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
24 APR 2025, THURSDAY 25 APR 2025, FRIDAY
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 |
| |
MAY-25 7.2742 7.2802 7.2730 7.2766 2813 | 7.2814 7.2854 7.2686 49640 7.2770 +0.0031 | 7.3943 7.1823 52453 2930 -856
JUN-25 7.2581 7.2640 7.2569 7.2605 4860 | 7.2649 7.2696 7.2524 61690 7.2605 +0.0026 | 7.3831 6.8521 66550 16692 -798
JUL-25 7.2454 7.2481 7.2445 7.2445 31 | 7.2503 7.2541 7.2380 2450 7.2456 +0.0032 | 7.3505 7.1728 2481 1276 +153
AUG-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2231 7.2238 7.2231 11 7.2270 +0.0023 | 7.2422 7.2231 11 15 +5
SEP-25 7.2114 7.2157 7.2101 7.2120 1486 | 7.2181 7.2213 7.2050 2579 7.2123 +0.0021 | 7.3421 6.8418 4065 5635 +673
DEC-25 7.1713 7.1713 7.1686 7.1686 1180 | 7.1745 7.1745 7.1617 50 7.1716 +0.0043 | 7.3015 6.8101 1230 5844 +574
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1278 7.1292 7.1260 16 7.1331 +0.0051 | 7.2630 6.7919 16 1216 +2
JUN-26 7.0979 7.0979 7.0966 7.0966 10 | 7.0960 7.0967 7.0960 3 7.0990 +0.0055 | 7.2313 7.0350 13 345 +10
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0634 7.0649 7.0634 2 7.0625 -0.0011 | 7.1728 7.0100 2 336 +1
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0572 +0.0031 | 7.1464 7.1276 0 4 0
All Contracts Total 126821 34293 -236
Trading Day of the Exchange
25 APR 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0164 -0.0159 -0.0164 40876
MAY-25/JUL-25 Calendar Spread -0.0315 -0.0309 -0.0316 739
MAY-25/AUG-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 -0.0155 -0.0148 -0.0155 1482
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0475 -0.0471 -0.0481 1392
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/AUG-25 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
AUG-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-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 -0.0330 -0.0330 -0.0330 1
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 44490
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded