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
19 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-26 107.790 107.800 107.770 107.780 -0.020 107.810 104.985 986 1966 -264
DEC-26 107.735 107.800 107.725 107.775 -0.035 107.800 107.605 25 117 +10
Total 1011 2083 -254
All Contracts Total 1011 2083 -254
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