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
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
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
21 NOV 2024, THURSDAY 22 NOV 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 |
| |
DEC-24 7.2443 7.2555 7.2373 7.2503 5944 | 7.2522 7.2641 7.2478 71891 7.2545 +0.0099 | 7.2641 6.8194 77835 15787 +1358
JAN-25 7.2365 7.2479 7.2301 7.2439 2062 | 7.2448 7.2567 7.2410 45109 7.2476 +0.0105 | 7.2567 6.9285 47171 5398 +529
FEB-25 7.2220 7.2242 7.2220 7.2242 6 | 7.2349 7.2349 7.2348 12 7.2378 +0.0114 | 7.2349 7.0654 18 184 +9
MAR-25 7.2153 7.2269 7.2088 7.2218 1990 | 7.2248 7.2375 7.2198 15200 7.2281 +0.0123 | 7.2375 6.8810 17190 5760 +749
JUN-25 7.1784 7.1900 7.1730 7.1870 129 | 7.1902 7.2000 7.1855 106 7.1937 +0.0140 | 7.2095 6.8521 235 2235 +18
SEP-25 7.1500 7.1500 7.1500 7.1500 1 | 7.1540 7.1650 7.1490 19 7.1567 +0.0147 | 7.1650 6.8418 20 472 +5
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1141 7.1172 7.1139 6 7.1221 +0.0145 | 7.1172 6.8101 6 354 +6
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0885 +0.0165 | 7.0820 6.7919 0 132 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0595 7.0595 7.0578 4 7.0555 +0.0129 | 7.0595 7.0578 4 4 +4
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0555 +0.0129 | 0.0000 0.0000 0 0 0
All Contracts Total 142479 30326 +2678
Trading Day of the Exchange
22 NOV 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0072 -0.0068 -0.0074 43380
DEC-24/FEB-25 Calendar Spread -0.0182 -0.0179 -0.0182 3
DEC-24/MAR-25 Calendar Spread -0.0286 -0.0263 -0.0286 12465
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 -0.0203 -0.0203 -0.0213 113
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 -0.0356 -0.0351 -0.0361 85
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 56046
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded