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
10 MAR 2025, MONDAY 11 MAR 2025, TUESDAY
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 7.2587 7.2625 7.2499 7.2615 5408 | 7.2537 7.2572 7.2235 43784 7.2345 -0.0221 | 7.3547 6.8810 49192 8461 -512
APR-25 7.2436 7.2487 7.2359 7.2473 786 | 7.2396 7.2432 7.2094 21128 7.2204 -0.0227 | 7.3420 7.2034 21914 5916 -477
MAY-25 7.2274 7.2330 7.2211 7.2318 102 | 7.2228 7.2267 7.1935 447 7.2039 -0.0234 | 7.3266 7.1896 549 1232 +126
JUN-25 7.2158 7.2207 7.2090 7.2201 3244 | 7.2127 7.2153 7.1808 14307 7.1912 -0.0239 | 7.3220 6.8521 17551 16526 -3180
SEP-25 7.1780 7.1836 7.1751 7.1836 140 | 7.1732 7.1756 7.1433 244 7.1530 -0.0243 | 7.2828 6.8418 384 3062 +22
DEC-25 7.1401 7.1445 7.1400 7.1445 3 | 7.1352 7.1352 7.1097 32 7.1183 -0.0243 | 7.2425 6.8101 35 5453 0
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1008 7.1008 7.0900 17 7.0920 -0.0226 | 7.2090 6.7919 17 1196 +2
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0700 7.0700 7.0642 25 7.0673 -0.0227 | 7.1786 7.0350 25 329 +12
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0450 7.0450 7.0429 3 7.0428 -0.0323 | 7.1000 7.0200 3 73 +2
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0441 -0.0221 | 0.0000 0.0000 0 0 0
All Contracts Total 89670 42248 -4005
Trading Day of the Exchange
11 MAR 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-25/APR-25 Calendar Spread -0.0141 -0.0137 -0.0146 16876
MAR-25/MAY-25 Calendar Spread -0.0300 -0.0300 -0.0305 10
MAR-25/JUN-25 Calendar Spread -0.0413 -0.0413 -0.0433 2599
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 -0.0154 -0.0154 -0.0166 101
APR-25/JUN-25 Calendar Spread -0.0276 -0.0276 -0.0288 355
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 -0.0364 -0.0364 -0.0386 71
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 20012
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded