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
14 FEB 2025, FRIDAY 17 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 7.2647 7.2689 7.2519 7.2554 336 | 7.2574 7.2574 7.2483 18 7.2490 -0.0150 | 7.3591 7.0654 354 902 -16
MAR-25 7.2539 7.2592 7.2418 7.2470 8440 | 7.2490 7.2518 7.2329 36853 7.2494 -0.0040 | 7.3547 6.8810 45293 13760 -1031
APR-25 7.2453 7.2490 7.2316 7.2369 3996 | 7.2389 7.2408 7.2224 19519 7.2387 -0.0047 | 7.3420 7.2076 23515 2858 +70
MAY-25 7.2350 7.2355 7.2193 7.2203 139 | 7.2263 7.2263 7.2138 106 7.2258 -0.0055 | 7.3266 7.1972 245 176 +109
JUN-25 7.2219 7.2251 7.2080 7.2138 1928 | 7.2179 7.2179 7.1993 4990 7.2154 -0.0046 | 7.3220 6.8521 6918 10372 +1121
SEP-25 7.1838 7.1862 7.1726 7.1735 35 | 7.1767 7.1785 7.1617 232 7.1775 -0.0044 | 7.2828 6.8418 267 1408 +115
DEC-25 7.1430 7.1430 7.1329 7.1387 10 | 7.1358 7.1358 7.1247 111 7.1392 -0.0025 | 7.2425 6.8101 121 1621 +9
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0995 7.0995 7.0912 44 7.1056 -0.0005 | 7.2090 6.7919 44 288 0
JUN-26 7.0745 7.0745 7.0745 7.0745 1 | 7.0685 7.0685 7.0572 60 7.0728 -0.0017 | 7.1786 7.0350 61 262 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0728 -0.0017 | 0.0000 0.0000 0 0 0
All Contracts Total 76818 31647 +378
Trading Day of the Exchange
17 FEB 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-25/MAR-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0102 -0.0102 -0.0109 17640
MAR-25/MAY-25 Calendar Spread -0.0228 -0.0228 -0.0232 40
MAR-25/JUN-25 Calendar Spread -0.0336 -0.0335 -0.0346 2711
MAR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/DEC-25 Calendar Spread -0.1100 -0.1100 -0.1116 9
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 -0.0124 -0.0124 -0.0126 7
APR-25/JUN-25 Calendar Spread -0.0236 -0.0236 -0.0236 1
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 -0.0368 -0.0368 -0.0380 55
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 -0.0391 -0.0391 -0.0395 24
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 20487
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded