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
07 MAY 2024, TUESDAY 08 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 7.2223 7.2245 7.2169 7.2238 2099 | 7.2250 7.2308 7.2236 73760 7.2281 +0.0053 | 7.2800 7.1385 75859 3603 -1915
JUN-24 7.2091 7.2112 7.2034 7.2106 4830 | 7.2108 7.2164 7.2101 89588 7.2137 +0.0042 | 7.2691 6.6063 94418 15096 -562
JUL-24 7.1939 7.2000 7.1920 7.2000 1338 | 7.2001 7.2051 7.2000 4314 7.2021 +0.0039 | 7.2579 7.1379 5652 2825 -132
AUG-24 7.1800 7.1850 7.1789 7.1850 198 | 7.1866 7.1900 7.1858 3860 7.1840 +0.0006 | 7.2337 7.1221 4058 840 +649
SEP-24 7.1695 7.1723 7.1650 7.1723 2708 | 7.1734 7.1776 7.1724 3250 7.1749 +0.0045 | 7.2306 6.6241 5958 8048 +199
DEC-24 7.1224 7.1224 7.1224 7.1224 14 | 7.1341 7.1348 7.1304 9 7.1333 +0.0052 | 7.1878 6.8194 23 2377 +6
MAR-25 7.0800 7.0800 7.0800 7.0800 1 | 7.0875 7.0875 7.0875 1 7.0888 +0.0042 | 7.1389 6.8964 2 702 +2
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0600 +0.0022 | 7.1024 6.9000 0 302 -1
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0294 +0.0111 | 7.0990 6.9500 0 85 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0294 +0.0111 | 7.0552 6.9818 0 9 0
All Contracts Total 185970 33887 -1754
Trading Day of the Exchange
08 MAY 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0134 -0.0134 -0.0152 65948
MAY-24/JUL-24 Calendar Spread -0.0252 -0.0252 -0.0267 1794
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 -0.0113 -0.0111 -0.0116 1293
JUN-24/AUG-24 Calendar Spread -0.0263 -0.0259 -0.0263 3649
JUN-24/SEP-24 Calendar Spread -0.0383 -0.0383 -0.0393 2743
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 -0.0428 2
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 75429
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded