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
28 MAY 2025, WEDNESDAY 29 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 |
| |
JUN-25 7.1786 7.1849 7.1750 7.1812 1721 | 7.1880 7.1997 7.1788 39042 7.1800 +0.0021 | 7.3831 6.8521 40763 17152 +79
JUL-25 7.1625 7.1678 7.1591 7.1651 470 | 7.1730 7.1832 7.1636 22559 7.1645 +0.0035 | 7.3505 7.1339 23029 3596 -68
AUG-25 7.1439 7.1439 7.1412 7.1412 18 | 7.1626 7.1626 7.1456 1371 7.1453 +0.0030 | 7.2422 7.1141 1389 3036 -164
SEP-25 7.1290 7.1316 7.1244 7.1293 3104 | 7.1373 7.1473 7.1289 5457 7.1293 +0.0038 | 7.3421 6.8418 8561 9903 +579
DEC-25 7.0773 7.0796 7.0773 7.0796 2925 | 7.0930 7.0981 7.0800 924 7.0812 +0.0046 | 7.3015 6.8101 3849 6600 +649
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0509 7.0509 7.0358 111 7.0350 +0.0040 | 7.2630 6.7919 111 1486 +15
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0014 +0.0078 | 7.2313 6.9655 0 446 0
SEP-26 6.9539 6.9539 6.9539 6.9539 1 | 6.9721 6.9721 6.9711 20 6.9680 +0.0079 | 7.1728 6.9306 21 350 +10
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9470 +0.0124 | 7.1464 6.9117 0 24 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9362 +0.0021 | 0.0000 0.0000 0 0 0
All Contracts Total 77723 42593 +1100
Trading Day of the Exchange
29 MAY 2025, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-25/JUL-25 Calendar Spread -0.0160 -0.0153 -0.0162 19840
JUN-25/AUG-25 Calendar Spread -0.0353 -0.0342 -0.0353 426
JUN-25/SEP-25 Calendar Spread -0.0519 -0.0503 -0.0521 1896
JUN-25/DEC-25 Calendar Spread -0.1008 -0.1003 -0.1008 12
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 -0.0197 -0.0186 -0.0197 610
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 -0.0165 -0.0159 -0.0166 19
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 -0.0490 -0.0483 -0.0493 657
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 -0.0462 -0.0461 -0.0462 82
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 23542
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded