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
31 MAR 2025, MONDAY 01 APR 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 |
| |
APR-25 7.2547 7.2604 7.2512 7.2580 1787 | 7.2588 7.2757 7.2572 20059 7.2747 +0.0196 | 7.3420 7.1983 21846 4112 -1073
MAY-25 7.2376 7.2437 7.2348 7.2415 1490 | 7.2428 7.2600 7.2416 12084 7.2588 +0.0205 | 7.3266 7.1823 13574 3805 +39
JUN-25 7.2250 7.2310 7.2217 7.2288 4057 | 7.2296 7.2473 7.2275 22872 7.2461 +0.0208 | 7.3220 6.8521 26929 21057 +3771
JUL-25 7.2155 7.2155 7.2155 7.2155 5 | 7.2222 7.2311 7.2222 53 7.2329 +0.0206 | 7.2311 7.1728 58 390 -5
SEP-25 7.1833 7.1893 7.1801 7.1872 2984 | 7.1877 7.2050 7.1858 4129 7.2045 +0.0210 | 7.2828 6.8418 7113 4616 -58
DEC-25 7.1477 7.1495 7.1477 7.1495 152 | 7.1550 7.1652 7.1550 121 7.1654 +0.0211 | 7.2425 6.8101 273 4877 -76
MAR-26 7.1118 7.1118 7.1118 7.1118 3 | 7.1190 7.1221 7.1189 92 7.1295 +0.0210 | 7.2090 6.7919 95 1109 -88
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0986 +0.0205 | 7.1786 7.0350 0 314 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0539 7.0656 7.0520 20 7.0710 +0.0201 | 7.1000 7.0100 20 86 -8
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0710 +0.0201 | 0.0000 0.0000 0 0 0
All Contracts Total 69908 40366 +2502
Trading Day of the Exchange
01 APR 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-25/MAY-25 Calendar Spread -0.0165 -0.0156 -0.0166 8951
APR-25/JUN-25 Calendar Spread -0.0298 -0.0282 -0.0298 3442
APR-25/JUL-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0129 -0.0123 -0.0130 1057
MAY-25/JUL-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/JUL-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0416 -0.0415 -0.0421 3833
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
JUL-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-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 17283
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded