FIVE-YEAR CHINA GOVERNMENT BOND FUTURES DAILY MARKET REPORT
Hong Kong Global Equity Exchange Centre 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.
Trading Day of the Exchange
03 AUG 2026, MONDAY
CBF - Five-Year China Government Bond Futures RMB25 per minimum fluctuation
Contract size = RMB500,000
Contract *Open *Daily *Daily Settle- Chg in*Contract*Contract Volume Open Change in
Month Price High Low ment Setl High Low Interest OI
Price Price
SEP-26 106.685 107.730 104.985 107.640 - 107.730 104.985 3440 835 -
DEC-26 107.700 107.750 107.630 107.635 - 107.750 107.630 315 156 -
Total 3755 991 0
All Contracts Total 3755 991 0
CBF - Five-Year China Government Bond Futures
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-26/DEC-26 Calendar Spread 0.000 0.000 0.000 0
Total 0
All Strategies Total 0
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded