CASH-SETTLED INR/USD FUTURES DAILY MARKET REPORT (Final)

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UIN - INR/USD Futures USD2 per minimum fluctuation
Contract Size = INR2,000,000

          Prev. Trading Day of the Exchange                       Trading Day of the Exchange
          28 MAY 2024, TUESDAY                                    29 MAY 2024, WEDNESDAY

          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   120.23  120.23  120.22  120.22      20  |  120.13  120.13  120.05     200   120.01    -0.21  |   120.43   119.32      220       758        -38
JUN-24   120.15  120.15  120.11  120.11      20  |  120.10  120.10  119.81     761   119.82    -0.31  |   120.32   119.50      781       859        +64
JUL-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.70    -0.29  |     0.00     0.00        0         0          0
AUG-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.67    -0.31  |     0.00     0.00        0         0          0
SEP-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.67    -0.31  |     0.00     0.00        0         0          0
OCT-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.67    -0.31  |     0.00     0.00        0         0          0
DEC-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.67    -0.31  |     0.00     0.00        0         0          0
MAR-25     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.67    -0.31  |     0.00     0.00        0         0          0

                                                                                          All Contracts Total                 1001      1617        +26

                                       Trading Day of the Exchange
                                       29 MAY 2024, WEDNESDAY

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

MAY-24/JUN-24    Calendar Spread       -0.10      -0.10      -0.10        22
MAY-24/SEP-24    Calendar Spread        0.00       0.00       0.00         0
MAY-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0
JUN-24/SEP-24    Calendar Spread        0.00       0.00       0.00         0
JUN-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0
SEP-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0

                                       All Strategies Total               22


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded