RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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
28 JAN 2026, WEDNESDAY 29 JAN 2026, THURSDAY
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 |
| |
FEB-26 6.9330 6.9386 6.9314 6.9365 1357 | 6.9369 6.9383 6.9295 12825 6.9301 -0.0024 | 7.0910 6.9258 14182 1977 -396
MAR-26 6.9245 6.9300 6.9226 6.9293 4890 | 6.9284 6.9298 6.9208 27070 6.9216 -0.0026 | 7.2630 6.7919 31960 19206 -238
APR-26 6.9139 6.9177 6.9132 6.9145 33 | 6.9132 6.9176 6.9131 73 6.9112 -0.0019 | 6.9942 6.9081 106 636 +7
MAY-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.8988 -0.0010 | 6.9172 6.8984 0 72 0
JUN-26 6.8905 6.8963 6.8893 6.8963 1566 | 6.8869 6.8950 6.8869 2840 6.8876 -0.0028 | 7.2313 6.8835 4406 4774 -433
SEP-26 6.8605 6.8606 6.8605 6.8606 3 | 6.8593 6.8604 6.8573 19 6.8561 -0.0026 | 7.1728 6.8536 22 2002 +14
DEC-26 6.8310 6.8310 6.8310 6.8310 1 | 6.8335 6.8335 6.8275 3 6.8250 -0.0042 | 7.1464 6.8275 4 471 0
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.8030 6.8030 6.8030 2 6.7978 -0.0029 | 6.9800 6.7979 2 125 +2
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7742 +0.0048 | 6.9810 6.7670 0 105 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7742 +0.0048 | 0.0000 0.0000 0 0 0
All Contracts Total 50682 29368 -1044
Trading Day of the Exchange
29 JAN 2026, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
FEB-26/MAR-26 Calendar Spread -0.0085 -0.0085 -0.0087 6460
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 0.0000 0.0000 0.0000 0
MAR-26/MAY-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread -0.0339 -0.0339 -0.0342 1977
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 -0.0314 -0.0314 -0.0314 1
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 0.0000 0.0000 0.0000 0
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 8438
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded