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
29 NOV 2024, FRIDAY 02 DEC 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 7.2410 7.2492 7.2381 7.2476 3370 | 7.2532 7.2836 7.2482 80271 7.2807 +0.0393 | 7.2836 6.8194 83641 14324 +2664
JAN-25 7.2329 7.2400 7.2300 7.2379 6426 | 7.2435 7.2727 7.2394 45250 7.2701 +0.0386 | 7.2727 6.9285 51676 4859 -1823
FEB-25 7.2244 7.2278 7.2240 7.2244 32 | 7.2317 7.2600 7.2290 292 7.2593 +0.0387 | 7.2600 7.0654 324 278 -122
MAR-25 7.2109 7.2200 7.2086 7.2178 7231 | 7.2244 7.2516 7.2190 13377 7.2486 +0.0378 | 7.2516 6.8810 20608 7374 -439
JUN-25 7.1765 7.1826 7.1765 7.1826 35 | 7.1896 7.2156 7.1869 130 7.2146 +0.0392 | 7.2156 6.8521 165 2359 +4
SEP-25 7.1430 7.1430 7.1430 7.1430 1 | 7.1602 7.1800 7.1602 170 7.1783 +0.0380 | 7.1800 6.8418 171 632 +102
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1200 7.1390 7.1200 13 7.1430 +0.0368 | 7.1390 6.8101 13 430 +6
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1065 7.1065 7.1065 1 7.1161 +0.0498 | 7.1065 6.7919 1 154 +1
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0778 7.0927 7.0778 22 7.0911 +0.0498 | 7.0927 7.0350 22 26 +12
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0911 +0.0498 | 0.0000 0.0000 0 0 0
All Contracts Total 156621 30436 +405
Trading Day of the Exchange
02 DEC 2024, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0090 -0.0090 -0.0103 34434
DEC-24/FEB-25 Calendar Spread -0.0203 -0.0203 -0.0216 91
DEC-24/MAR-25 Calendar Spread -0.0293 -0.0289 -0.0318 1783
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 -0.0113 -0.0111 -0.0114 45
JAN-25/MAR-25 Calendar Spread -0.0205 -0.0201 -0.0215 3941
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 0.0000 0.0000 0.0000 0
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 40294
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded