RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
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 AUG 2026, THURSDAY 21 AUG 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 |
| |
SEP-26 6.7112 6.7167 6.7112 6.7150 5110 | 6.7142 6.7152 6.7078 20488 6.7094 -0.0016 | 7.1728 6.7078 25598 19088 -911
OCT-26 6.6966 6.7001 6.6951 6.6986 522 | 6.6981 6.6986 6.6916 1202 6.6932 -0.0016 | 6.7600 6.6916 1724 1210 -23
NOV-26 6.6842 6.6842 6.6842 6.6842 5 | 6.6831 6.6831 6.6795 2 6.6801 -0.0014 | 6.7165 6.6795 7 144 +6
DEC-26 6.6685 6.6739 6.6685 6.6723 1053 | 6.6714 6.6722 6.6651 7492 6.6668 -0.0016 | 7.1464 6.6570 8545 4631 +372
MAR-27 6.6304 6.6304 6.6282 6.6282 5 | 6.6254 6.6255 6.6237 9 6.6235 -0.0016 | 6.9800 6.6237 14 1661 +9
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5808 6.5810 6.5797 30 6.5787 -0.0014 | 6.9810 6.5770 30 810 +8
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5350 -0.0016 | 6.7244 6.5347 0 177 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4871 -0.0012 | 6.7012 6.5020 0 14 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4388 -0.0077 | 6.5062 6.4492 0 19 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4388 -0.0077 | 0.0000 0.0000 0 0 0
All Contracts Total 35918 27754 -539
Trading Day of the Exchange
21 AUG 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-26/OCT-26 Calendar Spread -0.0165 -0.0165 -0.0166 241
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0429 -0.0427 -0.0429 5611
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
SEP-26/JUN-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 -0.0263 -0.0263 -0.0263 200
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
OCT-26/JUN-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
NOV-26/JUN-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
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
DEC-26/JUN-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
MAR-27/JUN-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
JUN-27/JUN-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
SEP-27/JUN-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-27/JUN-28 Calendar Spread 0.0000 0.0000 0.0000 0
MAR-28/JUN-28 Calendar Spread 0.0000 0.0000 0.0000 0
All Strategies Total 6052
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded