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
17 DEC 2024, TUESDAY 18 DEC 2024, WEDNESDAY
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 E X | P I R E | D 0 -
JAN-25 7.2859 7.2874 7.2795 7.2823 4057 | 7.2817 7.2912 7.2782 48636 7.2877 +0.0014 | 7.2971 6.9285 52693 6402 +186
FEB-25 7.2754 7.2776 7.2719 7.2728 2694 | 7.2722 7.2825 7.2703 43318 7.2791 +0.0026 | 7.2840 7.0654 46012 2604 -44
MAR-25 7.2681 7.2710 7.2648 7.2671 7103 | 7.2656 7.2760 7.2621 16450 7.2723 +0.0033 | 7.2760 6.8810 23553 19061 +1467
APR-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2589 +0.0037 | 0.0000 0.0000 0 0 0
JUN-25 7.2312 7.2347 7.2285 7.2301 3258 | 7.2288 7.2403 7.2263 8408 7.2375 +0.0054 | 7.2403 6.8521 11666 4395 +944
SEP-25 7.1910 7.1913 7.1910 7.1913 2 | 7.1898 7.1916 7.1898 5 7.1985 +0.0085 | 7.2009 6.8418 7 870 +5
DEC-25 7.1550 7.1550 7.1550 7.1550 1 | 7.1545 7.1580 7.1545 3 7.1600 +0.0057 | 7.1700 6.8101 4 649 -1
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1319 +0.0052 | 7.1334 6.7919 0 183 0
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0972 7.1016 7.0958 7 7.1001 +0.0036 | 7.1260 7.0350 7 38 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1001 +0.0036 | 0.0000 0.0000 0 0 0
All Contracts Total 133942 34202 +2558
Trading Day of the Exchange
18 DEC 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JAN-25/FEB-25 Calendar Spread -0.0090 -0.0087 -0.0095 42121
JAN-25/MAR-25 Calendar Spread -0.0155 -0.0153 -0.0167 1420
JAN-25/APR-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0067 -0.0066 -0.0074 708
FEB-25/APR-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/APR-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread -0.0362 -0.0346 -0.0366 8017
MAR-25/SEP-25 Calendar Spread -0.0739 -0.0739 -0.0739 1
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
APR-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-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 52267
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded