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
10 AUG 2026, MONDAY 11 AUG 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 6.7418 6.7450 6.7418 6.7436 367 | 6.7434 6.7462 6.7415 5727 6.7437 +0.0020 | 6.7948 6.7235 6094 2081 -71
SEP-26 6.7290 6.7323 6.7290 6.7305 2669 | 6.7309 6.7336 6.7287 18018 6.7310 +0.0020 | 7.1728 6.7093 20687 19655 -631
OCT-26 6.7142 6.7142 6.7142 6.7142 1 | 6.7121 6.7166 6.7121 25 6.7143 +0.0022 | 6.7600 6.7063 26 1141 0
NOV-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.7011 +0.0022 | 6.7165 6.6935 0 109 0
DEC-26 6.6872 6.6888 6.6866 6.6870 227 | 6.6879 6.6900 6.6855 4285 6.6874 +0.0018 | 7.1464 6.6570 4512 3545 +201
MAR-27 0.0000 0.0000 0.0000 0.0000 0 | 6.6452 6.6452 6.6452 507 6.6434 +0.0022 | 6.9800 6.6244 507 1643 +41
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5974 +0.0021 | 6.9810 6.5770 0 753 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5516 +0.0014 | 6.7244 6.5448 0 172 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5058 +0.0030 | 6.7012 6.5020 0 16 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5058 +0.0030 | 6.5062 6.4700 0 12 0
All Contracts Total 31826 29127 -460
Trading Day of the Exchange
11 AUG 2026, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0127 -0.0126 -0.0128 2814
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 -0.0169 -0.0169 11
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0433 -0.0433 -0.0436 3288
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 -0.0442 -0.0442 -0.0443 500
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 6613
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded