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
01 MAY 2025, THURSDAY 02 MAY 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 7.2656 7.2735 7.2635 7.2720 804 | 7.2683 7.2683 7.2178 34961 7.2256 -0.0397 | 7.3943 7.1823 35765 3278 +1457
JUN-25 7.2509 7.2603 7.2484 7.2573 2783 | 7.2538 7.2539 7.2029 39388 7.2116 -0.0389 | 7.3831 6.8521 42171 14526 +313
JUL-25 7.2366 7.2422 7.2340 7.2401 44 | 7.2377 7.2377 7.1921 3269 7.1962 -0.0391 | 7.3505 7.1728 3313 1445 +62
AUG-25 7.2215 7.2215 7.2215 7.2215 1 | 7.2098 7.2122 7.1747 95 7.1774 -0.0395 | 7.2422 7.1747 96 154 +57
SEP-25 7.2019 7.2127 7.2019 7.2102 2321 | 7.2047 7.2047 7.1560 5066 7.1635 -0.0395 | 7.3421 6.8418 7387 6698 +300
DEC-25 7.1658 7.1698 7.1658 7.1698 1690 | 7.1633 7.1633 7.1155 2318 7.1221 -0.0387 | 7.3015 6.8101 4008 5766 -131
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1123 7.1123 7.0804 42 7.0851 -0.0386 | 7.2630 6.7919 42 1260 +39
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0770 7.0770 7.0460 26 7.0533 -0.0387 | 7.2313 7.0350 26 373 +15
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0437 7.0437 7.0288 7 7.0251 -0.0370 | 7.1728 7.0100 7 349 +7
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0058 -0.0397 | 7.1464 7.1276 0 4 0
All Contracts Total 92815 33853 +2119
Trading Day of the Exchange
02 MAY 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0148 -0.0147 -0.0153 25142
MAY-25/JUL-25 Calendar Spread -0.0296 -0.0296 -0.0308 1454
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 -0.0152 -0.0149 -0.0155 1506
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0467 -0.0466 -0.0476 1802
JUN-25/DEC-25 Calendar Spread -0.0884 -0.0883 -0.0884 203
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 -0.0414 -0.0414 -0.0418 1993
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 32100
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded