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
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
28 AUG 2024, WEDNESDAY 29 AUG 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 |
| |
SEP-24 7.1127 7.1236 7.1085 7.1169 9007 | 7.1144 7.1203 7.0751 67010 7.0818 -0.0313 | 7.2791 6.6241 76017 19116 +971
OCT-24 7.0941 7.1052 7.0898 7.0981 3068 | 7.0979 7.1016 7.0565 39788 7.0629 -0.0311 | 7.2643 7.0385 42856 6490 +884
NOV-24 7.0786 7.0830 7.0678 7.0748 3356 | 7.0757 7.0793 7.0345 997 7.0399 -0.0317 | 7.2361 7.0207 4353 2342 +307
DEC-24 7.0545 7.0659 7.0503 7.0582 5065 | 7.0572 7.0623 7.0162 21138 7.0225 -0.0322 | 7.2332 6.8194 26203 14277 +1147
MAR-25 7.0150 7.0150 7.0150 7.0150 1 | 7.0080 7.0080 6.9700 46 6.9756 -0.0327 | 7.1830 6.8964 47 2856 +2
JUN-25 6.9803 6.9803 6.9696 6.9744 14 | 6.9776 6.9776 6.9345 186 6.9395 -0.0334 | 7.1431 6.9000 200 1056 +184
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9160 6.9160 6.9160 1 6.9173 -0.0248 | 7.1126 6.9160 1 226 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9000 6.9000 6.9000 1 6.8853 -0.0377 | 7.0931 6.8897 1 197 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8859 -0.0159 | 7.0480 6.9800 0 84 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8859 -0.0159 | 0.0000 0.0000 0 0 0
All Contracts Total 149678 46644 +3495
Trading Day of the Exchange
29 AUG 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-24/OCT-24 Calendar Spread -0.0185 -0.0184 -0.0192 36150
SEP-24/NOV-24 Calendar Spread -0.0404 -0.0404 -0.0421 503
SEP-24/DEC-24 Calendar Spread -0.0574 -0.0573 -0.0596 3370
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
SEP-24/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-24/NOV-24 Calendar Spread -0.0223 -0.0221 -0.0229 146
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
OCT-24/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
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
NOV-24/JUN-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
DEC-24/JUN-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
MAR-25/JUN-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
JUN-25/JUN-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
SEP-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 40169
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded