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
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
22 NOV 2024, FRIDAY 25 NOV 2024, MONDAY
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 |
| |
DEC-24 7.2542 7.2600 7.2507 7.2556 9112 | 7.2421 7.2537 7.2402 65977 7.2434 -0.0111 | 7.2600 6.8194 75089 14790 -997
JAN-25 7.2467 7.2529 7.2445 7.2494 1232 | 7.2352 7.2463 7.2339 35261 7.2357 -0.0119 | 7.2529 6.9285 36493 6063 +665
FEB-25 7.2386 7.2409 7.2344 7.2409 24 | 7.2261 7.2349 7.2261 161 7.2246 -0.0132 | 7.2409 7.0654 185 258 +74
MAR-25 7.2274 7.2345 7.2236 7.2305 6956 | 7.2170 7.2251 7.2141 8940 7.2146 -0.0135 | 7.2345 6.8810 15896 6134 +374
JUN-25 7.1906 7.1984 7.1905 7.1984 66 | 7.1814 7.1892 7.1799 40 7.1794 -0.0143 | 7.2095 6.8521 106 2193 -42
SEP-25 7.1560 7.1615 7.1524 7.1615 12 | 7.1460 7.1500 7.1450 9 7.1435 -0.0132 | 7.1615 6.8418 21 471 -1
DEC-25 7.1200 7.1300 7.1139 7.1300 32 | 7.1086 7.1104 7.1075 4 7.1080 -0.0141 | 7.1300 6.8101 36 336 -18
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0849 7.0849 7.0775 3 7.0809 -0.0076 | 7.0849 6.7919 3 134 +2
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0594 +0.0039 | 7.0595 7.0578 0 4 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0594 +0.0039 | 0.0000 0.0000 0 0 0
All Contracts Total 127829 30383 +57
Trading Day of the Exchange
25 NOV 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0063 -0.0062 -0.0075 30435
DEC-24/FEB-25 Calendar Spread -0.0174 -0.0172 -0.0185 44
DEC-24/MAR-25 Calendar Spread -0.0251 -0.0250 -0.0288 5180
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 -0.0107 -0.0107 -0.0112 24
JAN-25/MAR-25 Calendar Spread -0.0204 -0.0203 -0.0213 489
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 -0.0352 -0.0348 -0.0354 26
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 36198
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded