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
11 AUG 2026, TUESDAY 12 AUG 2026, WEDNESDAY
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 6.7432 6.7446 6.7424 6.7437 372 | 6.7452 6.7465 6.7411 49460 6.7425 -0.0012 | 6.7948 6.7235 49832 1406 -675
SEP-26 6.7312 6.7321 6.7296 6.7316 2508 | 6.7318 6.7339 6.7281 60835 6.7297 -0.0013 | 7.1728 6.7093 63343 20780 +1125
OCT-26 6.7132 6.7137 6.7130 6.7137 8 | 6.7157 6.7162 6.7120 3630 6.7129 -0.0014 | 6.7600 6.7063 3638 1169 +28
NOV-26 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6995 -0.0016 | 6.7165 6.6935 0 109 0
DEC-26 6.6863 6.6884 6.6863 6.6880 124 | 6.6890 6.6901 6.6849 2799 6.6861 -0.0013 | 7.1464 6.6570 2923 3241 -304
MAR-27 6.6419 6.6435 6.6419 6.6435 23 | 6.6445 6.6445 6.6445 51 6.6417 -0.0017 | 6.9800 6.6244 74 1612 -31
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 20 6.5958 -0.0016 | 6.9810 6.5770 20 753 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5507 -0.0009 | 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 6.5069 +0.0011 | 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 6.5069 +0.0011 | 6.5062 6.4700 0 12 0
All Contracts Total 119830 29270 +143
Trading Day of the Exchange
12 AUG 2026, WEDNESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
AUG-26/SEP-26 Calendar Spread -0.0126 -0.0126 -0.0128 44545
AUG-26/OCT-26 Calendar Spread -0.0295 -0.0294 -0.0296 2050
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 -0.0168 -0.0168 1545
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0434 -0.0433 -0.0435 2413
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 -0.0445 -0.0445 -0.0445 30
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 -0.0458 -0.0458 -0.0458 20
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 50603
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded