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
15 AUG 2024, THURSDAY 16 AUG 2024, FRIDAY
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 7.1598 7.1824 7.1559 7.1809 1848 | 7.1794 7.1825 7.1677 7243 7.1701 +0.0108 | 7.2919 7.0715 9091 690 -1256
SEP-24 7.1384 7.1619 7.1347 7.1602 9672 | 7.1613 7.1613 7.1450 38137 7.1486 +0.0110 | 7.2791 6.6241 47809 15992 +2212
OCT-24 7.1223 7.1454 7.1209 7.1434 608 | 7.1417 7.1439 7.1282 21441 7.1281 +0.0071 | 7.2643 7.0385 22049 3368 -124
NOV-24 7.1184 7.1228 7.1159 7.1204 450 | 7.1218 7.1233 7.1087 1450 7.1100 +0.0090 | 7.2361 7.0207 1900 1728 +29
DEC-24 7.0856 7.1087 7.0829 7.1067 4810 | 7.1063 7.1086 7.0916 4132 7.0945 +0.0100 | 7.2332 6.8194 8942 13140 +951
MAR-25 7.0500 7.0605 7.0500 7.0568 22 | 7.0602 7.0625 7.0542 75 7.0481 +0.0087 | 7.1830 6.8964 97 2845 -4
JUN-25 7.0200 7.0239 7.0200 7.0202 14 | 7.0235 7.0235 7.0088 35 7.0108 +0.0065 | 7.1431 6.9000 49 824 -6
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9856 +0.0063 | 7.1126 6.9175 0 206 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9625 +0.0019 | 7.0931 6.8897 0 210 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9625 +0.0019 | 7.0480 6.9800 0 84 0
All Contracts Total 89937 39087 +1802
Trading Day of the Exchange
16 AUG 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-24/SEP-24 Calendar Spread -0.0216 -0.0216 -0.0226 972
AUG-24/OCT-24 Calendar Spread -0.0387 -0.0384 -0.0396 34
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 -0.0162 -0.0160 -0.0174 19670
SEP-24/NOV-24 Calendar Spread -0.0368 -0.0368 -0.0379 368
SEP-24/DEC-24 Calendar Spread -0.0528 -0.0528 -0.0540 3023
SEP-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-24/JUN-25 Calendar Spread -0.1378 -0.1378 -0.1378 2
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 -0.0197 -0.0196 -0.0211 877
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 -0.0158 -0.0158 -0.0159 100
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 -0.0449 -0.0433 -0.0454 41
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 -0.0367 -0.0367 -0.0368 9
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 25096
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded