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
15 MAY 2025, THURSDAY 16 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 7.2079 7.2100 7.2033 7.2036 387 | 7.2043 7.2043 7.1947 1135 7.2043 -0.0026 | 7.3943 7.1749 1522 316 -231
JUN-25 7.1915 7.1942 7.1870 7.1872 12822 | 7.1884 7.1891 7.1777 44335 7.1880 -0.0031 | 7.3831 6.8521 57157 17314 +937
JUL-25 7.1764 7.1780 7.1716 7.1721 11126 | 7.1707 7.1721 7.1627 33755 7.1721 -0.0029 | 7.3505 7.1431 44881 2367 -179
AUG-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1493 7.1493 7.1437 7 7.1522 -0.0029 | 7.2422 7.1237 7 231 -2
SEP-25 7.1399 7.1414 7.1363 7.1367 958 | 7.1363 7.1371 7.1262 5431 7.1366 -0.0027 | 7.3421 6.8418 6389 7153 -32
DEC-25 0.0000 0.0000 0.0000 0.0000 0 | 7.0804 7.0890 7.0788 2605 7.0881 -0.0023 | 7.3015 6.8101 2605 5705 +242
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0382 7.0421 7.0382 7 7.0442 -0.0022 | 7.2630 6.7919 7 1348 +2
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9980 7.0018 6.9966 4 7.0071 -0.0007 | 7.2313 6.9900 4 407 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9677 6.9707 6.9650 6 6.9740 -0.0013 | 7.1728 6.9577 6 341 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9740 -0.0131 | 7.1464 6.9250 0 6 0
All Contracts Total 112578 35188 +738
Trading Day of the Exchange
16 MAY 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0164 -0.0163 -0.0166 15
MAY-25/JUL-25 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0160 -0.0159 -0.0161 33008
JUN-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread -0.0520 -0.0514 -0.0520 1745
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 -0.0485 -0.0482 -0.0486 2560
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 37328
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded