RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
19 JAN 2026, MONDAY 20 JAN 2026, TUESDAY
After-Hours Trading Session | Day Trading Session | Combined
| |
Contract *Open *Daily *Daily *Close Volume | *Open *Daily *Daily Volume Settle- Chg in |*Contract*Contract Volume Open Change in
Month Price High Low Price | Price High Low ment Setl | High Low Interest OI
| Price Price |
| |
JAN-26 E X | P I R E | D 0 -816
FEB-26 6.9434 6.9445 6.9420 6.9439 567 | 6.9446 6.9456 6.9363 7584 6.9396 -0.0047 | 7.0910 6.9363 8151 3148 +395
MAR-26 6.9348 6.9362 6.9335 6.9356 2566 | 6.9365 6.9372 6.9277 17616 6.9308 -0.0042 | 7.2630 6.7919 20182 19289 +60
APR-26 6.9238 6.9238 6.9238 6.9238 5 | 6.9232 6.9261 6.9189 247 6.9199 -0.0046 | 6.9942 6.9189 252 425 -12
MAY-26 - - - - - | 0.0000 0.0000 0.0000 0 6.9068 - | 0.0000 0.0000 0 0 -
JUN-26 6.9012 6.9016 6.8998 6.9012 57 | 6.9020 6.9029 6.8938 1819 6.8971 -0.0040 | 7.2313 6.8938 1876 3438 -22
SEP-26 6.8679 6.8690 6.8679 6.8686 12 | 6.8695 6.8695 6.8649 121 6.8654 -0.0044 | 7.1728 6.8649 133 1960 +59
DEC-26 6.8400 6.8400 6.8387 6.8387 32 | 6.8394 6.8394 6.8351 25 6.8361 -0.0067 | 7.1464 6.8351 57 437 -22
MAR-27 6.8133 6.8133 6.8133 6.8133 1 | 6.8107 6.8107 6.8105 5 6.8100 -0.0050 | 6.9800 6.8010 6 125 -2
JUN-27 6.7879 6.7879 6.7879 6.7879 1 | 6.7849 6.7849 6.7847 4 6.7869 -0.0051 | 6.9810 6.7847 5 109 -4
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7869 -0.0051 | 0.0000 0.0000 0 0 0
All Contracts Total 30662 28931 -364
Trading Day of the Exchange
20 JAN 2026, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-26/MAR-26 Calendar Spread -0.0084 -0.0084 -0.0085 3007
FEB-26/APR-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/MAY-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/APR-26 Calendar Spread -0.0105 -0.0104 -0.0105 201
MAR-26/MAY-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread -0.0339 -0.0339 -0.0340 1409
MAR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/MAY-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/JUN-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread -0.0316 -0.0315 -0.0318 41
JUN-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0296 -0.0296 -0.0300 10
SEP-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 4668
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded