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
06 MAY 2025, TUESDAY 07 MAY 2025, WEDNESDAY
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 7.2059 7.2064 7.1979 7.2019 1228 | 7.1958 7.2215 7.1923 39247 7.2124 +0.0065 | 7.3943 7.1775 40475 3294 +294
JUN-25 7.1896 7.1905 7.1811 7.1857 3021 | 7.1835 7.2045 7.1758 51239 7.1950 +0.0054 | 7.3831 6.8521 54260 17745 +801
JUL-25 7.1741 7.1741 7.1672 7.1707 208 | 7.1642 7.1852 7.1613 2067 7.1790 +0.0047 | 7.3505 7.1489 2275 1687 +11
AUG-25 7.1552 7.1556 7.1511 7.1511 14 | 7.1473 7.1637 7.1473 27 7.1595 +0.0029 | 7.2422 7.1331 41 289 +23
SEP-25 7.1409 7.1424 7.1334 7.1382 4912 | 7.1316 7.1542 7.1280 4922 7.1447 +0.0025 | 7.3421 6.8418 9834 7296 +272
DEC-25 7.0975 7.0983 7.0900 7.0900 4041 | 7.0865 7.1070 7.0865 2510 7.0993 +0.0002 | 7.3015 6.8101 6551 5410 -618
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0601 7.0697 7.0581 10 7.0607 +0.0009 | 7.2630 6.7919 10 1314 +6
JUN-26 7.0247 7.0247 7.0247 7.0247 1 | 7.0288 7.0380 7.0288 7 7.0289 +0.0007 | 7.2313 7.0135 8 388 +5
SEP-26 6.9900 6.9913 6.9900 6.9913 4 | 0.0000 0.0000 0.0000 0 7.0040 +0.0070 | 7.1728 6.9763 4 342 -1
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9926 +0.0065 | 7.1464 7.1276 0 4 0
All Contracts Total 113458 37769 +793
Trading Day of the Exchange
07 MAY 2025, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0156 -0.0156 -0.0178 29412
MAY-25/JUL-25 Calendar Spread -0.0320 -0.0320 -0.0342 795
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 -0.0158 -0.0157 -0.0167 911
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0485 -0.0485 -0.0507 1378
JUN-25/DEC-25 Calendar Spread -0.0938 -0.0938 -0.0938 2
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 -0.0432 -0.0432 -0.0445 2406
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 34904
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded