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
15 DEC 2025, MONDAY 16 DEC 2025, TUESDAY
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 E X | P I R E | D 0 -2264
JAN-26 7.0296 7.0300 7.0248 7.0300 2196 | 7.0250 7.0304 7.0214 32987 7.0225 -0.0073 | 7.1045 7.0214 35183 7098 +410
FEB-26 7.0133 7.0161 7.0112 7.0161 666 | 7.0152 7.0165 7.0075 23897 7.0085 -0.0080 | 7.0910 7.0075 24563 2319 +845
MAR-26 7.0070 7.0079 7.0024 7.0079 3892 | 7.0069 7.0080 6.9988 16714 7.0000 -0.0074 | 7.2630 6.7919 20606 15996 -432
APR-26 - - - - - | 6.9942 6.9942 6.9885 18 6.9902 - | 6.9942 6.9885 18 18 -
JUN-26 6.9716 6.9726 6.9691 6.9726 76 | 6.9730 6.9735 6.9655 520 6.9660 -0.0076 | 7.2313 6.9655 596 3213 -18
SEP-26 6.9406 6.9425 6.9390 6.9425 31 | 6.9436 6.9438 6.9358 60 6.9365 -0.0074 | 7.1728 6.9306 91 1660 +46
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 6.9158 6.9159 6.9080 22 6.9083 -0.0080 | 7.1464 6.9080 22 463 -2
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.8881 6.8881 6.8881 5 6.8853 -0.0070 | 6.9800 6.8010 5 126 -5
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.8716 6.8716 6.8716 6 6.8760 -0.0065 | 6.9810 6.8716 6 102 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8760 -0.0065 | 0.0000 0.0000 0 0 0
All Contracts Total 81090 30995 -1420
Trading Day of the Exchange
16 DEC 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JAN-26/FEB-26 Calendar Spread -0.0139 -0.0138 -0.0139 20024
JAN-26/MAR-26 Calendar Spread -0.0222 -0.0222 -0.0226 4596
JAN-26/APR-26 Calendar Spread 0.0000 0.0000 0.0000 0
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 -0.0085 -0.0084 -0.0087 2160
FEB-26/APR-26 Calendar Spread 0.0000 0.0000 0.0000 0
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/APR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread -0.0344 -0.0337 -0.0344 209
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
APR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/SEP-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
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 -0.0280 -0.0278 -0.0280 4
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 26993
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded