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
26 FEB 2025, WEDNESDAY 27 FEB 2025, THURSDAY
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 7.2516 7.2578 7.2470 7.2528 5063 | 7.2559 7.2706 7.2538 62023 7.2680 +0.0164 | 7.3547 6.8810 67086 14169 -1376
APR-25 7.2412 7.2451 7.2347 7.2410 1163 | 7.2438 7.2586 7.2429 46320 7.2563 +0.0171 | 7.3420 7.2034 47483 5273 +666
MAY-25 7.2288 7.2290 7.2243 7.2243 21 | 7.2314 7.2432 7.2281 328 7.2410 +0.0165 | 7.3266 7.1896 349 1215 +163
JUN-25 7.2127 7.2188 7.2081 7.2127 7699 | 7.2177 7.2312 7.2161 9371 7.2290 +0.0166 | 7.3220 6.8521 17070 13079 +1142
SEP-25 7.1768 7.1805 7.1713 7.1746 5272 | 7.1816 7.1920 7.1816 3177 7.1901 +0.0159 | 7.2828 6.8418 8449 4606 +1295
DEC-25 7.1392 7.1452 7.1352 7.1366 163 | 7.1438 7.1556 7.1421 263 7.1539 +0.0157 | 7.2425 6.8101 426 4877 +206
MAR-26 7.1129 7.1189 7.1077 7.1114 75 | 7.1203 7.1335 7.1171 311 7.1267 +0.0177 | 7.2090 6.7919 386 1100 +340
JUN-26 7.0850 7.0850 7.0850 7.0850 1 | 7.0992 7.1043 7.0983 22 7.0954 +0.0219 | 7.1786 7.0350 23 308 +2
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0675 7.0712 7.0675 3 7.0736 +0.0329 | 7.0712 7.0200 3 8 +3
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0736 +0.0329 | 0.0000 0.0000 0 0 0
All Contracts Total 141275 44635 +2441
Trading Day of the Exchange
27 FEB 2025, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-25/APR-25 Calendar Spread -0.0121 -0.0119 -0.0123 43365
MAR-25/MAY-25 Calendar Spread -0.0268 -0.0268 -0.0268 200
MAR-25/JUN-25 Calendar Spread -0.0391 -0.0385 -0.0395 3092
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 -0.0151 -0.0151 -0.0151 2
APR-25/JUN-25 Calendar Spread -0.0264 -0.0262 -0.0273 1107
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 -0.0380 -0.0379 -0.0387 2933
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 -0.0257 -0.0257 -0.0257 1
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 50700
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded