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
31 JUL 2025, THURSDAY 01 AUG 2025, FRIDAY
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 |
| |
AUG-25 7.1960 7.2023 7.1934 7.2005 824 | 7.1986 7.2155 7.1983 29636 7.2133 +0.0167 | 7.2422 7.1141 30460 3710 +329
SEP-25 7.1813 7.1877 7.1779 7.1859 1295 | 7.1838 7.2008 7.1827 39900 7.1990 +0.0176 | 7.3421 6.8418 41195 21782 +1060
OCT-25 7.1643 7.1707 7.1643 7.1707 10 | 7.1701 7.1840 7.1701 526 7.1845 +0.0175 | 7.1840 7.0992 536 839 +30
NOV-25 0.0000 0.0000 0.0000 0.0000 0 | 7.1603 7.1604 7.1603 3 7.1668 +0.0177 | 7.1604 7.0883 3 41 +3
DEC-25 7.1334 7.1410 7.1318 7.1384 232 | 7.1384 7.1538 7.1360 1641 7.1525 +0.0173 | 7.3015 6.8101 1873 6631 -17
MAR-26 7.0972 7.0972 7.0960 7.0961 11 | 7.0935 7.1056 7.0925 376 7.1095 +0.0176 | 7.2630 6.7919 387 1998 +117
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0631 7.0639 7.0628 3 7.0695 +0.0172 | 7.2313 6.9655 3 576 -3
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0299 7.0307 7.0299 2 7.0343 +0.0177 | 7.1728 6.9306 2 308 0
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 7.0017 7.0026 7.0006 10 7.0029 +0.0202 | 7.1464 6.9117 10 76 +9
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0029 +0.0202 | 6.8010 6.8010 0 1 0
All Contracts Total 74469 35962 +1528
Trading Day of the Exchange
01 AUG 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-25/SEP-25 Calendar Spread -0.0152 -0.0145 -0.0152 23361
AUG-25/OCT-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/NOV-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 -0.0146 -0.0145 -0.0146 130
SEP-25/NOV-25 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread -0.0464 -0.0464 -0.0466 632
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/NOV-25 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
NOV-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-25/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread -0.0435 -0.0432 -0.0435 194
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 24317
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded