RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
24 APR 2024, WEDNESDAY 25 APR 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 |
| |
MAY-24 7.2592 7.2671 7.2592 7.2671 9193 | 7.2660 7.2676 7.2552 31230 7.2552 -0.0039 | 7.2800 7.1385 40423 5476 -715
JUN-24 7.2497 7.2582 7.2497 7.2582 11753 | 7.2571 7.2589 7.2455 45898 7.2455 -0.0042 | 7.2691 6.6063 57651 18242 +561
JUL-24 7.2405 7.2485 7.2405 7.2480 3419 | 7.2478 7.2494 7.2365 3816 7.2366 -0.0030 | 7.2579 7.2196 7235 2288 +51
AUG-24 7.2292 7.2292 7.2263 7.2263 6 | 7.2337 7.2337 7.2272 58 7.2221 -0.0031 | 7.2337 7.2033 64 129 +61
SEP-24 7.2132 7.2208 7.2132 7.2207 1683 | 7.2211 7.2211 7.2106 2630 7.2105 -0.0023 | 7.2306 6.6241 4313 5903 -44
DEC-24 7.1765 7.1765 7.1765 7.1765 2 | 7.1808 7.1808 7.1703 101 7.1696 -0.0011 | 7.1878 6.8194 103 1836 +7
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1350 7.1350 7.1298 44 7.1302 +0.0006 | 7.1389 6.8964 44 548 +8
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0986 7.1024 7.0986 64 7.0983 +0.0048 | 7.1024 6.9000 64 221 +64
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0653 +0.0051 | 7.0990 6.9500 0 70 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0653 +0.0051 | 7.0552 7.0180 0 6 0
All Contracts Total 109897 34719 -7
Trading Day of the Exchange
25 APR 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0090 -0.0086 -0.0095 22868
MAY-24/JUL-24 Calendar Spread -0.0185 -0.0183 -0.0191 1776
MAY-24/AUG-24 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/SEP-24 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/JUL-24 Calendar Spread -0.0092 -0.0090 -0.0098 1222
JUN-24/AUG-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/SEP-24 Calendar Spread -0.0361 -0.0349 -0.0363 1646
JUN-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/AUG-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/SEP-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/SEP-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
SEP-24/DEC-24 Calendar Spread -0.0403 -0.0403 -0.0413 32
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
DEC-24/MAR-25 Calendar Spread -0.0408 -0.0408 -0.0408 2
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
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
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
SEP-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 27546
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded