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
25 FEB 2025, TUESDAY 26 FEB 2025, WEDNESDAY
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 |
| |
MAR-25 7.2581 7.2581 7.2376 7.2454 11324 | 7.2401 7.2548 7.2387 59714 7.2516 -0.0074 | 7.3547 6.8810 71038 15545 -106
APR-25 7.2462 7.2462 7.2255 7.2334 1421 | 7.2279 7.2424 7.2275 42658 7.2392 -0.0081 | 7.3420 7.2034 44079 4607 +214
MAY-25 7.2300 7.2300 7.2119 7.2204 94 | 7.2154 7.2270 7.2154 404 7.2245 -0.0081 | 7.3266 7.1896 498 1052 +111
JUN-25 7.2174 7.2176 7.2000 7.2056 8186 | 7.2108 7.2160 7.2000 6713 7.2124 -0.0084 | 7.3220 6.8521 14899 11937 +590
SEP-25 7.1790 7.1792 7.1634 7.1668 114 | 7.1777 7.1780 7.1626 871 7.1742 -0.0093 | 7.2828 6.8418 985 3311 +808
DEC-25 7.1328 7.1348 7.1269 7.1293 118 | 7.1277 7.1410 7.1277 446 7.1382 -0.0090 | 7.2425 6.8101 564 4671 +120
MAR-26 7.0981 7.1037 7.0978 7.1037 41 | 7.0990 7.1141 7.0987 460 7.1090 -0.0039 | 7.2090 6.7919 501 760 +481
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0735 -0.0117 | 7.1786 7.0350 0 306 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0407 -0.0118 | 7.0645 7.0200 0 5 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0407 -0.0118 | 0.0000 0.0000 0 0 0
All Contracts Total 132564 42194 +2218
Trading Day of the Exchange
26 FEB 2025, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-25/APR-25 Calendar Spread -0.0122 -0.0117 -0.0123 40412
MAR-25/MAY-25 Calendar Spread -0.0267 -0.0267 -0.0272 302
MAR-25/JUN-25 Calendar Spread -0.0385 -0.0374 -0.0392 3514
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
MAR-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAY-25 Calendar Spread -0.0150 -0.0150 -0.0151 11
APR-25/JUN-25 Calendar Spread -0.0262 -0.0260 -0.0270 603
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
APR-25/DEC-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
MAY-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0376 -0.0376 -0.0381 743
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
JUN-25/DEC-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
SEP-25/DEC-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
DEC-25/DEC-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
MAR-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 45585
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded