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
11 JUN 2024, TUESDAY 12 JUN 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 |
| |
JUN-24 7.2655 7.2696 7.2637 7.2671 5045 | 7.2686 7.2694 7.2628 21671 7.2654 +0.0003 | 7.2696 6.6063 26716 3259 -4178
JUL-24 7.2504 7.2542 7.2485 7.2531 1122 | 7.2535 7.2540 7.2474 9680 7.2503 +0.0004 | 7.2579 7.1379 10802 7187 +504
AUG-24 7.2336 7.2375 7.2319 7.2370 1457 | 7.2339 7.2341 7.2312 419 7.2337 +0.0005 | 7.2375 7.1221 1876 2298 -259
SEP-24 7.2218 7.2244 7.2186 7.2215 3692 | 7.2242 7.2248 7.2179 10876 7.2209 +0.0011 | 7.2306 6.6241 14568 17007 +2460
DEC-24 7.1740 7.1770 7.1739 7.1746 611 | 7.1747 7.1747 7.1711 1404 7.1750 +0.0045 | 7.1878 6.8194 2015 5186 +74
MAR-25 7.1309 7.1309 7.1309 7.1309 1 | 7.1270 7.1302 7.1270 26 7.1295 +0.0020 | 7.1389 6.8964 27 1192 -1
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0907 7.0909 7.0902 8 7.0890 0.0000 | 7.1024 6.9000 8 306 +6
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0543 +0.0027 | 7.0990 6.9500 0 94 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0227 +0.0045 | 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 7.0227 +0.0045 | 0.0000 0.0000 0 0 0
All Contracts Total 56012 36557 -1394
Trading Day of the Exchange
12 JUN 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-24/JUL-24 Calendar Spread -0.0151 -0.0150 -0.0157 6751
JUN-24/AUG-24 Calendar Spread -0.0309 -0.0309 -0.0320 198
JUN-24/SEP-24 Calendar Spread -0.0452 -0.0442 -0.0454 4758
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 -0.0295 -0.0288 -0.0297 932
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 -0.0463 -0.0463 -0.0472 1311
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 13950
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded