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
06 MAY 2024, MONDAY 07 MAY 2024, TUESDAY
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 7.2072 7.2133 7.1981 7.2112 3110 | 7.2150 7.2242 7.2116 38732 7.2228 +0.0150 | 7.2800 7.1385 41842 5518 -894
JUN-24 7.1935 7.1997 7.1843 7.1975 4911 | 7.1989 7.2109 7.1976 50287 7.2095 +0.0155 | 7.2691 6.6063 55198 15658 -905
JUL-24 7.1823 7.1887 7.1742 7.1849 1244 | 7.1882 7.1982 7.1882 4409 7.1982 +0.0152 | 7.2579 7.1379 5653 2957 -128
AUG-24 7.1650 7.1732 7.1587 7.1709 759 | 7.1792 7.1838 7.1775 2849 7.1834 +0.0153 | 7.2337 7.1221 3608 191 +60
SEP-24 7.1492 7.1590 7.1450 7.1582 366 | 7.1611 7.1718 7.1585 4014 7.1704 +0.0159 | 7.2306 6.6241 4380 7849 -114
DEC-24 7.1100 7.1147 7.1021 7.1147 104 | 7.1160 7.1260 7.1155 54 7.1281 +0.0148 | 7.1878 6.8194 158 2371 +102
MAR-25 7.0600 7.0600 7.0600 7.0600 1 | 7.0780 7.0780 7.0780 1 7.0846 +0.0134 | 7.1389 6.8964 2 700 +1
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0350 7.0350 7.0350 1 7.0578 +0.0156 | 7.1024 6.9000 1 303 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9970 6.9970 6.9970 1 7.0183 +0.0047 | 7.0990 6.9500 1 85 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0000 7.0000 7.0000 1 7.0183 +0.0047 | 7.0552 6.9818 1 9 +1
All Contracts Total 110844 35641 -1877
Trading Day of the Exchange
07 MAY 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0140 -0.0127 -0.0140 32645
MAY-24/JUL-24 Calendar Spread -0.0242 -0.0237 -0.0249 2806
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 -0.0107 -0.0107 -0.0115 1437
JUN-24/AUG-24 Calendar Spread -0.0259 -0.0258 -0.0262 2786
JUN-24/SEP-24 Calendar Spread -0.0392 -0.0384 -0.0393 3280
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 34
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 42988
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded