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
13 JAN 2025, MONDAY 14 JAN 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-25 E X | P I R E | D 0 -466
FEB-25 7.3481 7.3503 7.3430 7.3441 1432 | 7.3410 7.3419 7.3298 59814 7.3336 -0.0140 | 7.3591 7.0654 61246 4489 -298
MAR-25 7.3426 7.3449 7.3365 7.3379 7643 | 7.3362 7.3362 7.3238 75640 7.3281 -0.0140 | 7.3547 6.8810 83283 18027 +225
APR-25 7.3325 7.3325 7.3325 7.3325 2 | 7.3197 7.3231 7.3154 259 7.3199 -0.0135 | 7.3363 7.2822 261 540 -14
MAY-25 - - - - - | 0.0000 0.0000 0.0000 0 7.3073 - | 0.0000 0.0000 0 0 -
JUN-25 7.3124 7.3124 7.3053 7.3060 5509 | 7.3000 7.3035 7.2922 5018 7.2967 -0.0132 | 7.3220 6.8521 10527 8035 +258
SEP-25 7.2698 7.2698 7.2669 7.2669 19 | 7.2582 7.2584 7.2570 9 7.2569 -0.0126 | 7.2816 6.8418 28 1019 0
DEC-25 7.2277 7.2277 7.2250 7.2250 20 | 7.2136 7.2181 7.2123 30 7.2144 -0.0101 | 7.2410 6.8101 50 1249 +36
MAR-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1737 7.1841 7.1736 40 7.1791 -0.0119 | 7.2085 6.7919 40 199 -15
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1520 7.1527 7.1444 28 7.1493 -0.0118 | 7.1786 7.0350 28 133 -6
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1493 -0.0118 | 0.0000 0.0000 0 0 0
All Contracts Total 155463 33691 -280
Trading Day of the Exchange
14 JAN 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-25/MAR-25 Calendar Spread -0.0056 -0.0054 -0.0063 52581
FEB-25/APR-25 Calendar Spread -0.0143 -0.0141 -0.0143 10
FEB-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/APR-25 Calendar Spread -0.0085 -0.0084 -0.0085 200
MAR-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-25 Calendar Spread -0.0319 -0.0314 -0.0327 3141
MAR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAY-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/JUN-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
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
DEC-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
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
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
JUN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 55932
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded