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
30 AUG 2024, FRIDAY 02 SEP 2024, MONDAY
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 7.0688 7.0792 7.0625 7.0764 6407 | 7.0809 7.1012 7.0803 45286 7.1010 +0.0324 | 7.2791 6.6241 51693 19302 +1441
OCT-24 7.0513 7.0610 7.0450 7.0577 1284 | 7.0653 7.0822 7.0638 22434 7.0827 +0.0327 | 7.2643 7.0385 23718 5263 -633
NOV-24 7.0281 7.0391 7.0231 7.0359 430 | 7.0463 7.0573 7.0428 316 7.0598 +0.0325 | 7.2361 7.0188 746 2349 -29
DEC-24 7.0104 7.0237 7.0048 7.0204 4405 | 7.0281 7.0420 7.0251 10288 7.0418 +0.0314 | 7.2332 6.8194 14693 14226 -128
MAR-25 6.9626 6.9722 6.9622 6.9715 46 | 6.9810 6.9872 6.9810 12 6.9952 +0.0325 | 7.1830 6.8964 58 2912 +29
JUN-25 6.9221 6.9380 6.9221 6.9378 30 | 6.9449 6.9517 6.9449 10 6.9575 +0.0321 | 7.1431 6.9000 40 1104 +12
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9267 +0.0327 | 7.1126 6.8942 0 223 0
DEC-25 6.8800 6.8800 6.8800 6.8800 10 | 6.9054 6.9056 6.9054 6 6.9090 +0.0307 | 7.0931 6.8739 16 200 +2
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 6.8796 6.8851 6.8796 5 6.8851 +0.0286 | 7.0480 6.8796 5 84 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8851 +0.0286 | 0.0000 0.0000 0 0 0
All Contracts Total 90969 45663 +694
Trading Day of the Exchange
02 SEP 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-24/OCT-24 Calendar Spread -0.0181 -0.0181 -0.0185 19837
SEP-24/NOV-24 Calendar Spread -0.0400 -0.0400 -0.0410 41
SEP-24/DEC-24 Calendar Spread -0.0552 -0.0551 -0.0594 3164
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 -0.0224 -0.0224 -0.0231 109
OCT-24/DEC-24 Calendar Spread -0.0404 -0.0404 -0.0404 1
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 -0.0177 -0.0177 -0.0177 43
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 23195
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded