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
03 FEB 2025, MONDAY 04 FEB 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 |
| |
FEB-25 7.3445 7.3482 7.3221 7.3260 5196 | 7.3098 7.3334 7.2830 52461 7.2857 -0.0589 | 7.3591 7.0654 57657 3025 -473
MAR-25 7.3375 7.3409 7.3148 7.3193 11849 | 7.3024 7.3250 7.2745 62610 7.2781 -0.0596 | 7.3547 6.8810 74459 17060 +871
APR-25 7.3299 7.3312 7.3053 7.3108 472 | 7.2948 7.3150 7.2672 972 7.2682 -0.0603 | 7.3420 7.2076 1444 1111 -13
MAY-25 0.0000 0.0000 0.0000 0.0000 0 | 7.2780 7.3000 7.2541 166 7.2548 -0.0611 | 7.3266 7.1972 166 34 +2
JUN-25 7.3046 7.3081 7.2824 7.2867 6475 | 7.2682 7.2897 7.2419 7381 7.2439 -0.0616 | 7.3220 6.8521 13856 9902 +518
SEP-25 7.2696 7.2696 7.2500 7.2506 28 | 7.2364 7.2500 7.2072 136 7.2091 -0.0593 | 7.2828 6.8418 164 1023 +26
DEC-25 7.2150 7.2150 7.2100 7.2101 10 | 7.2050 7.2050 7.1680 117 7.1693 -0.0601 | 7.2425 6.8101 127 1455 +58
MAR-26 7.1753 7.1753 7.1748 7.1748 21 | 7.1590 7.1590 7.1460 9 7.1374 -0.0558 | 7.2090 6.7919 30 205 -12
JUN-26 0.0000 0.0000 0.0000 0.0000 0 | 7.1312 7.1491 7.1174 10 7.1145 -0.0455 | 7.1786 7.0350 10 235 +7
SEP-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.1145 -0.0455 | 0.0000 0.0000 0 0 0
All Contracts Total 147913 34050 +984
Trading Day of the Exchange
04 FEB 2025, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-25/MAR-25 Calendar Spread -0.0068 -0.0068 -0.0090 41675
FEB-25/APR-25 Calendar Spread -0.0160 -0.0160 -0.0185 65
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 -0.0092 -0.0092 -0.0101 107
MAR-25/MAY-25 Calendar Spread -0.0228 -0.0228 -0.0229 4
MAR-25/JUN-25 Calendar Spread -0.0332 -0.0323 -0.0341 5665
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 47516
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded