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
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
29 DEC 2025, MONDAY 30 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 |
| |
JAN-26 6.9941 6.9988 6.9857 6.9921 1940 | 6.9928 6.9972 6.9749 10366 6.9791 -0.0148 | 7.1045 6.9749 12306 6041 -1378
FEB-26 6.9811 6.9848 6.9724 6.9786 208 | 6.9797 6.9833 6.9616 1582 6.9654 -0.0145 | 7.0910 6.9616 1790 2514 -939
MAR-26 6.9714 6.9764 6.9633 6.9700 2794 | 6.9703 6.9748 6.9525 13598 6.9567 -0.0146 | 7.2630 6.7919 16392 17083 +675
APR-26 6.9656 6.9656 6.9600 6.9615 8 | 6.9640 6.9640 6.9462 14 6.9466 -0.0145 | 6.9942 6.9462 22 80 +5
JUN-26 6.9379 6.9429 6.9306 6.9368 194 | 6.9378 6.9409 6.9194 441 6.9235 -0.0141 | 7.2313 6.9194 635 3198 -84
SEP-26 6.9108 6.9110 6.9108 6.9110 4 | 6.9060 6.9114 6.8915 42 6.8941 -0.0135 | 7.1728 6.8915 46 1684 +14
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 6.8651 6.8661 6.8627 8 6.8654 -0.0137 | 7.1464 6.8627 8 457 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.8416 6.8416 6.8348 5 6.8387 -0.0148 | 6.9800 6.8010 5 125 -1
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.8280 6.8280 6.8260 2 6.8221 -0.0140 | 6.9810 6.8260 2 119 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8221 -0.0140 | 0.0000 0.0000 0 0 0
All Contracts Total 31206 31301 -1708
Trading Day of the Exchange
30 DEC 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JAN-26/FEB-26 Calendar Spread -0.0137 -0.0136 -0.0137 877
JAN-26/MAR-26 Calendar Spread -0.0223 -0.0223 -0.0225 2503
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 -0.0087 -0.0087 -0.0087 380
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 -0.0336 -0.0332 -0.0336 127
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 -0.0303 -0.0303 -0.0303 1
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 3888
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded