -0.11 -0.11 -0.12 1260 JUL-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0 JUL-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 AUG-24/SEP-24 Calendar Spread 0.00 0.00 0.00 0 AUG-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 SEP-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 All Strategies Total 1260 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded