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
04 APR 2025, FRIDAY 07 APR 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 |
| |
APR-25 7.2783 7.2968 7.2726 7.2899 2794 | 7.3050 7.3286 7.3001 22741 7.3253 +0.0585 | 7.3420 7.1983 25535 3032 -241
MAY-25 7.2700 7.2803 7.2582 7.2750 1700 | 7.2850 7.3152 7.2850 14698 7.3101 +0.0587 | 7.3266 7.1823 16398 4686 +451
JUN-25 7.2450 7.2695 7.2450 7.2628 4486 | 7.2685 7.3041 7.2685 28388 7.2987 +0.0606 | 7.3220 6.8521 32874 22523 -124
JUL-25 7.2471 7.2535 7.2342 7.2535 31 | 7.2744 7.2872 7.2744 81 7.2860 +0.0603 | 7.2872 7.1728 112 572 +5
SEP-25 7.2096 7.2261 7.2043 7.2189 753 | 7.2300 7.2623 7.2300 3061 7.2577 +0.0617 | 7.2828 6.8418 3814 4457 0
DEC-25 7.1720 7.1825 7.1645 7.1810 176 | 7.1904 7.2220 7.1904 482 7.2186 +0.0629 | 7.2425 6.8101 658 4973 -138
MAR-26 7.1380 7.1400 7.1380 7.1400 31 | 7.1518 7.1828 7.1518 24 7.1835 +0.0659 | 7.2090 6.7919 55 1021 -32
JUN-26 7.1110 7.1129 7.0968 7.1129 20 | 7.1180 7.1494 7.1180 82 7.1530 +0.0664 | 7.1786 7.0350 102 249 -61
SEP-26 7.0644 7.0727 7.0644 7.0727 2 | 7.1191 7.1225 7.1126 39 7.1276 +0.0928 | 7.1241 7.0100 41 102 -6
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1276 +0.0928 | 0.0000 0.0000 0 0 0
All Contracts Total 79589 41615 -146
Trading Day of the Exchange
07 APR 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-25/MAY-25 Calendar Spread -0.0148 -0.0122 -0.0151 11606
APR-25/JUN-25 Calendar Spread -0.0272 -0.0231 -0.0272 2477
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 -0.0110 -0.0110 -0.0125 997
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 -0.0417 -0.0410 -0.0421 1502
JUN-25/DEC-25 Calendar Spread -0.0800 -0.0800 -0.0800 45
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 -0.0400 -0.0400 -0.0400 100
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 16727
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded