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
03 JUL 2024, WEDNESDAY 04 JUL 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 |
| |
JUL-24 7.3022 7.3029 7.2880 7.2991 4329 | 7.2990 7.3001 7.2895 26856 7.2918 -0.0100 | 7.3069 7.1379 31185 6541 -612
AUG-24 7.2869 7.2881 7.2730 7.2831 2421 | 7.2827 7.2845 7.2746 20011 7.2761 -0.0114 | 7.2919 7.1221 22432 3064 -357
SEP-24 7.2746 7.2759 7.2595 7.2711 13530 | 7.2717 7.2717 7.2602 20590 7.2618 -0.0130 | 7.2791 6.6241 34120 22366 +208
OCT-24 7.2597 7.2597 7.2498 7.2506 440 | 7.2545 7.2545 7.2481 655 7.2479 -0.0129 | 7.2643 7.2408 1095 599 +184
DEC-24 7.2297 7.2300 7.2146 7.2246 6186 | 7.2248 7.2254 7.2150 4462 7.2164 -0.0131 | 7.2332 6.8194 10648 6285 -193
MAR-25 7.1750 7.1769 7.1703 7.1769 11 | 7.1791 7.1794 7.1761 10 7.1719 -0.0117 | 7.1798 6.8964 21 1714 -1
JUN-25 7.1320 7.1320 7.1300 7.1300 2 | 7.1341 7.1343 7.1300 27 7.1277 -0.0113 | 7.1352 6.9000 29 356 +13
SEP-25 7.1060 7.1060 7.1060 7.1060 4 | 7.1001 7.1092 7.1001 3 7.1026 -0.0081 | 7.1126 6.9500 7 93 +4
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0660 -0.0123 | 7.0552 6.9700 0 23 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0660 -0.0123 | 0.0000 0.0000 0 0 0
All Contracts Total 99537 41041 -754
Trading Day of the Exchange
04 JUL 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread -0.0149 -0.0144 -0.0158 18009
JUL-24/SEP-24 Calendar Spread -0.0284 -0.0276 -0.0300 2943
JUL-24/OCT-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 -0.0137 -0.0130 -0.0140 1085
AUG-24/OCT-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/OCT-24 Calendar Spread -0.0141 -0.0141 -0.0141 501
SEP-24/DEC-24 Calendar Spread -0.0450 -0.0449 -0.0459 3668
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
OCT-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-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 26206
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded