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
17 JUL 2024, WEDNESDAY 18 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 |
| |
AUG-24 7.2498 7.2628 7.2498 7.2582 2505 | 7.2537 7.2621 7.2473 30595 7.2598 +0.0101 | 7.2919 7.1221 33100 4124 -745
SEP-24 7.2353 7.2486 7.2353 7.2442 14391 | 7.2395 7.2481 7.2329 46829 7.2451 +0.0101 | 7.2791 6.6241 61220 16864 -1152
OCT-24 7.2252 7.2334 7.2236 7.2310 5902 | 7.2263 7.2333 7.2212 3868 7.2306 +0.0098 | 7.2643 7.2144 9770 1544 +234
NOV-24 0.0000 0.0000 0.0000 0.0000 50 | 7.2134 7.2162 7.2122 469 7.2127 +0.0091 | 7.2194 7.2122 519 206 +156
DEC-24 7.1907 7.2033 7.1907 7.1980 4270 | 7.1954 7.2026 7.1868 5086 7.1989 +0.0088 | 7.2332 6.8194 9356 7337 +263
MAR-25 7.1571 7.1595 7.1571 7.1595 7 | 7.1600 7.1600 7.1466 36 7.1564 +0.0090 | 7.1798 6.8964 43 1774 +13
JUN-25 7.1166 7.1166 7.1166 7.1166 1 | 7.1182 7.1222 7.1083 33 7.1185 +0.0087 | 7.1409 6.9000 34 539 +22
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0920 7.0920 7.0853 22 7.0860 +0.0021 | 7.1126 6.9500 22 161 +20
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0748 7.0748 7.0660 22 7.0663 +0.0054 | 7.0900 6.9700 22 67 +20
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0663 +0.0054 | 0.0000 0.0000 0 1 0
All Contracts Total 114086 32617 -1169
Trading Day of the Exchange
18 JUL 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -0.0140 -0.0138 -0.0144 23695
AUG-24/OCT-24 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-24/NOV-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 -0.0145 -0.0140 -0.0149 3493
SEP-24/NOV-24 Calendar Spread -0.0318 -0.0318 -0.0327 242
SEP-24/DEC-24 Calendar Spread -0.0446 -0.0446 -0.0466 2747
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/NOV-24 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
NOV-24/DEC-24 Calendar Spread -0.0135 -0.0133 -0.0135 80
NOV-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-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 30257
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded