RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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
18 APR 2024, THURSDAY 19 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 7.2466 7.2520 7.2439 7.2479 1836 | 7.2505 7.2625 7.2443 28721 7.2505 +0.0038 | 7.2800 7.1385 30557 5513 +850
JUN-24 7.2391 7.2442 7.2364 7.2401 9185 | 7.2428 7.2554 7.2372 50075 7.2436 +0.0044 | 7.2691 6.6063 59260 17664 -274
JUL-24 7.2269 7.2335 7.2266 7.2321 93 | 7.2337 7.2446 7.2280 898 7.2345 +0.0055 | 7.2579 7.2196 991 1488 -34
AUG-24 0.0000 0.0000 0.0000 0.0000 0 | 7.2187 7.2220 7.2159 31 7.2196 +0.0063 | 7.2245 7.2033 31 33 +12
SEP-24 7.1998 7.2049 7.1987 7.2017 128 | 7.2061 7.2172 7.2009 990 7.2073 +0.0065 | 7.2306 6.6241 1118 5266 +103
DEC-24 7.1590 7.1590 7.1565 7.1570 4 | 7.1620 7.1735 7.1576 309 7.1640 +0.0046 | 7.1878 6.8194 313 1665 +218
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1180 7.1237 7.1180 14 7.1221 +0.0052 | 7.1389 6.8964 14 510 +10
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0884 +0.0075 | 7.0753 6.9000 0 157 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0555 +0.0058 | 7.0990 6.9500 0 70 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0555 +0.0058 | 7.0484 7.0180 0 5 0
All Contracts Total 92284 32371 +885
Trading Day of the Exchange
19 APR 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0077 -0.0065 -0.0077 18754
MAY-24/JUL-24 Calendar Spread -0.0156 -0.0156 -0.0163 28
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 -0.0099 -0.0090 -0.0099 26
JUN-24/AUG-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/SEP-24 Calendar Spread -0.0380 -0.0363 -0.0380 114
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 0.0000 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
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 -0.0428 -0.0428 -0.0432 18
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 18940
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded