RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
08 JUL 2024, MONDAY 09 JUL 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 |
| |
JUL-24 7.2847 7.2869 7.2822 7.2831 4155 | 7.2847 7.2915 7.2847 28781 7.2868 +0.0023 | 7.3069 7.1379 32936 4422 -2140
AUG-24 7.2688 7.2698 7.2658 7.2672 5183 | 7.2689 7.2757 7.2689 23524 7.2713 +0.0035 | 7.2919 7.1221 28707 4674 +335
SEP-24 7.2543 7.2564 7.2519 7.2529 6264 | 7.2545 7.2625 7.2545 15714 7.2571 +0.0028 | 7.2791 6.6241 21978 20819 -140
OCT-24 0.0000 0.0000 0.0000 0.0000 0 | 7.2424 7.2482 7.2424 22 7.2431 +0.0027 | 7.2643 7.2385 22 664 -9
DEC-24 7.2089 7.2109 7.2073 7.2084 991 | 7.2108 7.2176 7.2108 1877 7.2119 +0.0039 | 7.2332 6.8194 2868 6567 +143
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1719 7.1719 7.1700 10 7.1680 +0.0025 | 7.1798 6.8964 10 1735 +4
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1294 7.1294 7.1290 5 7.1280 +0.0042 | 7.1352 6.9000 5 393 -3
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1075 7.1085 7.1055 18 7.1014 +0.0041 | 7.1126 6.9500 18 115 +18
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0793 7.0793 7.0793 10 7.0720 +0.0040 | 7.0793 6.9700 10 33 +10
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0720 +0.0040 | 0.0000 0.0000 0 0 0
All Contracts Total 86554 39422 -1782
Trading Day of the Exchange
09 JUL 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-24/AUG-24 Calendar Spread -0.0162 -0.0155 -0.0164 19179
JUL-24/SEP-24 Calendar Spread -0.0302 -0.0287 -0.0302 1585
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 -0.0133 -0.0133 -0.0140 2055
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 0.0000 0.0000 0.0000 0
SEP-24/DEC-24 Calendar Spread -0.0447 -0.0445 -0.0452 1555
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 24374
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded