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
19 DEC 2024, THURSDAY 20 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 |
| |
JAN-25 7.3049 7.3127 7.3037 7.3065 3966 | 7.3088 7.3122 7.2982 37147 7.2994 -0.0055 | 7.3189 6.9285 41113 6461 +118
FEB-25 7.2990 7.3041 7.2970 7.2996 2370 | 7.3024 7.3034 7.2904 30630 7.2925 -0.0053 | 7.3113 7.0654 33000 3018 +176
MAR-25 7.2917 7.2999 7.2902 7.2933 9762 | 7.2966 7.2992 7.2848 26012 7.2865 -0.0048 | 7.3071 6.8810 35774 17231 -2311
APR-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.2794 -0.0055 | 0.0000 0.0000 0 0 0
JUN-25 7.2579 7.2642 7.2547 7.2585 5259 | 7.2605 7.2637 7.2487 8444 7.2506 -0.0054 | 7.2688 6.8521 13703 3980 -283
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2090 7.2090 7.2083 9 7.2093 -0.0071 | 7.2262 6.8418 9 895 +2
DEC-25 7.1750 7.1750 7.1750 7.1750 1 | 7.1752 7.1768 7.1676 17 7.1691 -0.0083 | 7.1892 6.8101 18 712 +15
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1461 7.1461 7.1399 4 7.1412 -0.0113 | 7.1568 6.7919 4 195 +3
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1230 7.1230 7.1155 24 7.1171 -0.0127 | 7.1366 7.0350 24 86 +22
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1171 -0.0127 | 0.0000 0.0000 0 0 0
All Contracts Total 123645 32578 -2258
Trading Day of the Exchange
20 DEC 2024, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JAN-25/FEB-25 Calendar Spread -0.0066 -0.0066 -0.0082 28886
JAN-25/MAR-25 Calendar Spread -0.0127 -0.0121 -0.0152 1614
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 -0.0059 -0.0050 -0.0069 670
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 -0.0352 -0.0351 -0.0364 7730
MAR-25/SEP-25 Calendar Spread -0.0774 -0.0774 -0.0780 2
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 38902
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded