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 OCT 2024, WEDNESDAY 31 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 7.1241 7.1347 7.1147 7.1157 1798 | 7.1208 7.1262 7.1130 14304 7.1172 -0.0065 | 7.2361 6.9429 16102 3372 +261
DEC-24 7.1108 7.1218 7.1014 7.1031 3423 | 7.1087 7.1134 7.1001 18954 7.1049 -0.0055 | 7.2332 6.8194 22377 14287 +160
JAN-25 7.0999 7.1074 7.0893 7.0895 348 | 7.0964 7.0997 7.0878 4124 7.0918 -0.0059 | 7.1258 6.9285 4472 1085 -86
FEB-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0758 -0.0047 | 7.0853 7.0654 0 15 0
MAR-25 7.0683 7.0780 7.0599 7.0605 600 | 7.0673 7.0701 7.0580 2182 7.0623 -0.0055 | 7.1830 6.8810 2782 5468 -186
JUN-25 7.0350 7.0350 7.0200 7.0200 4 | 7.0251 7.0264 7.0251 82 7.0216 -0.0059 | 7.1431 6.8521 86 2197 +17
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 6.9902 6.9902 6.9839 21 6.9844 -0.0055 | 7.1126 6.8418 21 340 0
DEC-25 6.9665 6.9665 6.9665 6.9665 1 | 6.9597 6.9598 6.9570 13 6.9525 -0.0082 | 7.0931 6.8101 14 237 +9
MAR-26 6.9335 6.9335 6.9290 6.9290 2 | 6.9361 6.9361 6.9361 1 6.9248 -0.0057 | 7.0480 6.7919 3 102 +1
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9248 -0.0057 | 0.0000 0.0000 0 0 0
All Contracts Total 45857 27103 +176
Trading Day of the Exchange
31 OCT 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread -0.0130 -0.0126 -0.0130 7913
NOV-24/JAN-25 Calendar Spread -0.0255 -0.0255 -0.0262 2255
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 -0.0131 -0.0130 -0.0133 960
DEC-24/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0437 -0.0425 -0.0437 1322
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 0.0000 0.0000 0.0000 0
JAN-25/MAR-25 Calendar Spread -0.0291 -0.0290 -0.0292 114
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 -0.0397 -0.0397 -0.0406 55
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 12619
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded