CASH-SETTLED INR/USD 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. UIN - INR/USD Futures USD2 per minimum fluctuation Contract Size = INR2,000,000 Prev. Trading Day of the Exchange Trading Day of the Exchange 31 JUL 2024, WEDNESDAY 01 AUG 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 | | | AUG-24 119.41 119.41 119.37 119.37 329 | 119.29 119.41 119.29 693 119.32 -0.04 | 119.73 119.21 1022 1155 +98 SEP-24 119.28 119.28 119.28 119.28 305 | 119.21 119.21 119.21 410 119.21 -0.04 | 119.28 119.21 715 125 +110 OCT-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 NOV-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 DEC-24 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 JAN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 MAR-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 JUN-25 0.00 0.00 0.00 0.00 0 | 0.00 0.00 0.00 0 119.08 -0.05 | 0.00 0.00 0 0 0 All Contracts Total 1737 1280 +208 Trading Day of the Exchange 01 AUG 2024, THURSDAY Day Trading Session Contract STRATEGY Open Daily Daily Volume Month Price High Low AUG-24/SEP-24 Calendar Spread -0.11 -0.11 -0.11 400 AUG-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 AUG-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0 SEP-24/DEC-24 Calendar Spread 0.00 0.00 0.00 0 SEP-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0 DEC-24/MAR-25 Calendar Spread 0.00 0.00 0.00 0 All Strategies Total 400 *** END OF REPORT *** *All Calendar Spread vs. Calendar Spread transactions are excluded