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
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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
21 OCT 2024, MONDAY 22 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 |
| |
NOV-24 7.1119 7.1240 7.1076 7.1228 3237 | 7.1210 7.1240 7.1162 37199 7.1189 +0.0069 | 7.2361 6.9429 40436 3590 +637
DEC-24 7.0986 7.1111 7.0948 7.1103 6699 | 7.1083 7.1106 7.1022 46371 7.1055 +0.0064 | 7.2332 6.8194 53070 12652 -1140
JAN-25 7.0852 7.0968 7.0812 7.0968 4541 | 7.0969 7.0975 7.0898 4334 7.0921 +0.0066 | 7.1019 6.9285 8875 2440 -60
FEB-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 80 7.0758 +0.0048 | 7.0654 7.0654 80 2 0
MAR-25 7.0552 7.0686 7.0532 7.0681 1183 | 7.0668 7.0678 7.0600 6318 7.0630 +0.0065 | 7.1830 6.8810 7501 4964 +524
JUN-25 7.0158 7.0300 7.0158 7.0300 527 | 7.0300 7.0300 7.0218 788 7.0235 +0.0051 | 7.1431 6.8521 1315 2598 +356
SEP-25 6.9818 6.9930 6.9818 6.9930 3 | 0.0000 0.0000 0.0000 0 6.9888 +0.0034 | 7.1126 6.8418 3 309 +1
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9688 6.9690 6.9688 3 6.9628 +0.0042 | 7.0931 6.8101 3 198 +3
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9368 +0.0007 | 7.0480 6.7919 0 93 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9368 +0.0007 | 0.0000 0.0000 0 0 0
All Contracts Total 111283 26846 +321
Trading Day of the Exchange
22 OCT 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread -0.0131 -0.0129 -0.0137 29857
NOV-24/JAN-25 Calendar Spread -0.0266 -0.0266 -0.0271 1690
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 -0.0135 -0.0133 -0.0137 1926
DEC-24/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0424 -0.0423 -0.0428 4798
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 -0.0173 -0.0173 -0.0174 40
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
FEB-25/MAR-25 Calendar Spread -0.0138 -0.0138 -0.0139 40
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 -0.0388 -0.0388 -0.0397 777
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 39128
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded