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
25 APR 2024, THURSDAY 26 APR 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 |
| |
MAY-24 7.2556 7.2622 7.2470 7.2495 3086 | 7.2526 7.2540 7.2428 14182 7.2523 -0.0029 | 7.2800 7.1385 17268 6979 +1503
JUN-24 7.2460 7.2527 7.2375 7.2400 6933 | 7.2421 7.2432 7.2298 36224 7.2399 -0.0056 | 7.2691 6.6063 43157 17240 -1002
JUL-24 7.2370 7.2430 7.2280 7.2310 2432 | 7.2328 7.2328 7.2198 3694 7.2295 -0.0071 | 7.2579 7.2196 6126 2310 +22
AUG-24 7.2273 7.2279 7.2268 7.2268 11 | 7.2164 7.2164 7.2093 58 7.2154 -0.0067 | 7.2337 7.2033 69 122 -7
SEP-24 7.2122 7.2169 7.2023 7.2023 1218 | 7.2070 7.2070 7.1934 5736 7.2028 -0.0077 | 7.2306 6.6241 6954 6578 +675
DEC-24 7.1722 7.1757 7.1626 7.1626 30 | 7.1629 7.1632 7.1543 114 7.1632 -0.0064 | 7.1878 6.8194 144 1837 +1
MAR-25 7.1298 7.1298 7.1230 7.1230 59 | 7.1257 7.1259 7.1200 8 7.1217 -0.0085 | 7.1389 6.8964 67 556 +8
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0872 -0.0111 | 7.1024 6.9000 0 221 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0517 7.0517 7.0517 1 7.0501 -0.0152 | 7.0990 6.9500 1 71 +1
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0501 -0.0152 | 7.0552 7.0180 0 6 0
All Contracts Total 73786 35920 +1201
Trading Day of the Exchange
26 APR 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0096 -0.0096 -0.0134 5283
MAY-24/JUL-24 Calendar Spread -0.0200 -0.0200 -0.0235 559
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 -0.0096 -0.0096 -0.0108 1830
JUN-24/AUG-24 Calendar Spread -0.0253 -0.0252 -0.0253 40
JUN-24/SEP-24 Calendar Spread -0.0354 -0.0353 -0.0375 3290
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 -0.0273 -0.0273 -0.0273 26
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 -0.0409 -0.0409 -0.0414 16
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 -0.0417 -0.0417 -0.0417 3
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 11047
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded