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 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