RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
16 OCT 2024, WEDNESDAY 17 OCT 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 |
| |
NOV-24 7.1073 7.1195 7.1056 7.1185 2234 | 7.1132 7.1308 7.1094 40491 7.1198 +0.0132 | 7.2361 6.9429 42725 3272 -82
DEC-24 7.0940 7.1063 7.0923 7.1049 9438 | 7.1000 7.1175 7.0961 56612 7.1063 +0.0130 | 7.2332 6.8194 66050 15537 -581
JAN-25 7.0792 7.0911 7.0781 7.0905 1231 | 7.0863 7.1019 7.0829 2480 7.0925 +0.0134 | 7.1019 6.9285 3711 858 -226
FEB-25 0.0000 0.0000 0.0000 0.0000 110 | 0.0000 0.0000 0.0000 60 7.0810 +0.0148 | 7.0654 7.0654 170 52 +50
MAR-25 7.0515 7.0643 7.0508 7.0634 5883 | 7.0590 7.0734 7.0537 8931 7.0639 +0.0130 | 7.1830 6.8810 14814 4906 +147
JUN-25 0.0000 0.0000 0.0000 0.0000 40 | 7.0312 7.0312 7.0275 221 7.0263 +0.0124 | 7.1431 6.8521 261 2058 +27
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9915 6.9916 6.9915 20 6.9942 +0.0118 | 7.1126 6.8418 20 293 +20
DEC-25 6.9658 6.9658 6.9658 6.9658 1 | 6.9724 6.9724 6.9724 1 6.9659 +0.0105 | 7.0931 6.8101 2 194 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9481 +0.0129 | 7.0480 6.7919 0 92 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9481 +0.0129 | 0.0000 0.0000 0 0 0
All Contracts Total 127753 27262 -645
Trading Day of the Exchange
17 OCT 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread -0.0132 -0.0129 -0.0135 33588
NOV-24/JAN-25 Calendar Spread -0.0274 -0.0273 -0.0279 43
NOV-24/FEB-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 -0.0144 -0.0141 -0.0146 1725
DEC-24/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0415 -0.0415 -0.0435 7701
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/FEB-25 Calendar Spread -0.0135 -0.0133 -0.0135 60
JAN-25/MAR-25 Calendar Spread -0.0283 -0.0283 -0.0285 90
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
FEB-25/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread -0.0358 -0.0358 -0.0377 210
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 43417
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded