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
13 NOV 2024, WEDNESDAY 14 NOV 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 7.2181 7.2482 7.2127 7.2445 2000 | 7.2449 7.2664 7.2389 7482 7.2640 +0.0463 | 7.2664 6.9429 9482 1451 -779
DEC-24 7.2105 7.2410 7.2042 7.2372 12349 | 7.2300 7.2598 7.2300 39523 7.2581 +0.0486 | 7.2598 6.8194 51872 14445 +2080
JAN-25 7.2050 7.2303 7.1939 7.2283 2475 | 7.2251 7.2485 7.2210 16205 7.2479 +0.0489 | 7.2485 6.9285 18680 2534 +66
FEB-25 7.1950 7.1950 7.1950 7.1950 1 | 7.2202 7.2202 7.2202 2 7.2368 +0.0497 | 7.2202 7.0654 3 91 0
MAR-25 7.1763 7.2060 7.1700 7.2051 6649 | 7.2039 7.2272 7.1980 9193 7.2256 +0.0500 | 7.2272 6.8810 15842 5601 +659
JUN-25 7.1400 7.1700 7.1373 7.1700 178 | 7.1666 7.1902 7.1666 246 7.1901 +0.0487 | 7.1902 6.8521 424 1999 -176
SEP-25 7.1084 7.1320 7.1084 7.1320 5 | 7.1329 7.1555 7.1306 32 7.1553 +0.0531 | 7.1555 6.8418 37 419 -9
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1050 7.1080 7.1000 21 7.1186 +0.0520 | 7.1080 6.8101 21 303 +14
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0863 +0.0468 | 7.0676 6.7919 0 117 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0863 +0.0468 | 0.0000 0.0000 0 0 0
All Contracts Total 96361 26960 +1855
Trading Day of the Exchange
14 NOV 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-24/DEC-24 Calendar Spread -0.0069 -0.0044 -0.0073 827
NOV-24/JAN-25 Calendar Spread -0.0167 -0.0141 -0.0168 224
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 -0.0106 -0.0095 -0.0108 14745
DEC-24/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0327 -0.0320 -0.0341 7039
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 -0.0226 -0.0221 -0.0229 11
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 -0.0361 -0.0353 -0.0361 161
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 23007
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded