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
27 MAR 2026, FRIDAY 30 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 |
| |
APR-26 6.9085 6.9162 6.9070 6.9125 2670 | 6.9134 6.9202 6.9027 10546 6.9108 +0.0025 | 6.9942 6.8079 13216 3560 -486
MAY-26 6.8938 6.8996 6.8905 6.8955 1212 | 6.8945 6.9034 6.8863 3819 6.8940 +0.0025 | 6.9172 6.7974 5031 2814 +407
JUN-26 6.8788 6.8867 6.8769 6.8828 3946 | 6.8834 6.8908 6.8729 16541 6.8811 +0.0023 | 7.2313 6.7814 20487 23772 -18
JUL-26 6.8693 6.8693 6.8693 6.8693 1 | 6.8688 6.8688 6.8618 20 6.8684 +0.0029 | 6.8693 6.8223 21 40 -17
SEP-26 6.8425 6.8445 6.8358 6.8415 105 | 6.8398 6.8485 6.8317 387 6.8401 +0.0033 | 7.1728 6.7491 492 2625 -15
DEC-26 6.7980 6.8019 6.7980 6.8019 2 | 6.8070 6.8070 6.7901 16 6.7978 +0.0035 | 7.1464 6.7186 18 882 -5
MAR-27 6.7581 6.7581 6.7581 6.7581 1 | 6.7490 6.7490 6.7490 4 6.7562 +0.0060 | 6.9800 6.6973 5 203 +1
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7212 +0.0088 | 6.9810 6.6857 0 108 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 6.6938 6.6938 6.6938 2 6.6898 +0.0060 | 6.7244 6.6433 2 38 -2
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6898 +0.0060 | 6.7012 6.7012 0 1 0
All Contracts Total 39272 34043 -135
Trading Day of the Exchange
30 MAR 2026, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
APR-26/MAY-26 Calendar Spread -0.0167 -0.0165 -0.0167 1179
APR-26/JUN-26 Calendar Spread -0.0298 -0.0294 -0.0298 2644
APR-26/JUL-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
APR-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
MAY-26/JUN-26 Calendar Spread -0.0132 -0.0130 -0.0132 1141
MAY-26/JUL-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
MAY-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/JUL-26 Calendar Spread -0.0129 -0.0129 -0.0130 4
JUN-26/SEP-26 Calendar Spread -0.0413 -0.0413 -0.0417 224
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
JUL-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0420 -0.0420 -0.0421 5
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 5197
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded