RMB CURRENCY 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
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or damage arising from any inaccuracies or omissions.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
19 JUL 2024, FRIDAY 22 JUL 2024, MONDAY
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 7.2708 7.2733 7.2660 7.2712 2348 | 7.2747 7.2838 7.2737 40450 7.2817 +0.0105 | 7.2919 7.1221 42798 5995 -266
SEP-24 7.2562 7.2588 7.2516 7.2571 11414 | 7.2600 7.2695 7.2585 53985 7.2676 +0.0113 | 7.2791 6.6241 65399 19363 +1290
OCT-24 7.2391 7.2441 7.2370 7.2436 938 | 7.2465 7.2548 7.2455 2430 7.2537 +0.0113 | 7.2643 7.2144 3368 1547 +41
NOV-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 310 7.2358 +0.0116 | 7.2194 7.2122 310 200 +90
DEC-24 7.2089 7.2127 7.2057 7.2113 6759 | 7.2134 7.2239 7.2129 6347 7.2223 +0.0131 | 7.2332 6.8194 13106 8349 +289
MAR-25 7.1651 7.1651 7.1650 7.1650 8 | 7.1700 7.1781 7.1700 18 7.1787 +0.0122 | 7.1798 6.8964 26 1772 +3
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1316 7.1402 7.1316 22 7.1398 +0.0104 | 7.1409 6.9000 22 541 +2
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1073 +0.0093 | 7.1126 6.9500 0 161 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0883 +0.0132 | 7.0900 6.9700 0 67 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0883 +0.0132 | 0.0000 0.0000 0 1 0
All Contracts Total 125029 37996 +1449
Trading Day of the Exchange
22 JUL 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -0.0150 -0.0138 -0.0157 31352
AUG-24/OCT-24 Calendar Spread -0.0292 -0.0281 -0.0292 24
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 -0.0142 -0.0140 -0.0151 1976
SEP-24/NOV-24 Calendar Spread -0.0322 -0.0322 -0.0324 200
SEP-24/DEC-24 Calendar Spread -0.0463 -0.0452 -0.0469 4449
SEP-24/MAR-25 Calendar Spread -0.0904 -0.0904 -0.0904 2
SEP-24/JUN-25 Calendar Spread -0.1286 -0.1286 -0.1288 6
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 -0.0138 -0.0138 -0.0139 110
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 -0.0386 -0.0386 -0.0386 2
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 38121
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded