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
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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
12 JUN 2026, FRIDAY 15 JUN 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 |
| |
JUN-26 6.7628 6.7652 6.7619 6.7634 242 | 6.7573 6.7741 6.7573 67 6.7580 -0.0052 | 7.2313 6.7516 309 3472 -68
JUL-26 6.7505 6.7528 6.7488 6.7501 1473 | 6.7450 6.7480 6.7436 8359 6.7457 -0.0045 | 6.8693 6.7386 9832 5403 -618
AUG-26 6.7339 6.7364 6.7332 6.7339 163 | 6.7305 6.7314 6.7275 3024 6.7296 -0.0044 | 6.7852 6.7235 3187 1025 +390
SEP-26 6.7209 6.7236 6.7195 6.7206 3837 | 6.7163 6.7190 6.7143 15636 6.7167 -0.0043 | 7.1728 6.7093 19473 17902 +11
DEC-26 6.6793 6.6814 6.6781 6.6787 198 | 6.6748 6.6990 6.6570 1472 6.6746 -0.0043 | 7.1464 6.6570 1670 2311 -332
MAR-27 6.6399 6.6399 6.6376 6.6376 2 | 6.6244 6.6554 6.6244 45 6.6335 -0.0035 | 6.9800 6.6244 47 1225 +9
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5941 6.6111 6.5770 35 6.5895 -0.0032 | 6.9810 6.5770 35 415 +3
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5508 -0.0002 | 6.7244 6.5503 0 65 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5102 -0.0012 | 6.7012 6.5262 0 11 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5102 -0.0012 | 0.0000 0.0000 0 0 0
All Contracts Total 34553 31829 -605
Trading Day of the Exchange
15 JUN 2026, MONDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
JUN-26/JUL-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/AUG-26 Calendar Spread 0.0000 0.0000 0.0000 0
JUN-26/SEP-26 Calendar Spread 0.0000 0.0000 0.0000 0
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
JUN-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
JUL-26/AUG-26 Calendar Spread -0.0161 -0.0160 -0.0162 2563
JUL-26/SEP-26 Calendar Spread -0.0290 -0.0290 -0.0291 1267
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
JUL-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/SEP-26 Calendar Spread -0.0129 -0.0129 -0.0129 120
AUG-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0419 -0.0417 -0.0419 1271
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
SEP-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread -0.0414 -0.0411 -0.0414 7
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
DEC-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-27/JUN-27 Calendar Spread -0.0413 -0.0412 -0.0413 4
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
MAR-27/MAR-28 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
JUN-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 5232
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded