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
12 DEC 2024, THURSDAY 13 DEC 2024, FRIDAY
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 7.2693 7.2838 7.2676 7.2769 2850 | 7.2768 7.2921 7.2742 6339 7.2818 +0.0127 | 7.3074 6.8194 9189 1072 -1212
JAN-25 7.2637 7.2783 7.2625 7.2720 3012 | 7.2752 7.2854 7.2705 39640 7.2760 +0.0129 | 7.2971 6.9285 42652 5045 +1717
FEB-25 7.2600 7.2700 7.2555 7.2575 543 | 7.2673 7.2766 7.2630 33702 7.2667 +0.0118 | 7.2840 7.0654 34245 1190 +613
MAR-25 7.2495 7.2644 7.2482 7.2581 4929 | 7.2608 7.2706 7.2575 13911 7.2593 +0.0105 | 7.2757 6.8810 18840 18058 +4574
JUN-25 7.2221 7.2300 7.2176 7.2275 38 | 7.2266 7.2347 7.2254 298 7.2226 +0.0067 | 7.2400 6.8521 336 3058 +51
SEP-25 7.1900 7.1920 7.1900 7.1920 11 | 7.1900 7.1900 7.1900 10 7.1853 +0.0061 | 7.2009 6.8418 21 864 +9
DEC-25 7.1550 7.1561 7.1488 7.1550 18 | 7.1604 7.1638 7.1538 30 7.1537 +0.0086 | 7.1650 6.8101 48 625 +5
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1257 7.1334 7.1257 6 7.1290 +0.0180 | 7.1334 6.7919 6 177 +4
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1030 7.1030 7.1030 1 7.1005 +0.0163 | 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 7.1005 +0.0163 | 0.0000 0.0000 0 0 0
All Contracts Total 105338 30122 +5760
Trading Day of the Exchange
13 DEC 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-24/JAN-25 Calendar Spread -0.0041 -0.0041 -0.0070 624
DEC-24/FEB-25 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-24/MAR-25 Calendar Spread -0.0191 -0.0191 -0.0240 52
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 -0.0078 -0.0076 -0.0090 33294
JAN-25/MAR-25 Calendar Spread -0.0131 -0.0131 -0.0175 1242
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 -0.0078 -0.0077 -0.0084 167
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 -0.0351 -0.0351 -0.0358 14
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 35393
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded