RMB CURRENCY 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.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
31 JAN 2025, FRIDAY 03 FEB 2025, MONDAY
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 |
| |
FEB-25 7.2962 7.3123 7.2721 7.3079 2182 | 7.3499 7.3591 7.3338 30316 7.3446 +0.0492 | 7.3591 7.0654 32498 3498 +111
MAR-25 7.2870 7.3036 7.2634 7.2992 7209 | 7.3100 7.3523 7.3100 41011 7.3377 +0.0514 | 7.3547 6.8810 48220 16189 -234
APR-25 7.2769 7.2900 7.2561 7.2900 125 | 7.3157 7.3420 7.3157 1086 7.3285 +0.0524 | 7.3420 7.2076 1211 1124 +334
MAY-25 0.0000 0.0000 0.0000 0.0000 0 | 7.3144 7.3266 7.3060 53 7.3159 +0.0539 | 7.3266 7.1972 53 32 -3
JUN-25 7.2551 7.2689 7.2288 7.2663 4649 | 7.3055 7.3193 7.2931 6250 7.3055 +0.0525 | 7.3220 6.8521 10899 9384 -675
SEP-25 7.2119 7.2300 7.2061 7.2300 36 | 7.2677 7.2828 7.2570 178 7.2684 +0.0544 | 7.2828 6.8418 214 997 -38
DEC-25 7.1726 7.1904 7.1726 7.1904 9 | 7.2318 7.2425 7.2200 50 7.2294 +0.0540 | 7.2425 6.8101 59 1397 -22
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1988 7.2090 7.1845 16 7.1932 +0.0497 | 7.2090 6.7919 16 217 -4
JUN-26 7.1104 7.1105 7.1103 7.1105 5 | 7.1594 7.1600 7.1594 5 7.1600 +0.0433 | 7.1786 7.0350 10 228 -10
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1600 +0.0433 | 0.0000 0.0000 0 0 0
All Contracts Total 93180 33066 -541
Trading Day of the Exchange
03 FEB 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-25/MAR-25 Calendar Spread -0.0083 -0.0065 -0.0083 21859
FEB-25/APR-25 Calendar Spread -0.0167 -0.0158 -0.0172 70
FEB-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/APR-25 Calendar Spread -0.0094 -0.0091 -0.0097 333
MAR-25/MAY-25 Calendar Spread -0.0218 -0.0218 -0.0221 13
MAR-25/JUN-25 Calendar Spread -0.0329 -0.0315 -0.0330 3527
MAR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 25802
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded