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
08 MAY 2025, THURSDAY 09 MAY 2025, FRIDAY
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 |
| |
MAY-25 7.2327 7.2412 7.2271 7.2402 1571 | 7.2377 7.2478 7.2343 52105 7.2352 +0.0030 | 7.3943 7.1775 53676 2407 -599
JUN-25 7.2157 7.2249 7.2094 7.2234 3440 | 7.2220 7.2310 7.2173 61619 7.2199 +0.0048 | 7.3831 6.8521 65059 18530 +804
JUL-25 7.1936 7.2080 7.1936 7.2076 56 | 7.2101 7.2112 7.2029 1577 7.2035 +0.0045 | 7.3505 7.1489 1633 1787 +37
AUG-25 7.1765 7.1783 7.1755 7.1783 17 | 7.1937 7.1937 7.1879 6 7.1826 +0.0036 | 7.2422 7.1331 23 230 -2
SEP-25 7.1643 7.1700 7.1576 7.1700 3111 | 7.1700 7.1783 7.1656 4884 7.1676 +0.0044 | 7.3421 6.8418 7995 6848 -596
DEC-25 7.1174 7.1251 7.1174 7.1251 2838 | 7.1200 7.1299 7.1200 2623 7.1220 +0.0049 | 7.3015 6.8101 5461 5380 -210
MAR-26 7.0744 7.0744 7.0744 7.0744 2 | 7.0850 7.0850 7.0850 1 7.0810 +0.0043 | 7.2630 6.7919 3 1317 +3
JUN-26 7.0450 7.0450 7.0450 7.0450 1 | 7.0500 7.0500 7.0500 1 7.0458 +0.0031 | 7.2313 7.0135 2 390 +1
SEP-26 7.0180 7.0180 7.0180 7.0180 2 | 7.0162 7.0167 7.0162 2 7.0160 +0.0030 | 7.1728 6.9763 4 338 -4
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 7.0154 +0.0030 | 7.1464 7.1276 0 5 0
All Contracts Total 133856 37232 -566
Trading Day of the Exchange
09 MAY 2025, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAY-25/JUN-25 Calendar Spread -0.0167 -0.0153 -0.0170 46366
MAY-25/JUL-25 Calendar Spread -0.0333 -0.0318 -0.0337 766
MAY-25/AUG-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
MAY-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-25/JUL-25 Calendar Spread -0.0166 -0.0163 -0.0168 670
JUN-25/AUG-25 Calendar Spread -0.0364 -0.0364 -0.0364 1
JUN-25/SEP-25 Calendar Spread -0.0517 -0.0517 -0.0525 1863
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
JUN-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/AUG-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/SEP-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/DEC-25 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/MAR-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-25/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-25/DEC-25 Calendar Spread -0.0460 -0.0460 -0.0477 2551
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
SEP-25/DEC-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
DEC-25/DEC-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
MAR-26/DEC-26 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
SEP-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 52217
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded