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
03 OCT 2024, THURSDAY 04 OCT 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 |
| |
OCT-24 7.0446 7.0520 7.0392 7.0462 1362 | 7.0465 7.0621 7.0450 35530 7.0618 +0.0172 | 7.2643 6.9635 36892 3904 +110
NOV-24 7.0247 7.0333 7.0219 7.0280 774 | 7.0268 7.0436 7.0268 31397 7.0436 +0.0178 | 7.2361 6.9429 32171 2823 +89
DEC-24 7.0100 7.0177 7.0048 7.0119 2647 | 7.0129 7.0279 7.0119 11746 7.0275 +0.0177 | 7.2332 6.8194 14393 14688 -769
JAN-25 7.0000 7.0000 6.9964 6.9970 208 | 7.0031 7.0133 7.0031 225 7.0139 +0.0182 | 7.0429 6.9285 433 178 +2
MAR-25 6.9653 6.9758 6.9647 6.9684 576 | 6.9731 6.9856 6.9731 5613 6.9854 +0.0169 | 7.1830 6.8810 6189 3523 -547
JUN-25 6.9421 6.9429 6.9421 6.9429 2 | 6.9442 6.9508 6.9442 12 6.9529 +0.0175 | 7.1431 6.8521 14 1677 +4
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9226 6.9226 6.9177 5 6.9266 +0.0178 | 7.1126 6.8418 5 255 +3
DEC-25 6.8905 6.8905 6.8890 6.8890 5 | 6.8989 6.8989 6.8978 2 6.9048 +0.0167 | 7.0931 6.8101 7 172 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 6.8803 6.8855 6.8803 3 6.8841 +0.0112 | 7.0480 6.7919 3 89 -2
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8841 +0.0112 | 0.0000 0.0000 0 0 0
All Contracts Total 90107 27309 -1110
Trading Day of the Exchange
04 OCT 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread -0.0184 -0.0182 -0.0189 29868
OCT-24/DEC-24 Calendar Spread -0.0349 -0.0342 -0.0354 2003
OCT-24/JAN-25 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 -0.0164 -0.0162 -0.0166 433
NOV-24/JAN-25 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/JAN-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0418 -0.0412 -0.0420 5114
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
JAN-25/MAR-25 Calendar Spread -0.0282 -0.0280 -0.0282 199
JAN-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/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 37617
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded