RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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accuracy and reliability of the information provided, but do not guarantee its accuracy and
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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
26 MAY 2025, MONDAY 27 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 |
| |
JUN-25 7.1668 7.1680 7.1642 7.1655 1314 | 7.1631 7.1820 7.1600 56983 7.1802 +0.0130 | 7.3831 6.8521 58297 16957 +1645
JUL-25 7.1494 7.1517 7.1482 7.1492 998 | 7.1464 7.1656 7.1435 35081 7.1640 +0.0130 | 7.3505 7.1339 36079 3053 -307
AUG-25 7.1287 7.1287 7.1287 7.1287 25 | 7.1247 7.1456 7.1247 2036 7.1447 +0.0138 | 7.2422 7.1141 2061 3209 -109
SEP-25 7.1144 7.1160 7.1123 7.1130 79 | 7.1095 7.1304 7.1080 4971 7.1284 +0.0139 | 7.3421 6.8418 5050 9344 +284
DEC-25 7.0624 7.0637 7.0624 7.0631 13 | 7.0595 7.0797 7.0584 997 7.0793 +0.0143 | 7.3015 6.8101 1010 5971 -53
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0270 7.0336 7.0240 26 7.0342 +0.0144 | 7.2630 6.7919 26 1462 +12
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9752 6.9916 6.9752 29 6.9969 +0.0143 | 7.2313 6.9655 29 446 +24
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9396 6.9396 6.9392 2 6.9603 +0.0112 | 7.1728 6.9306 2 340 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9290 6.9410 6.9290 23 6.9382 +0.0143 | 7.1464 6.9117 23 10 +4
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9364 +0.0130 | 0.0000 0.0000 0 0 0
All Contracts Total 102577 40792 +1500
Trading Day of the Exchange
27 MAY 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-25/JUL-25 Calendar Spread -0.0164 -0.0160 -0.0164 31276
JUN-25/AUG-25 Calendar Spread -0.0359 -0.0354 -0.0359 844
JUN-25/SEP-25 Calendar Spread -0.0520 -0.0515 -0.0524 1645
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
JUN-25/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/AUG-25 Calendar Spread -0.0196 -0.0191 -0.0199 1101
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
JUL-25/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/SEP-25 Calendar Spread -0.0157 -0.0157 -0.0159 12
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
AUG-25/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread -0.0501 -0.0494 -0.0505 767
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
SEP-25/MAR-27 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
DEC-25/MAR-27 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
MAR-26/MAR-27 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
JUN-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 35645
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded