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
18 NOV 2024, MONDAY 19 NOV 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 E X | P I R E | D 0 -966
DEC-24 7.2472 7.2506 7.2290 7.2290 11396 | 7.2290 7.2467 7.2261 51609 7.2376 -0.0093 | 7.2574 6.8194 63005 15209 -481
JAN-25 7.2400 7.2433 7.2226 7.2226 1836 | 7.2229 7.2392 7.2188 24563 7.2308 -0.0084 | 7.2439 6.9285 26399 4782 +491
FEB-25 7.2300 7.2300 7.2300 7.2300 1 | 7.2148 7.2227 7.2100 81 7.2199 -0.0081 | 7.2300 7.0654 82 166 +44
MAR-25 7.2187 7.2227 7.2029 7.2029 8474 | 7.2030 7.2172 7.1967 11971 7.2093 -0.0093 | 7.2227 6.8810 20445 5736 +349
JUN-25 7.1850 7.1866 7.1700 7.1700 14 | 7.1682 7.1800 7.1643 428 7.1735 -0.0098 | 7.2095 6.8521 442 2213 +219
SEP-25 7.1420 7.1420 7.1350 7.1350 4 | 7.1303 7.1427 7.1250 34 7.1360 -0.0099 | 7.1455 6.8418 38 455 +7
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1022 -0.0081 | 7.1080 6.8101 0 336 0
MAR-26 7.0820 7.0820 7.0820 7.0820 2 | 0.0000 0.0000 0.0000 0 7.0682 -0.0076 | 7.0820 6.7919 2 121 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0372 -0.0386 | 0.0000 0.0000 0 0 0
SEP-26 - - - - - | 0.0000 0.0000 0.0000 0 7.0372 - | 0.0000 0.0000 0 0 -
All Contracts Total 110413 29018 -337
Trading Day of the Exchange
19 NOV 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0071 -0.0069 -0.0080 21899
DEC-24/FEB-25 Calendar Spread -0.0182 -0.0182 -0.0194 55
DEC-24/MAR-25 Calendar Spread -0.0267 -0.0267 -0.0300 8398
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
DEC-24/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-25/FEB-25 Calendar Spread -0.0115 -0.0115 -0.0118 6
JAN-25/MAR-25 Calendar Spread -0.0220 -0.0215 -0.0221 231
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
JAN-25/SEP-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
FEB-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread -0.0355 -0.0355 -0.0361 357
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
MAR-25/SEP-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
JUN-25/SEP-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
SEP-25/SEP-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
DEC-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 30946
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded