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
09 MAY 2025, FRIDAY 12 MAY 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 7.2346 7.2368 7.2297 7.2349 1159 | 7.2246 7.2258 7.1956 58868 7.2094 -0.0258 | 7.3943 7.1775 60027 2140 -267
JUN-25 7.2190 7.2214 7.2139 7.2189 3297 | 7.2093 7.2102 7.1793 80927 7.1940 -0.0259 | 7.3831 6.8521 84224 16955 -1575
JUL-25 7.2036 7.2047 7.2008 7.2009 29 | 7.1910 7.1920 7.1677 2081 7.1768 -0.0267 | 7.3505 7.1489 2110 1980 +193
AUG-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1708 7.1708 7.1479 138 7.1567 -0.0259 | 7.2422 7.1331 138 216 -14
SEP-25 7.1665 7.1695 7.1621 7.1673 5419 | 7.1600 7.1600 7.1277 7167 7.1424 -0.0252 | 7.3421 6.8418 12586 7590 +742
DEC-25 7.1206 7.1206 7.1160 7.1160 3762 | 7.1075 7.1087 7.0860 2531 7.0949 -0.0271 | 7.3015 6.8101 6293 5489 +109
MAR-26 7.0797 7.0797 7.0797 7.0797 5 | 7.0600 7.0662 7.0453 37 7.0526 -0.0284 | 7.2630 6.7919 42 1333 +16
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0278 7.0278 7.0093 18 7.0176 -0.0282 | 7.2313 7.0093 18 395 +5
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9977 6.9977 6.9764 15 6.9902 -0.0258 | 7.1728 6.9763 15 335 -3
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9896 -0.0258 | 7.1464 7.1276 0 5 0
All Contracts Total 165453 36438 -794
Trading Day of the Exchange
12 MAY 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0158 -0.0151 -0.0161 48995
MAY-25/JUL-25 Calendar Spread -0.0322 -0.0316 -0.0329 645
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 -0.0165 -0.0162 -0.0167 659
JUN-25/AUG-25 Calendar Spread -0.0367 -0.0367 -0.0369 6
JUN-25/SEP-25 Calendar Spread -0.0524 -0.0513 -0.0530 3801
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 -0.0466 -0.0465 -0.0471 1944
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 56050
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded