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
04 JUL 2025, FRIDAY 07 JUL 2025, MONDAY
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 7.1578 7.1611 7.1572 7.1597 909 | 7.1618 7.1742 7.1607 36577 7.1732 +0.0151 | 7.3505 7.1339 37486 2064 -1284
AUG-25 7.1381 7.1412 7.1381 7.1401 771 | 7.1430 7.1542 7.1415 24097 7.1538 +0.0152 | 7.2422 7.1141 24868 3835 -160
SEP-25 7.1229 7.1264 7.1222 7.1253 1220 | 7.1263 7.1394 7.1255 27441 7.1381 +0.0150 | 7.3421 6.8418 28661 19259 +1101
OCT-25 7.1092 7.1110 7.1092 7.1096 553 | 7.1153 7.1211 7.1153 725 7.1240 +0.0150 | 7.1346 7.0992 1278 197 -76
DEC-25 7.0775 7.0798 7.0775 7.0793 829 | 7.0807 7.0916 7.0805 525 7.0923 +0.0151 | 7.3015 6.8101 1354 5527 -278
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0454 7.0485 7.0454 19 7.0490 +0.0149 | 7.2630 6.7919 19 1643 +4
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0070 7.0070 7.0070 1 7.0093 +0.0145 | 7.2313 6.9655 1 486 0
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9754 +0.0143 | 7.1728 6.9306 0 321 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9465 +0.0149 | 7.1464 6.9117 0 62 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9465 +0.0149 | 6.8010 6.8010 0 1 0
All Contracts Total 93667 33395 -693
Trading Day of the Exchange
07 JUL 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUL-25/AUG-25 Calendar Spread -0.0195 -0.0194 -0.0195 20090
JUL-25/SEP-25 Calendar Spread -0.0352 -0.0348 -0.0352 10947
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 -0.0157 -0.0154 -0.0157 2679
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 -0.0140 -0.0140 -0.0144 385
SEP-25/DEC-25 Calendar Spread -0.0458 -0.0458 -0.0461 384
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 -0.0428 -0.0428 -0.0428 3
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 34488
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded