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
18 JUN 2025, WEDNESDAY 19 JUN 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 |
| |
JUL-25 7.1764 7.1800 7.1750 7.1797 1636 | 7.1813 7.1840 7.1754 41643 7.1782 +0.0018 | 7.3505 7.1339 43279 7414 +5
AUG-25 7.1568 7.1607 7.1563 7.1607 869 | 7.1618 7.1646 7.1579 36906 7.1591 +0.0022 | 7.2422 7.1141 37775 2786 +180
SEP-25 7.1416 7.1458 7.1399 7.1454 2877 | 7.1460 7.1497 7.1414 16376 7.1442 +0.0028 | 7.3421 6.8418 19253 18083 +542
OCT-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1346 7.1346 7.1346 310 7.1294 +0.0027 | 7.1346 7.1346 310 310 +310
DEC-25 7.0945 7.0972 7.0936 7.0958 1619 | 7.0995 7.1027 7.0952 1357 7.0980 +0.0036 | 7.3015 6.8101 2976 6177 -26
MAR-26 7.0502 7.0502 7.0502 7.0502 2 | 0.0000 0.0000 0.0000 0 7.0534 +0.0038 | 7.2630 6.7919 2 1606 -1
JUN-26 7.0104 7.0104 7.0104 7.0104 2 | 7.0188 7.0188 7.0164 3 7.0135 +0.0037 | 7.2313 6.9655 5 441 +1
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9832 6.9832 6.9778 4 6.9789 +0.0022 | 7.1728 6.9306 4 320 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9537 +0.0056 | 7.1464 6.9117 0 46 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9537 +0.0056 | 6.8010 6.8010 0 1 0
All Contracts Total 103604 37184 +1011
Trading Day of the Exchange
19 JUN 2025, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-25/AUG-25 Calendar Spread -0.0193 -0.0190 -0.0195 34076
JUL-25/SEP-25 Calendar Spread -0.0345 -0.0338 -0.0348 2171
JUL-25/OCT-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 -0.0152 -0.0147 -0.0152 1839
AUG-25/OCT-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
AUG-25/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/OCT-25 Calendar Spread -0.0144 -0.0144 -0.0144 300
SEP-25/DEC-25 Calendar Spread -0.0470 -0.0467 -0.0471 1060
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
OCT-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-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 39446
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded