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
10 SEP 2026, THURSDAY 11 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 6.7062 6.7141 6.7062 6.7140 7224 | 6.7140 6.7149 6.7079 10718 6.7089 +0.0029 | 7.1728 6.7010 17942 3353 -1967
OCT-26 6.6900 6.6976 6.6900 6.6975 2066 | 6.6976 6.6982 6.6914 6080 6.6920 +0.0028 | 6.7600 6.6848 8146 4701 +325
NOV-26 6.6838 6.6838 6.6802 6.6831 12 | 6.6845 6.6850 6.6781 1124 6.6788 +0.0026 | 6.7165 6.6723 1136 293 +200
DEC-26 6.6628 6.6711 6.6628 6.6700 4501 | 6.6706 6.6715 6.6644 19736 6.6651 +0.0026 | 7.1464 6.6570 24237 19900 +1580
MAR-27 6.6225 6.6245 6.6212 6.6245 22 | 6.6260 6.6260 6.6182 932 6.6188 +0.0013 | 6.9800 6.6145 954 2283 +73
JUN-27 6.5769 6.5769 6.5733 6.5747 17 | 6.5775 6.5775 6.5688 28 6.5702 -0.0004 | 6.9810 6.5688 45 1207 +18
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5291 6.5291 6.5225 42 6.5210 -0.0016 | 6.7244 6.5210 42 229 +10
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 6.4792 6.4792 6.4792 1 6.4738 -0.0022 | 6.7012 6.4792 1 14 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4164 -0.0070 | 6.5062 6.4346 0 22 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4164 -0.0070 | 0.0000 0.0000 0 0 0
All Contracts Total 52503 32002 +239
Trading Day of the Exchange
11 SEP 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
SEP-26/OCT-26 Calendar Spread -0.0167 -0.0167 -0.0167 146
SEP-26/NOV-26 Calendar Spread 0.0000 0.0000 0.0000 0
SEP-26/DEC-26 Calendar Spread -0.0436 -0.0428 -0.0442 301
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 -0.0133 -0.0133 -0.0134 600
OCT-26/DEC-26 Calendar Spread -0.0268 -0.0268 -0.0270 1364
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 -0.0135 -0.0134 -0.0138 399
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 -0.0458 -0.0458 -0.0464 890
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 3700
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded