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
13 FEB 2025, THURSDAY 14 FEB 2025, FRIDAY
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 7.2959 7.3048 7.2864 7.2986 1208 | 7.2742 7.2908 7.2563 3355 7.2640 -0.0299 | 7.3591 7.0654 4563 918 -491
MAR-25 7.2834 7.2954 7.2759 7.2851 12498 | 7.2799 7.2810 7.2458 79896 7.2534 -0.0300 | 7.3547 6.8810 92394 14791 -264
APR-25 7.2763 7.2850 7.2656 7.2790 4274 | 7.2541 7.2706 7.2357 61590 7.2434 -0.0298 | 7.3420 7.2076 65864 2788 +253
MAY-25 7.2691 7.2704 7.2669 7.2669 52 | 7.2443 7.2555 7.2250 49 7.2313 -0.0298 | 7.3266 7.1972 101 67 -14
JUN-25 7.2523 7.2611 7.2423 7.2552 6168 | 7.2329 7.2468 7.2122 4562 7.2200 -0.0297 | 7.3220 6.8521 10730 9251 -582
SEP-25 7.2154 7.2189 7.2077 7.2147 28 | 7.2007 7.2053 7.1748 120 7.1819 -0.0291 | 7.2828 6.8418 148 1293 +10
DEC-25 7.1796 7.1796 7.1655 7.1780 51 | 7.1603 7.1603 7.1375 61 7.1417 -0.0293 | 7.2425 6.8101 112 1612 +47
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1108 7.1108 7.0992 103 7.1061 -0.0283 | 7.2090 6.7919 103 288 +101
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0909 7.0909 7.0800 13 7.0745 -0.0285 | 7.1786 7.0350 13 261 +5
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0745 -0.0285 | 0.0000 0.0000 0 0 0
All Contracts Total 174028 31269 -935
Trading Day of the Exchange
14 FEB 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-25/MAR-25 Calendar Spread -0.0101 -0.0093 -0.0102 159
FEB-25/APR-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0103 -0.0100 -0.0104 59823
MAR-25/MAY-25 Calendar Spread -0.0223 -0.0220 -0.0224 16
MAR-25/JUN-25 Calendar Spread -0.0333 -0.0327 -0.0337 2497
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 -0.0379 -0.0379 -0.0379 50
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 62545
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded