FIVE-YEAR CHINA GOVERNMENT BOND FUTURES DAILY MARKET REPORT
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.
Trading Day of the Exchange
14 AUG 2026, FRIDAY
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-26 107.730 107.750 107.720 107.750 +0.020 107.750 107.670 1456 1812 +171
DEC-26 107.725 107.725 107.725 107.745 +0.050 107.740 107.675 1 98 +1
Total 1457 1910 +172
All Contracts Total 1457 1910 +172
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