06 CURRENCY FUTURES 06

2021 DAILY INFORMATION BULLETIN - http://www.cmegroup.com/dailybulletin

CME Group, Inc.
20 South Wacker Drive, Chicago, Illinois 60606-7499.

PRELIMINARY
PG06 BULLETIN # 111@ CURRENCY FUTURES Fri, Jun 11, 2021 PG06
FOR PRODUCTS THAT ARE TRADED IN BOTH Open Outcry(RTH) AND on CME Globex (ETH) THE INFORMATION REPRESENTED ON THIS PAGE FOR OPENING RANGE, HIGH, LOW,
CLOSING RANGE, SETTLEMENT PRICE AND VOLUME REPRESENTS RTH ACTIVITY ONLY. NOTE: LIFE OF CONTRACT HIGH AND LOW REPRESENTS BOTH RTH AND ETH. RTH VOLUME
REFLECTS PIT TRADING, BLOCK TRADES AND CASH-FOR-FUTURES ONLY. ETH REPRESENTS GLOBEX VOLUME TRANSACTIONS FROM THE GLOBEX® ELECTRONIC SESSION ONLY.
VOLUME OR OPEN INTEREST (BOTH BEFORE AND AFTER THE LAST DAY OF TRADING) MAY BE AFFECTED BY: CASH FOR FUTURES, SPREADS, AND PRIOR DAYS’ CLEARED TRADES
(OUT-TRADES), POSITION ADJUSTMENTS, OPTION EXERCISES, POSITIONS IN DELIVERY, OR POSITIONS IN A CASH SETTLEMENT CYCLE. PRODUCT LISTINGS REPRESENT
CONTRACTS WITH PRICE/VOLUME ACTIVITY AND/OR HAVE ESTABLISHED OPEN INTEREST. PRODUCTS THAT ARE ELIGIBLE TO TRADE, BUT ARE INACTIVE, DO NOT APPEAR IN
THIS REPORT. LEGEND: B=BID, A=ASK, N=NOMINAL, P=POST SETTLEMENT SESSION, #=NEW CONTRACT HIGH PRICE, *=NEW CONTRACT LOW PRICE, R=RECORD VOLUME OR OPEN
INTEREST. SETTLEMENT PRICES ARE DETERMINED BY CME RULE 813.
CURRENCY FUTURES

GLOBEX GLOBEX GLOBEX SETT.PRICE & PT. CHGE RTH ETH OPEN ----CONTRACT----
OPEN HIGH LOW RECIPROCAL VOLUME VOLUME INTEREST HIGH LOW
POLISH (US) F
JUN21 0.27270 0.27274B 0.26874A 0.26892 (3.71858) - 346 ---- 321 89 - 232 .27464B .25128A
SEP21 0.27186 0.27282B *0.26884A 0.26900 (3.71747) - 346 ---- 337 364 + 286 .27444B .26884A
TOTAL POLISH (US) F 0 658 453 + 54
POLISH (EC) F
JUN21 ---- ---- 0.22240A 0.22220 (4.50045) - 158 ---- 125 14 - 111 .22456B .21384A
SEP21 ---- ---- 0.22208A 0.22188 (4.50694) - 156 ---- 125 130 + 115 .22440 .22204A
TOTAL POLISH (EC) F 0 250 144 + 4
HUNGARY (US) F
SEP21 ---- 0.03517B *0.03472A 0.03470 ( 28.81844) - 450 ---- ---- 24 UNCH .03522B .03473A
TOTAL HUNGARY (US) F 24

SHEKEL FUTURE
SEP21 ---- ---- 0.30798A 0.30769 (3.25002) - 92 ---- ---- 1 UNCH .30901 .30783A
TOTAL SHEKEL FUTURE 1
RMB/USD FUT
SEP21 ---- ---- ---- 0.15538 (6.43583) - 21 ---- ---- 1 UNCH .15460 .15460
TOTAL RMB/USD FUT 1
WON/USD FUT
JUN21 0.0009040 0.0009040 0.0009040 0.0008990( 1112.35) + 0 ---- 1 120 UNCH .0009048B .0008720
JUL21 0.0008997 0.0009011B 0.0008950A 0.0008958( 1116.32) - 0 ---- 24 151 - 10 .0009049 .0008782A
SEP21 ---- ---- ---- 0.0008958( 1116.32) - 0 ---- ---- 980 UNCH ---- ----
TOTAL WON/USD FUT 25 1251 - 10
MICRO JPY/USD F - MJY
JUN21 0.0091440 .0091470 .0091040A .0091150(109.70927) - 0.240 ---- 475 2084 - 408 .01 .01
SEP21 0.0091540 .0091540 .0091100 .0091215(109.63109) - 0.230 ---- 1353 1632 + 172 .01 .01A
TOTAL MICRO JPY/USD F - MJY 1828 3716 - 236
MICRO GBP/USD F
JUN21 1.4177 1.4185 1.4097 1.4107 ( .70887) - 63 ---- 615 2184 + 89 1.4256 1.3207A
SEP21 1.4177 1.4186 1.4097 1.4108 ( .70882) - 63 ---- 3300 2254 + 461 1.4253 1.3677A
TOTAL MICRO GBP/USD F 3915 4438 + 550
MICRO EUR/USD F
JUN21 1.2174 1.2193 1.2090 1.2102 ( .82631) - 69 ---- 7479 6073 - 5251 1.2392 1.1721
SEP21 1.2196 1.2215 1.2114 1.2124 ( .82481) - 70 ---- 23468 10995 + 3331 1.2292 1.1746
TOTAL MICRO EUR/USD F 30947 17068 - 1920
MICRO CHF/USD F
JUN21 1.1180 1.1194B 1.1112A 1.1125 ( .89888) - 50 ---- 77 1307 - 74 1.1468 1.0577
SEP21 1.1204 1.1220 1.1138 1.1151 ( .89678) - 50 ---- 326 1585 + 18 1.1230 1.0604A
TOTAL MICRO CHF/USD F 403 2892 - 56
MICRO CAD/USD F
JUN21 0.8268 0.8278 0.8213 0.8218 (1.21684) - 54 ---- 1105 1094 - 618 .8329 .7723A
SEP21 0.8267 0.8277 0.8212A 0.8218 (1.21684) - 54 ---- 1724 1907 + 385 .8327B .7905A
TOTAL MICRO CAD/USD F 2829 3001 - 233
MICRO AUD/USD F
JUN21 0.7752 0.7775 0.7689A 0.7702 (1.29836) - 53 ---- 1295 1985 - 1639 .8008 .7476A
SEP21 0.7757 0.7778 0.7691 0.7705 (1.29786) - 53 ---- 7433 3189 + 547 .7894 .7537A
TOTAL MICRO AUD/USD F 8728 5174 - 1092

CURRENCY FUTURES CONTRACTS LAST TRADE DATES

EXPIRATION:

VOLUME AND OPEN INTEREST "RECORDS" SHOWN FOR CBOT PRODUCTS, ARE COMPRISED OF VOLUME AND OPEN INTEREST DATA AFTER THE CBOT/CME MERGER ON JULY 13, 2007.THE
INFORMATION CONTAINED IN THIS REPORT IS COMPILED FOR THE CONVENIENCE OF THE USER AND IS FURNISHED WITHOUT RESPONSIBILITY FOR ACCURACY OR CONTENT. IT IS
ACCEPTED BY THE USER ON THE CONDITION THAT ERRORS OR OMISSIONS SHALL NOT BE MADE THE BASIS FOR ANY CLAIM, DEMAND, OR CAUSE FOR ACTION.
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