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
08 MAY 2024, WEDNESDAY 09 MAY 2024, THURSDAY
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 7.2286 7.2307 7.2226 7.2257 1493 | 7.2274 7.2320 7.2236 3374 7.2301 +0.0020 | 7.2800 7.1385 4867 2553 -1050
JUN-24 7.2138 7.2166 7.2074 7.2110 4666 | 7.2123 7.2150 7.2057 27975 7.2131 -0.0006 | 7.2691 6.6063 32641 14504 -592
JUL-24 7.2038 7.2049 7.2026 7.2049 142 | 7.2015 7.2019 7.1934 9169 7.2006 -0.0015 | 7.2579 7.1379 9311 3558 +733
AUG-24 7.1887 7.1888 7.1855 7.1858 1182 | 7.1870 7.1870 7.1816 2865 7.1850 +0.0010 | 7.2337 7.1221 4047 896 +56
SEP-24 7.1763 7.1780 7.1704 7.1725 1405 | 7.1744 7.1763 7.1643 4595 7.1716 -0.0033 | 7.2306 6.6241 6000 8562 +514
DEC-24 7.1350 7.1350 7.1301 7.1311 12 | 7.1300 7.1300 7.1216 37 7.1283 -0.0050 | 7.1878 6.8194 49 2388 +11
MAR-25 7.0860 7.0860 7.0850 7.0850 2 | 7.0830 7.0830 7.0800 12 7.0864 -0.0024 | 7.1389 6.8964 14 716 +14
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0531 -0.0069 | 7.1024 6.9000 0 302 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0231 7.0231 7.0231 10 7.0230 -0.0064 | 7.0990 6.9500 10 85 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0230 -0.0064 | 7.0552 6.9818 0 9 0
All Contracts Total 56939 33573 -314
Trading Day of the Exchange
09 MAY 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-24/JUN-24 Calendar Spread -0.0148 -0.0148 -0.0181 486
MAY-24/JUL-24 Calendar Spread -0.0308 -0.0293 -0.0308 23
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 -0.0115 -0.0115 -0.0131 8740
JUN-24/AUG-24 Calendar Spread -0.0263 -0.0263 -0.0286 2819
JUN-24/SEP-24 Calendar Spread -0.0387 -0.0386 -0.0419 3363
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 -0.0435 -0.0435 -0.0435 4
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 15435
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded