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
20 JUL 2026, MONDAY 21 JUL 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 |
| |
AUG-26 6.7566 6.7580 6.7551 6.7561 1091 | 6.7562 6.7578 6.7515 15086 6.7547 -0.0024 | 6.7948 6.7235 16177 3289 +679
SEP-26 6.7443 6.7453 6.7420 6.7431 3902 | 6.7428 6.7449 6.7386 32006 6.7420 -0.0023 | 7.1728 6.7093 35908 20597 +222
OCT-26 6.7261 6.7280 6.7258 6.7266 77 | 6.7229 6.7273 6.7223 245 6.7251 -0.0026 | 6.7600 6.7155 322 1126 +252
NOV-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7115 -0.0026 | 0.0000 0.0000 0 0 0
DEC-26 6.7002 6.7014 6.6986 6.6998 525 | 6.6989 6.7009 6.6949 6504 6.6983 -0.0023 | 7.1464 6.6570 7029 3442 +30
MAR-27 6.6544 6.6544 6.6544 6.6544 4 | 6.6540 6.6549 6.6497 15 6.6529 -0.0023 | 6.9800 6.6244 19 1468 -2
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.6065 6.6080 6.6063 4 6.6064 -0.0023 | 6.9810 6.5770 4 602 +2
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5624 -0.0030 | 6.7244 6.5500 0 137 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5175 +0.0001 | 6.7012 6.5200 0 17 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5175 +0.0001 | 0.0000 0.0000 0 0 0
All Contracts Total 59459 30678 +1183
Trading Day of the Exchange
21 JUL 2026, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0129 -0.0129 -0.0130 8773
AUG-26/OCT-26 Calendar Spread 0.0000 0.0000 0.0000 0
AUG-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
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/OCT-26 Calendar Spread -0.0169 -0.0168 -0.0169 209
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0440 -0.0438 -0.0440 6277
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
OCT-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
OCT-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/DEC-26 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread -0.0455 -0.0455 -0.0455 2
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 0.0000 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
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 15261
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded