FIVE-YEAR CHINA GOVERNMENT BOND FUTURES DAILY MARKET REPORT

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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.

                          Trading Day of the Exchange
                          12 AUG 2026, WEDNESDAY


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   107.675 107.685 107.670 107.680   +0.005  107.730  104.985   1510     1457      -242
DEC-26   107.680 107.680 107.675 107.695   +0.010  107.750  107.605     86       97       +21

                                                           Total      1596     1554      -221

                                             All Contracts Total      1596     1554      -221


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