CASH-SETTLED MINI USD/CNH FUTURES DAILY MARKET REPORT (Final)
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or damage arising from any inaccuracies or omissions.
MCS - Mini USD/CNH Futures RMB2 per minimum fluctuation
Contract Size = USD$20,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
27 MAR 2024, WEDNESDAY 28 MAR 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 |
| |
APR-24 7.2491 7.2578 7.2491 7.2521 17 | 7.2555 7.2625 7.2428 486 7.2614 +0.0125 | 7.2701 7.1236 503 571 -13
MAY-24 0.0000 0.0000 0.0000 0.0000 0 | 7.2424 7.2424 7.2385 6 7.2521 +0.0139 | 7.2575 7.1462 6 81 -1
JUN-24 7.2266 7.2340 7.2250 7.2278 22 | 7.2300 7.2402 7.2176 610 7.2365 +0.0106 | 7.2460 7.0182 632 1520 -42
JUL-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2281 +0.0125 | 0.0000 0.0000 0 0 0
SEP-24 0.0000 0.0000 0.0000 0.0000 0 | 7.1746 7.1804 7.1746 15 7.1966 +0.0153 | 7.1930 6.9773 15 67 +15
DEC-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1517 +0.0135 | 7.1299 7.0000 0 22 0
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0925 +0.0125 | 7.0894 7.0894 0 1 0
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1256 +0.0125 | 0.0000 0.0000 0 0 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1256 +0.0125 | 0.0000 0.0000 0 0 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1256 +0.0125 | 0.0000 0.0000 0 0 0
All Contracts Total 1156 2262 -41
Trading Day of the Exchange
28 MAR 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUN-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUL-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/SEP-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/JUN-24 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/JUL-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 0.0000 0.0000 0.0000 0
JUN-24/SEP-24 Calendar Spread 0.0000 0.0000 0.0000 0
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/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
SEP-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
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 0.0000 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
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 0
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded