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
25 APR 2025, FRIDAY 28 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 |
| |
MAY-25 7.2763 7.2802 7.2713 7.2741 1806 | 7.2759 7.2903 7.2757 58409 7.2865 +0.0095 | 7.3943 7.1823 60215 2826 -104
JUN-25 7.2602 7.2645 7.2559 7.2585 4923 | 7.2605 7.2745 7.2597 68590 7.2713 +0.0108 | 7.3831 6.8521 73513 16873 +181
JUL-25 7.2457 7.2466 7.2414 7.2439 677 | 7.2516 7.2589 7.2500 1976 7.2567 +0.0111 | 7.3505 7.1728 2653 1207 -69
AUG-25 7.2261 7.2261 7.2261 7.2261 5 | 7.2372 7.2372 7.2372 10 7.2390 +0.0120 | 7.2422 7.2231 15 25 +10
SEP-25 7.2129 7.2157 7.2106 7.2107 7836 | 7.2131 7.2275 7.2122 5362 7.2250 +0.0127 | 7.3421 6.8418 13198 5616 -19
DEC-25 0.0000 0.0000 0.0000 0.0000 6813 | 7.1720 7.1853 7.1720 2994 7.1824 +0.0108 | 7.3015 6.8101 9807 5937 +93
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1390 7.1433 7.1390 11 7.1455 +0.0124 | 7.2630 6.7919 11 1205 -11
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1018 7.1146 7.1018 7 7.1146 +0.0156 | 7.2313 7.0350 7 345 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0781 7.0840 7.0777 3 7.0856 +0.0231 | 7.1728 7.0100 3 337 +1
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0667 +0.0095 | 7.1464 7.1276 0 4 0
All Contracts Total 159422 34375 +82
Trading Day of the Exchange
28 APR 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0161 -0.0157 -0.0163 52681
MAY-25/JUL-25 Calendar Spread -0.0315 -0.0305 -0.0316 1157
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 -0.0150 -0.0148 -0.0153 650
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0474 -0.0468 -0.0477 2020
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 -0.0425 -0.0417 -0.0426 2861
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 59369
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded