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
07 OCT 2024, MONDAY 08 OCT 2024, TUESDAY
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 7.0663 7.0664 7.0548 7.0659 1383 | 7.0576 7.0815 7.0431 34073 7.0541 -0.0113 | 7.2643 6.9635 35456 3630 -169
NOV-24 7.0473 7.0473 7.0372 7.0470 662 | 7.0396 7.0620 7.0245 25412 7.0359 -0.0113 | 7.2361 6.9429 26074 4962 +1204
DEC-24 7.0318 7.0320 7.0205 7.0312 10203 | 7.0221 7.0466 7.0086 28643 7.0195 -0.0116 | 7.2332 6.8194 38846 16552 +1685
JAN-25 7.0102 7.0102 7.0086 7.0101 12 | 7.0061 7.0296 6.9957 234 7.0058 -0.0109 | 7.0505 6.9285 246 261 +6
MAR-25 6.9876 6.9876 6.9775 6.9838 8253 | 6.9788 7.0027 6.9660 5223 6.9764 -0.0107 | 7.1830 6.8810 13476 3601 +157
JUN-25 6.9455 6.9455 6.9420 6.9420 23 | 6.9431 6.9651 6.9311 46 6.9412 -0.0107 | 7.1431 6.8521 69 1714 +24
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9183 6.9183 6.9000 7 6.9095 -0.0102 | 7.1126 6.8418 7 266 +3
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 6.8941 6.9040 6.8785 33 6.8855 -0.0094 | 7.0931 6.8101 33 195 +7
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 6.8827 6.8827 6.8708 4 6.8622 -0.0116 | 7.0480 6.7919 4 86 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8622 -0.0116 | 0.0000 0.0000 0 0 0
All Contracts Total 114211 31267 +2917
Trading Day of the Exchange
08 OCT 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-24/NOV-24 Calendar Spread -0.0185 -0.0182 -0.0189 21409
OCT-24/DEC-24 Calendar Spread -0.0346 -0.0343 -0.0358 1915
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 -0.0165 -0.0159 -0.0169 439
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 -0.0141 -0.0139 -0.0141 20
DEC-24/MAR-25 Calendar Spread -0.0433 -0.0429 -0.0438 4003
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 0.0000 0.0000 0.0000 0
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 27786
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded