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
10 JUN 2024, MONDAY 11 JUN 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 |
| |
JUN-24 7.2605 7.2642 7.2601 7.2604 3967 | 7.2636 7.2672 7.2578 53408 7.2651 +0.0044 | 7.2691 6.6063 57375 7437 -3797
JUL-24 7.2456 7.2488 7.2451 7.2456 1731 | 7.2482 7.2518 7.2427 31346 7.2499 +0.0034 | 7.2579 7.1379 33077 6683 -797
AUG-24 7.2314 7.2314 7.2314 7.2314 101 | 7.2315 7.2342 7.2257 1642 7.2332 +0.0046 | 7.2342 7.1221 1743 2557 +246
SEP-24 7.2152 7.2184 7.2146 7.2149 2081 | 7.2181 7.2215 7.2110 14685 7.2198 +0.0048 | 7.2306 6.6241 16766 14547 +1854
DEC-24 7.1689 7.1717 7.1689 7.1691 25 | 7.1720 7.1740 7.1643 1441 7.1705 +0.0018 | 7.1878 6.8194 1466 5112 +547
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1288 7.1289 7.1220 34 7.1275 +0.0028 | 7.1389 6.8964 34 1193 +24
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0838 7.0867 7.0838 13 7.0890 +0.0046 | 7.1024 6.9000 13 300 +13
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0503 7.0503 7.0503 2 7.0516 +0.0018 | 7.0990 6.9500 2 94 +2
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0182 -0.0014 | 7.0552 6.9700 0 28 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0182 -0.0014 | 0.0000 0.0000 0 0 0
All Contracts Total 110476 37951 -1908
Trading Day of the Exchange
11 JUN 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-24/JUL-24 Calendar Spread -0.0150 -0.0150 -0.0156 28949
JUN-24/AUG-24 Calendar Spread -0.0332 -0.0324 -0.0332 1224
JUN-24/SEP-24 Calendar Spread -0.0458 -0.0454 -0.0474 7864
JUN-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/MAR-25 Calendar Spread -0.1380 -0.1380 -0.1388 9
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 -0.0175 -0.0175 -0.0176 2
JUL-24/SEP-24 Calendar Spread -0.0313 -0.0309 -0.0313 18
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 -0.0137 -0.0137 -0.0137 140
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 -0.0464 -0.0471 1251
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 0.0000 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
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 39457
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded