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
12 MAY 2025, MONDAY 13 MAY 2025, TUESDAY
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 7.2086 7.2086 7.1895 7.1955 962 | 7.1952 7.1988 7.1749 29973 7.1920 -0.0174 | 7.3943 7.1749 30935 2004 -136
JUN-25 7.1800 7.1933 7.1731 7.1799 5790 | 7.1798 7.1833 7.1586 44025 7.1760 -0.0180 | 7.3831 6.8521 49815 15558 -1397
JUL-25 7.1618 7.1705 7.1568 7.1632 302 | 7.1648 7.1670 7.1431 1909 7.1600 -0.0168 | 7.3505 7.1431 2211 2247 +267
AUG-25 7.1421 7.1421 7.1380 7.1380 6 | 7.1360 7.1431 7.1237 47 7.1403 -0.0164 | 7.2422 7.1237 53 233 +17
SEP-25 7.1380 7.1380 7.1227 7.1308 2485 | 7.1263 7.1324 7.1070 7861 7.1252 -0.0172 | 7.3421 6.8418 10346 7302 -288
DEC-25 7.0803 7.0850 7.0771 7.0843 267 | 7.0852 7.0852 7.0616 3293 7.0779 -0.0170 | 7.3015 6.8101 3560 5774 +285
MAR-26 7.0352 7.0401 7.0350 7.0401 8 | 7.0336 7.0354 7.0244 19 7.0356 -0.0170 | 7.2630 6.7919 27 1338 +5
JUN-26 7.0010 7.0013 7.0000 7.0009 9 | 7.0011 7.0011 6.9900 20 7.0000 -0.0176 | 7.2313 6.9900 29 402 +7
SEP-26 6.9700 6.9722 6.9700 6.9705 5 | 6.9680 6.9680 6.9577 5 6.9728 -0.0174 | 7.1728 6.9577 10 345 +10
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9722 -0.0174 | 7.1464 7.1276 0 5 0
All Contracts Total 96986 35208 -1230
Trading Day of the Exchange
13 MAY 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0155 -0.0155 -0.0166 20882
MAY-25/JUL-25 Calendar Spread -0.0327 -0.0319 -0.0333 928
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 -0.0157 -0.0154 -0.0167 634
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0517 -0.0509 -0.0526 3723
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 -0.0470 3256
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 29423
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded