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
30 JUL 2026, THURSDAY 31 JUL 2026, FRIDAY
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 6.7462 6.7470 6.7371 6.7397 1069 | 6.7412 6.7450 6.7355 11866 6.7434 -0.0027 | 6.7948 6.7235 12935 2472 +146
SEP-26 6.7333 6.7342 6.7241 6.7273 5694 | 6.7292 6.7321 6.7225 26095 6.7304 -0.0028 | 7.1728 6.7093 31789 19444 -2126
OCT-26 6.7150 6.7150 6.7110 6.7111 13 | 6.7115 6.7153 6.7063 81 6.7137 -0.0029 | 6.7600 6.7063 94 1098 +1
NOV-26 0.0000 0.0000 0.0000 0.0000 500 | 6.6957 6.6964 6.6935 508 6.7003 -0.0026 | 6.7165 6.6935 1008 11 +1
DEC-26 6.6901 6.6901 6.6807 6.6830 202 | 6.6856 6.6881 6.6792 2870 6.6863 -0.0033 | 7.1464 6.6570 3072 4369 -1
MAR-27 6.6356 6.6379 6.6356 6.6379 2 | 6.6408 6.6428 6.6341 713 6.6414 -0.0024 | 6.9800 6.6244 715 1721 +73
JUN-27 6.5946 6.5946 6.5946 6.5946 1 | 6.5940 6.5950 6.5884 150 6.5947 -0.0023 | 6.9810 6.5770 151 656 +30
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5448 6.5448 6.5448 6 6.5494 -0.0024 | 6.7244 6.5448 6 167 +6
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5020 6.5020 6.5020 1 6.5000 -0.0059 | 6.7012 6.5020 1 18 +1
MAR-28 6.5062 6.5062 6.5062 6.5062 1 | 0.0000 0.0000 0.0000 0 6.5000 -0.0059 | 6.5062 6.5062 1 1 +1
All Contracts Total 49772 29957 -1868
Trading Day of the Exchange
31 JUL 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0129 -0.0129 -0.0131 5862
AUG-26/OCT-26 Calendar Spread -0.0297 -0.0297 -0.0297 1
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 0.0000 0.0000 0.0000 0
SEP-26/NOV-26 Calendar Spread -0.0300 -0.0300 -0.0300 500
SEP-26/DEC-26 Calendar Spread -0.0438 -0.0436 -0.0438 2030
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 -0.0453 -0.0451 -0.0454 532
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 -0.0470 -0.0470 -0.0470 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 9024
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded