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
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or damage arising from any inaccuracies or omissions.

                          Trading Day of the Exchange
                          22 OCT 2026, THURSDAY 


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                                            

DEC-26   107.930 107.950 107.925 107.930   -0.010  107.965  107.605   1758     4450      +391
MAR-27   107.875 107.890 107.875 107.890    0.000  107.910  107.600     25       45         0

                                                           Total      1783     4495      +391

                                             All Contracts Total      1783     4495      +391


CBF - Five-Year China Government Bond Futures

Contract         STRATEGY              Open       Daily      Daily    Volume 
Month                                  Price       High        Low

DEC-26/MAR-27    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