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
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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
29 MAY 2024, WEDNESDAY 30 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 |
| |
JUN-24 7.2593 7.2639 7.2581 7.2607 6512 | 7.2626 7.2637 7.2376 44497 7.2436 -0.0156 | 7.2691 6.6063 51009 12322 -880
JUL-24 7.2439 7.2485 7.2426 7.2466 383 | 7.2469 7.2481 7.2223 25316 7.2286 -0.0150 | 7.2579 7.1379 25699 5571 +341
AUG-24 7.2289 7.2309 7.2289 7.2298 1204 | 7.2286 7.2287 7.2055 1949 7.2107 -0.0153 | 7.2337 7.1221 3153 2207 -297
SEP-24 7.2132 7.2164 7.2092 7.2139 3432 | 7.2155 7.2155 7.1898 8019 7.1962 -0.0141 | 7.2306 6.6241 11451 10872 +528
DEC-24 7.1648 7.1696 7.1647 7.1685 117 | 7.1695 7.1695 7.1452 915 7.1499 -0.0129 | 7.1878 6.8194 1032 4514 +327
MAR-25 7.1177 7.1229 7.1177 7.1229 58 | 7.1201 7.1201 7.0998 164 7.1042 -0.0111 | 7.1389 6.8964 222 1085 +26
JUN-25 7.0761 7.0864 7.0761 7.0860 5 | 7.0792 7.0799 7.0640 55 7.0639 -0.0106 | 7.1024 6.9000 60 325 +19
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0345 -0.0029 | 7.0990 6.9500 0 84 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9997 -0.0060 | 7.0552 6.9700 0 15 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9997 -0.0060 | 0.0000 0.0000 0 0 0
All Contracts Total 92626 36995 +64
Trading Day of the Exchange
30 MAY 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-24/JUL-24 Calendar Spread -0.0153 -0.0151 -0.0155 24007
JUN-24/AUG-24 Calendar Spread -0.0327 -0.0326 -0.0332 1780
JUN-24/SEP-24 Calendar Spread -0.0477 -0.0472 -0.0485 2850
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
JUN-24/MAR-26 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
JUL-24/MAR-26 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
AUG-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/DEC-24 Calendar Spread -0.0465 -0.0461 -0.0466 730
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
SEP-24/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0470 -0.0470 -0.0470 2
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
DEC-24/MAR-26 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
MAR-25/MAR-26 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
JUN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 29369
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded