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
29 JUL 2026, WEDNESDAY 30 JUL 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 |
| |
AUG-26 6.7585 6.7630 6.7488 6.7524 2185 | 6.7548 6.7552 6.7454 12386 6.7461 -0.0124 | 6.7948 6.7235 14571 2326 +244
SEP-26 6.7452 6.7500 6.7358 6.7392 5100 | 6.7414 6.7421 6.7324 46393 6.7332 -0.0120 | 7.1728 6.7093 51493 21570 +1631
OCT-26 6.7292 6.7314 6.7208 6.7227 67 | 6.7240 6.7244 6.7160 120 6.7166 -0.0118 | 6.7600 6.7155 187 1097 -20
NOV-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7029 -0.0117 | 6.7165 6.7165 0 10 0
DEC-26 6.7020 6.7055 6.6951 6.6954 555 | 6.6969 6.6977 6.6888 24059 6.6896 -0.0114 | 7.1464 6.6570 24614 4370 +900
MAR-27 6.6586 6.6587 6.6533 6.6533 60 | 6.6516 6.6523 6.6445 336 6.6438 -0.0114 | 6.9800 6.6244 396 1648 +57
JUN-27 6.6103 6.6105 6.6103 6.6105 53 | 6.6029 6.6043 6.5975 115 6.5970 -0.0105 | 6.9810 6.5770 168 626 -86
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5518 -0.0092 | 6.7244 6.5500 0 161 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5149 6.5149 6.5149 2 6.5059 -0.0069 | 6.7012 6.5149 2 17 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5059 -0.0069 | 0.0000 0.0000 0 0 0
All Contracts Total 91431 31825 +2726
Trading Day of the Exchange
30 JUL 2026, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0131 -0.0129 -0.0131 5730
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 -0.0168 -0.0166 -0.0168 5
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0442 -0.0438 -0.0443 23564
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 -0.0458 -0.0458 -0.0458 200
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 -0.0474 -0.0472 -0.0474 99
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 29598
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded