RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)

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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