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
28 NOV 2025, FRIDAY 01 DEC 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 |
| |
DEC-25 7.0649 7.0654 7.0584 7.0611 3791 | 7.0609 7.0656 7.0570 42679 7.0607 -0.0042 | 7.3015 6.8101 46470 17492 -46
JAN-26 7.0499 7.0504 7.0436 7.0458 581 | 7.0460 7.0505 7.0421 27568 7.0456 -0.0042 | 7.1045 7.0356 28149 2574 -583
FEB-26 7.0348 7.0348 7.0303 7.0326 15 | 7.0301 7.0361 7.0301 89 7.0317 -0.0047 | 7.0910 7.0301 104 879 +7
MAR-26 7.0278 7.0278 7.0207 7.0231 349 | 7.0228 7.0278 7.0194 2791 7.0192 -0.0085 | 7.2630 6.7919 3140 8815 +311
JUN-26 6.9945 6.9945 6.9885 6.9900 30 | 6.9909 6.9944 6.9864 281 6.9886 -0.0053 | 7.2313 6.9655 311 2741 -36
SEP-26 6.9600 6.9600 6.9600 6.9600 10 | 6.9615 6.9636 6.9615 100 6.9598 -0.0052 | 7.1728 6.9306 110 1065 +93
DEC-26 6.9365 6.9365 6.9365 6.9365 2 | 6.9358 6.9397 6.9282 14 6.9339 -0.0037 | 7.1464 6.9117 16 259 +1
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9194 -0.0023 | 6.9800 6.8010 0 107 0
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9063 -0.0029 | 6.9810 6.9098 0 53 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.9063 -0.0029 | 0.0000 0.0000 0 0 0
All Contracts Total 78300 33985 -253
Trading Day of the Exchange
01 DEC 2025, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
DEC-25/JAN-26 Calendar Spread -0.0150 -0.0150 -0.0153 25653
DEC-25/FEB-26 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/MAR-26 Calendar Spread -0.0376 -0.0376 -0.0379 1230
DEC-25/JUN-26 Calendar Spread -0.0714 -0.0714 -0.0714 2
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
DEC-25/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-25/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/FEB-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/MAR-26 Calendar Spread -0.0228 -0.0228 -0.0228 20
JAN-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/MAR-26 Calendar Spread -0.0089 -0.0089 -0.0089 1
FEB-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread -0.0333 -0.0332 -0.0337 95
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
MAR-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread -0.0297 -0.0297 -0.0300 9
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
JUN-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-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
SEP-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 27010
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded