CASH-SETTLED INR/USD FUTURES DAILY MARKET REPORT (Final)

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UIN - INR/USD Futures USD2 per minimum fluctuation
Contract Size = INR2,000,000

          Prev. Trading Day of the Exchange                       Trading Day of the Exchange
          05 JUN 2024, WEDNESDAY                                  06 JUN 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  |
                                                 |                                                    |
JUN-24   119.78  119.88  119.78  119.85     509  |  119.87  119.90  119.71    1716   119.71    -0.13  |   120.42   119.50     2225      1494       +281
JUL-24   119.70  119.77  119.70  119.73     358  |  119.62  119.64  119.61     444   119.60    -0.11  |   120.26   119.34      802       303       +218
AUG-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.47    -0.10  |     0.00     0.00        0         0          0
SEP-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.43    -0.13  |     0.00     0.00        0         0          0
OCT-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.43    -0.13  |     0.00     0.00        0         0          0
NOV-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.43    -0.13  |     0.00     0.00        0         0          0
DEC-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.43    -0.13  |     0.00     0.00        0         0          0
MAR-25     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.43    -0.13  |     0.00     0.00        0         0          0

                                                                                          All Contracts Total                 3027      1797       +499

                                       Trading Day of the Exchange
                                       06 JUN 2024, THURSDAY 

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JUN-24/JUL-24    Calendar Spread       -0.11      -0.11      -0.11       424
JUN-24/SEP-24    Calendar Spread        0.00       0.00       0.00         0
JUN-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0
JUL-24/SEP-24    Calendar Spread        0.00       0.00       0.00         0
JUL-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0
SEP-24/DEC-24    Calendar Spread        0.00       0.00       0.00         0

                                       All Strategies Total              424


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded