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
03 SEP 2026, THURSDAY 04 SEP 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 6.7167 6.7168 6.7129 6.7147 5574 | 6.7151 6.7152 6.7047 37435 6.7049 -0.0118 | 7.1728 6.7047 43009 16588 +443
OCT-26 6.7003 6.7004 6.6967 6.6984 786 | 6.6985 6.6988 6.6887 2266 6.6887 -0.0119 | 6.7600 6.6887 3052 3403 -324
NOV-26 6.6837 6.6861 6.6836 6.6850 15 | 6.6825 6.6825 6.6774 1319 6.6755 -0.0117 | 6.7165 6.6732 1334 100 +2
DEC-26 6.6721 6.6739 6.6703 6.6716 790 | 6.6720 6.6720 6.6621 16502 6.6623 -0.0118 | 7.1464 6.6570 17292 8742 +829
MAR-27 6.6260 6.6273 6.6260 6.6273 407 | 6.6248 6.6248 6.6175 556 6.6174 -0.0111 | 6.9800 6.6175 963 2181 +91
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5736 6.5736 6.5716 3 6.5711 -0.0107 | 6.9810 6.5716 3 1118 0
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5268 6.5268 6.5268 1 6.5263 -0.0110 | 6.7244 6.5268 1 188 -1
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4796 -0.0066 | 6.7012 6.4890 0 14 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4312 -0.0030 | 6.5062 6.4376 0 19 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.3806 -0.0046 | 0.0000 0.0000 0 0 0
All Contracts Total 65654 32353 +1040
Trading Day of the Exchange
04 SEP 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-26/OCT-26 Calendar Spread -0.0162 -0.0161 -0.0162 491
SEP-26/NOV-26 Calendar Spread -0.0293 -0.0293 -0.0293 605
SEP-26/DEC-26 Calendar Spread -0.0428 -0.0425 -0.0428 8705
SEP-26/MAR-27 Calendar Spread -0.0879 -0.0878 -0.0879 4
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 -0.0265 -0.0265 -0.0265 400
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 -0.0132 -0.0132 -0.0132 700
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 -0.0450 -0.0450 -0.0450 400
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 11305
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded