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
09 DEC 2024, MONDAY 10 DEC 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 |
| |
DEC-24 7.2681 7.2716 7.2532 7.2605 7582 | 7.2625 7.2674 7.2384 87453 7.2568 -0.0113 | 7.3074 6.8194 95035 4465 -3225
JAN-25 7.2554 7.2594 7.2415 7.2477 9916 | 7.2498 7.2550 7.2264 66706 7.2458 -0.0089 | 7.2971 6.9285 76622 4186 +43
FEB-25 7.2404 7.2404 7.2311 7.2311 44 | 7.2432 7.2437 7.2166 626 7.2349 -0.0094 | 7.2840 7.0654 670 394 +201
MAR-25 7.2354 7.2400 7.2223 7.2301 9260 | 7.2331 7.2361 7.2073 28643 7.2282 -0.0068 | 7.2757 6.8810 37903 13651 +1899
JUN-25 7.2031 7.2031 7.1867 7.1873 47 | 7.1980 7.1992 7.1733 116 7.1925 -0.0066 | 7.2400 6.8521 163 2604 +104
SEP-25 7.1536 7.1536 7.1536 7.1536 1 | 7.1568 7.1568 7.1370 18 7.1564 -0.0071 | 7.2009 6.8418 19 832 +5
DEC-25 7.1300 7.1300 7.1200 7.1200 12 | 7.1250 7.1250 7.1027 50 7.1226 -0.0058 | 7.1650 6.8101 62 625 +56
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0780 7.0780 7.0754 7 7.0932 -0.0187 | 7.1313 6.7919 7 166 +7
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0487 7.0487 7.0487 1 7.0576 -0.0254 | 7.1096 7.0350 1 33 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0576 -0.0254 | 0.0000 0.0000 0 0 0
All Contracts Total 210482 26956 -909
Trading Day of the Exchange
10 DEC 2024, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0120 -0.0108 -0.0123 52802
DEC-24/FEB-25 Calendar Spread -0.0227 -0.0214 -0.0231 389
DEC-24/MAR-25 Calendar Spread -0.0308 -0.0285 -0.0316 6376
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 -0.0109 -0.0104 -0.0111 132
JAN-25/MAR-25 Calendar Spread -0.0191 -0.0177 -0.0193 7218
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 -0.0353 -0.0353 -0.0353 3
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 66920
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded