RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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 MAR 2025, FRIDAY 17 MAR 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 |
| |
MAR-25 7.2338 7.2422 7.2325 7.2371 407 | 7.2294 7.2400 7.2270 106 7.2383 +0.0032 | 7.3547 6.8810 513 2348 -78
APR-25 7.2200 7.2280 7.2182 7.2235 572 | 7.2118 7.2310 7.2114 37543 7.2211 +0.0011 | 7.3420 7.1983 38115 7147 +168
MAY-25 7.2027 7.2102 7.2016 7.2072 163 | 7.1997 7.2150 7.1955 32279 7.2054 +0.0019 | 7.3266 7.1823 32442 2138 +379
JUN-25 7.1904 7.1990 7.1885 7.1950 3522 | 7.1884 7.2027 7.1825 15664 7.1920 +0.0017 | 7.3220 6.8521 19186 21204 +806
SEP-25 7.1486 7.1550 7.1477 7.1547 2709 | 7.1456 7.1609 7.1411 1679 7.1546 +0.0054 | 7.2828 6.8418 4388 3359 +622
DEC-25 7.1167 7.1167 7.1167 7.1167 121 | 7.1075 7.1174 7.1026 119 7.1120 +0.0006 | 7.2425 6.8101 240 5710 +55
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0751 7.0751 7.0717 20 7.0797 -0.0029 | 7.2090 6.7919 20 1198 +1
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0510 7.0511 7.0418 64 7.0572 +0.0014 | 7.1786 7.0350 64 347 +17
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0252 7.0252 7.0252 5 7.0323 +0.0001 | 7.1000 7.0200 5 85 +5
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0323 -0.0124 | 0.0000 0.0000 0 0 0
All Contracts Total 94973 43536 +1975
Trading Day of the Exchange
17 MAR 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-25/APR-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0160 -0.0158 -0.0164 31150
APR-25/JUN-25 Calendar Spread -0.0283 -0.0280 -0.0294 1566
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 -0.0128 -0.0122 -0.0130 185
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 -0.0415 -0.0409 -0.0416 1238
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 -0.0398 -0.0393 -0.0398 70
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 34209
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded