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
11 DEC 2024, WEDNESDAY 12 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 7.2815 7.2831 7.2623 7.2821 3548 | 7.2720 7.2741 7.2563 12071 7.2691 -0.0130 | 7.3074 6.8194 15619 2284 -889
JAN-25 7.2729 7.2755 7.2554 7.2746 4769 | 7.2657 7.2675 7.2500 117195 7.2631 -0.0101 | 7.2971 6.9285 121964 3328 +158
FEB-25 7.2604 7.2625 7.2488 7.2625 96 | 7.2602 7.2602 7.2434 112489 7.2549 -0.0100 | 7.2840 7.0654 112585 577 +175
MAR-25 7.2572 7.2613 7.2413 7.2608 4586 | 7.2542 7.2547 7.2354 17367 7.2488 -0.0087 | 7.2757 6.8810 21953 13484 -786
JUN-25 7.2226 7.2226 7.2099 7.2156 54 | 7.2179 7.2179 7.2070 289 7.2159 -0.0088 | 7.2400 6.8521 343 3007 +281
SEP-25 7.1784 7.1833 7.1784 7.1833 12 | 7.1820 7.1820 7.1700 36 7.1792 -0.0106 | 7.2009 6.8418 48 855 +27
DEC-25 7.1500 7.1501 7.1436 7.1501 21 | 7.1430 7.1490 7.1387 26 7.1451 -0.0099 | 7.1650 6.8101 47 620 +5
MAR-26 7.1111 7.1111 7.1111 7.1111 5 | 7.1130 7.1130 7.1081 9 7.1110 -0.0112 | 7.1313 6.7919 14 173 +7
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0814 7.0828 7.0814 2 7.0842 -0.0100 | 7.1096 7.0350 2 34 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0842 -0.0100 | 0.0000 0.0000 0 0 0
All Contracts Total 272575 24362 -1021
Trading Day of the Exchange
12 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0065 -0.0051 -0.0069 175
DEC-24/FEB-25 Calendar Spread -0.0151 -0.0141 -0.0155 16
DEC-24/MAR-25 Calendar Spread -0.0190 -0.0184 -0.0217 669
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 -0.0073 -0.0073 -0.0091 112269
JAN-25/MAR-25 Calendar Spread -0.0130 -0.0130 -0.0155 2022
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 -0.0055 -0.0055 -0.0060 9
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 -0.0329 -0.0328 -0.0329 9
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 115169
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded