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
04 SEP 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-26 107.710 107.710 107.685 107.690 -0.005 107.815 104.985 794 1547 -135
DEC-26 107.695 107.695 107.680 107.685 +0.010 107.800 107.605 325 1120 +69
Total 1119 2667 -66
All Contracts Total 1119 2667 -66
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