CASH-SETTLED CNH/USD FUTURES DAILY MARKET REPORT (Final)
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UCN - CNH/USD Futures USD3 per minimum fluctuation
Contract Size = RMB300,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
26 MAR 2024, TUESDAY 27 MAR 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 |
| |
APR-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3796 -0.0019 | 0.0000 0.0000 0 0 0
MAY-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3842 -0.0019 | 0.0000 0.0000 0 0 0
JUN-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3840 -0.0019 | 1.4444 1.3821 0 61 0
JUL-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3840 -0.0019 | 0.0000 0.0000 0 0 0
SEP-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3924 -0.0019 | 1.4060 1.4044 0 15 0
DEC-24 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.3988 -0.0019 | 1.4260 1.4260 0 26 0
MAR-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.4054 -0.0019 | 0.0000 0.0000 0 0 0
JUN-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.4054 -0.0019 | 0.0000 0.0000 0 0 0
SEP-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.4054 -0.0019 | 0.0000 0.0000 0 0 0
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 1.4054 -0.0019 | 0.0000 0.0000 0 0 0
All Contracts Total 0 102 0
Trading Day of the Exchange
27 MAR 2024, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-24/MAY-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUN-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUL-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/SEP-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/DEC-24 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-24/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/JUN-24 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-24/JUL-24 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-24/JUL-24 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 0
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded