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
14 MAY 2025, WEDNESDAY 15 MAY 2025, THURSDAY
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 7.1981 7.2095 7.1978 7.2092 1430 | 7.2070 7.2142 7.2022 9889 7.2069 +0.0085 | 7.3943 7.1749 11319 547 -1040
JUN-25 7.1812 7.1928 7.1808 7.1928 3519 | 7.1912 7.1977 7.1856 44012 7.1911 +0.0095 | 7.3831 6.8521 47531 16377 +927
JUL-25 7.1677 7.1719 7.1662 7.1713 223 | 7.1780 7.1810 7.1705 26751 7.1750 +0.0098 | 7.3505 7.1431 26974 2546 +39
AUG-25 7.1470 7.1523 7.1470 7.1523 3 | 7.1550 7.1550 7.1532 75 7.1551 +0.0094 | 7.2422 7.1237 78 233 -6
SEP-25 7.1297 7.1410 7.1297 7.1399 3418 | 7.1398 7.1466 7.1345 4861 7.1393 +0.0089 | 7.3421 6.8418 8279 7185 +527
DEC-25 7.0865 7.0925 7.0865 7.0925 2354 | 7.0939 7.0975 7.0858 2905 7.0904 +0.0073 | 7.3015 6.8101 5259 5463 +87
MAR-26 7.0398 7.0445 7.0398 7.0445 7 | 7.0501 7.0530 7.0408 72 7.0464 +0.0063 | 7.2630 6.7919 79 1346 +8
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0100 7.0100 7.0057 12 7.0078 +0.0041 | 7.2313 6.9900 12 406 -2
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9753 +0.0048 | 7.1728 6.9577 0 341 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9871 +0.0085 | 7.1464 6.9250 0 6 0
All Contracts Total 99531 34450 +540
Trading Day of the Exchange
15 MAY 2025, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0169 -0.0160 -0.0171 4419
MAY-25/JUL-25 Calendar Spread -0.0332 -0.0319 -0.0332 649
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 -0.0162 -0.0158 -0.0163 25106
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0511 -0.0510 -0.0515 1117
JUN-25/DEC-25 Calendar Spread -0.0994 -0.0994 -0.0997 4
JUN-25/MAR-26 Calendar Spread -0.1436 -0.1436 -0.1444 10
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 -0.0194 -0.0194 -0.0194 50
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 -0.0477 -0.0476 -0.0491 2827
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 -0.0440 -0.0440 -0.0440 1
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 34183
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded