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
18 DEC 2024, WEDNESDAY 19 DEC 2024, THURSDAY
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 |
| |
JAN-25 7.2873 7.2934 7.2861 7.2883 2361 | 7.3184 7.3189 7.3034 22807 7.3049 +0.0172 | 7.3189 6.9285 25168 6343 -59
FEB-25 7.2791 7.2845 7.2774 7.2819 1394 | 7.3113 7.3113 7.2965 14362 7.2978 +0.0187 | 7.3113 7.0654 15756 2842 +238
MAR-25 7.2718 7.2782 7.2708 7.2733 10792 | 7.2888 7.3071 7.2888 20809 7.2913 +0.0190 | 7.3071 6.8810 31601 19542 +481
APR-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2849 +0.0260 | 0.0000 0.0000 0 0 0
JUN-25 7.2371 7.2424 7.2363 7.2397 8279 | 7.2555 7.2688 7.2553 6304 7.2560 +0.0185 | 7.2688 6.8521 14583 4263 -132
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2262 7.2262 7.2170 57 7.2164 +0.0179 | 7.2262 6.8418 57 893 +23
DEC-25 7.1623 7.1630 7.1623 7.1630 4 | 7.1892 7.1892 7.1777 52 7.1774 +0.0174 | 7.1892 6.8101 56 697 +48
MAR-26 7.1382 7.1382 7.1382 7.1382 1 | 7.1506 7.1568 7.1506 10 7.1525 +0.0206 | 7.1568 6.7919 11 192 +9
JUN-26 7.1150 7.1235 7.1150 7.1235 24 | 7.1366 7.1366 7.1366 2 7.1298 +0.0297 | 7.1366 7.0350 26 64 +26
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1298 +0.0297 | 0.0000 0.0000 0 0 0
All Contracts Total 87258 34836 +634
Trading Day of the Exchange
19 DEC 2024, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JAN-25/FEB-25 Calendar Spread -0.0081 -0.0064 -0.0083 12387
JAN-25/MAR-25 Calendar Spread -0.0151 -0.0119 -0.0153 1218
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 -0.0063 -0.0052 -0.0072 766
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 -0.0340 -0.0336 -0.0354 5525
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
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 19896
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded