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
          22 JUL 2024, MONDAY                                     23 JUL 2024, TUESDAY  

          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  |
                                                 |                                                    |
JUL-24   119.49  119.50  119.49  119.49     428  |  119.51  119.56  119.42    1957   119.41    -0.09  |   120.26   119.34     2385       853       +369
AUG-24   119.41  119.41  119.40  119.41     422  |  119.43  119.47  119.33    1558   119.32    -0.09  |   119.73   119.33     1980       748       +382
SEP-24     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.22    -0.06  |     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   119.16    -0.09  |     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   119.16    -0.09  |     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   119.16    -0.09  |     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   119.16    -0.09  |     0.00     0.00        0         0          0
JUN-25     0.00    0.00    0.00    0.00       0  |    0.00    0.00    0.00       0   119.16    -0.09  |     0.00     0.00        0         0          0

                                                                                          All Contracts Total                 4365      1601       +751

                                       Trading Day of the Exchange
                                       23 JUL 2024, TUESDAY  

                                       Day Trading Session

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

JUL-24/AUG-24    Calendar Spread       -0.09      -0.09      -0.10      1256
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
AUG-24/SEP-24    Calendar Spread        0.00       0.00       0.00         0
AUG-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             1256


                             *** END OF REPORT ***

*All Calendar Spread vs. Calendar Spread transactions are excluded