RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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.
CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
13 MAR 2026, FRIDAY 16 MAR 2026, MONDAY
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 |
| |
MAR-26 6.8952 6.9050 6.8855 6.9047 711 | 6.9002 6.9031 6.8797 2133 6.9024 +0.0041 | 7.2630 6.7919 2844 2270 -1262
APR-26 6.8765 6.8929 6.8725 6.8916 2382 | 6.8883 6.8959 6.8811 36460 6.8820 -0.0038 | 6.9942 6.8079 38842 4690 +964
MAY-26 6.8664 6.8770 6.8596 6.8766 304 | 6.8730 6.8794 6.8661 23905 6.8669 -0.0037 | 6.9172 6.7974 24209 1724 +677
JUN-26 6.8581 6.8662 6.8449 6.8658 6259 | 6.8609 6.8684 6.8536 22903 6.8545 -0.0039 | 7.2313 6.7814 29162 21481 +526
SEP-26 6.8153 6.8261 6.8090 6.8261 215 | 6.8203 6.8292 6.8158 90 6.8161 -0.0036 | 7.1728 6.7491 305 2407 -117
DEC-26 0.0000 0.0000 0.0000 0.0000 0 | 6.7876 6.7900 6.7876 15 6.7796 -0.0041 | 7.1464 6.7186 15 889 +4
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.7567 6.7567 6.7567 3 6.7469 -0.0050 | 6.9800 6.6973 3 126 +3
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7160 -0.0055 | 6.9810 6.6857 0 100 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6950 +0.0005 | 6.7244 6.6433 0 25 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6950 +0.0005 | 6.7012 6.7012 0 1 0
All Contracts Total 95380 33713 +795
Trading Day of the Exchange
16 MAR 2026, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
MAR-26/APR-26 Calendar Spread 0.0085 0.0100 -0.0111 117
MAR-26/MAY-26 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-26/JUN-26 Calendar Spread -0.0382 -0.0304 -0.0382 129
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
MAR-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
APR-26/MAY-26 Calendar Spread -0.0153 -0.0152 -0.0156 23034
APR-26/JUN-26 Calendar Spread -0.0272 -0.0270 -0.0277 5643
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
APR-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/JUN-26 Calendar Spread -0.0121 -0.0121 -0.0121 100
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
MAY-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread -0.0384 -0.0384 -0.0384 16
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
JUN-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0367 -0.0367 -0.0367 1
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
SEP-26/DEC-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
DEC-26/DEC-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
MAR-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 29040
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded