RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
31 JUL 2026, FRIDAY 03 AUG 2026, MONDAY
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 |
| |
AUG-26 6.7435 6.7485 6.7435 6.7454 953 | 6.7422 6.7492 6.7409 8452 6.7459 +0.0025 | 6.7948 6.7235 9405 2672 +200
SEP-26 6.7305 6.7357 6.7305 6.7326 4929 | 6.7304 6.7363 6.7279 27048 6.7330 +0.0026 | 7.1728 6.7093 31977 20422 +978
OCT-26 6.7156 6.7188 6.7156 6.7164 21 | 6.7181 6.7189 6.7154 423 6.7164 +0.0027 | 6.7600 6.7063 444 1101 +3
NOV-26 0.0000 0.0000 0.0000 0.0000 0 | 6.6993 6.6993 6.6993 11 6.7032 +0.0029 | 6.7165 6.6935 11 12 +1
DEC-26 6.6883 6.6918 6.6881 6.6896 665 | 6.6861 6.6925 6.6851 5816 6.6893 +0.0030 | 7.1464 6.6570 6481 4169 -200
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.6436 6.6459 6.6422 325 6.6439 +0.0025 | 6.9800 6.6244 325 1572 -149
JUN-27 6.5970 6.5970 6.5970 6.5970 2 | 6.5975 6.5983 6.5926 9 6.5965 +0.0018 | 6.9810 6.5770 11 655 -1
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5511 +0.0017 | 6.7244 6.5448 0 167 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5061 +0.0061 | 6.7012 6.5020 0 18 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5061 +0.0061 | 6.5062 6.5062 0 1 0
All Contracts Total 48654 30789 +832
Trading Day of the Exchange
03 AUG 2026, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0128 -0.0128 -0.0130 3590
AUG-26/OCT-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/OCT-26 Calendar Spread -0.0167 -0.0167 -0.0167 300
SEP-26/NOV-26 Calendar Spread -0.0302 -0.0301 -0.0302 10
SEP-26/DEC-26 Calendar Spread -0.0436 -0.0436 -0.0437 5090
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
SEP-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/DEC-26 Calendar Spread -0.0271 -0.0271 -0.0272 100
OCT-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread -0.0451 -0.0451 -0.0456 301
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
DEC-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-28 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
MAR-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 9391
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded