RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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
02 JUL 2025, WEDNESDAY 03 JUL 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 7.1620 7.1640 7.1565 7.1566 822 | 7.1555 7.1578 7.1519 65745 7.1534 -0.0087 | 7.3505 7.1339 66567 3393 -513
AUG-25 7.1419 7.1431 7.1376 7.1378 620 | 7.1362 7.1382 7.1323 49081 7.1340 -0.0086 | 7.2422 7.1141 49701 3530 -73
SEP-25 7.1273 7.1297 7.1216 7.1218 1330 | 7.1213 7.1228 7.1168 34985 7.1187 -0.0086 | 7.3421 6.8418 36315 18359 -1617
OCT-25 7.1118 7.1118 7.1077 7.1082 463 | 7.1060 7.1082 7.1034 207 7.1049 -0.0082 | 7.1346 7.0992 670 254 -20
DEC-25 7.0809 7.0840 7.0760 7.0760 312 | 7.0758 7.0774 7.0717 5644 7.0735 -0.0081 | 7.3015 6.8101 5956 5643 -159
MAR-26 7.0358 7.0358 7.0358 7.0358 21 | 7.0325 7.0325 7.0325 101 7.0324 -0.0065 | 7.2630 6.7919 122 1637 -10
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9932 6.9971 6.9932 18 6.9955 -0.0048 | 7.2313 6.9655 18 483 +17
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9610 -0.0064 | 7.1728 6.9306 0 321 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9305 6.9305 6.9305 1 6.9322 -0.0037 | 7.1464 6.9117 1 62 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9322 -0.0037 | 6.8010 6.8010 0 1 0
All Contracts Total 159350 33683 -2375
Trading Day of the Exchange
03 JUL 2025, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-25/AUG-25 Calendar Spread -0.0193 -0.0193 -0.0197 46031
JUL-25/SEP-25 Calendar Spread -0.0347 -0.0346 -0.0351 14670
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 -0.0153 -0.0153 -0.0156 2089
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 -0.0143 -0.0139 -0.0143 110
SEP-25/DEC-25 Calendar Spread -0.0457 -0.0452 -0.0457 5114
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 -0.0418 -0.0418 -0.0419 100
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 68114
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded