RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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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
16 SEP 2026, WEDNESDAY 17 SEP 2026, THURSDAY
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 |
| |
OCT-26 6.6910 6.6974 6.6864 6.6974 2477 | 6.6951 6.6995 6.6907 27400 6.6934 +0.0019 | 6.7600 6.6848 29877 5263 +409
NOV-26 6.6770 6.6830 6.6735 6.6830 870 | 6.6822 6.6847 6.6767 8291 6.6793 +0.0017 | 6.7165 6.6723 9161 2162 +119
DEC-26 6.6636 6.6693 6.6599 6.6693 4818 | 6.6674 6.6715 6.6619 39682 6.6648 +0.0011 | 7.1464 6.6570 44500 20266 -326
JAN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 10 6.6462 +0.0002 | 6.6479 6.6479 10 10 0
MAR-27 6.6152 6.6215 6.6128 6.6215 36 | 6.6195 6.6223 6.6133 721 6.6159 -0.0003 | 6.9800 6.6128 757 2607 +98
JUN-27 6.5654 6.5676 6.5654 6.5676 6 | 6.5693 6.5693 6.5623 31 6.5632 -0.0019 | 6.9810 6.5623 37 1283 +15
SEP-27 6.5136 6.5156 6.5136 6.5156 8 | 6.5096 6.5113 6.5080 39 6.5092 -0.0059 | 6.7244 6.5080 47 223 -2
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 6.4636 6.4636 6.4518 15 6.4549 -0.0072 | 6.7012 6.4518 15 17 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 6.4060 6.4060 6.4060 1 6.4043 -0.0020 | 6.5062 6.4060 1 31 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4043 -0.0020 | 6.3587 6.3559 0 6 0
All Contracts Total 84405 31868 +313
Trading Day of the Exchange
17 SEP 2026, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-26/NOV-26 Calendar Spread -0.0139 -0.0139 -0.0142 7074
OCT-26/DEC-26 Calendar Spread -0.0282 -0.0282 -0.0288 8000
OCT-26/JAN-27 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
OCT-26/JUN-28 Calendar Spread 0.0000 0.0000 0.0000 0
NOV-26/DEC-26 Calendar Spread -0.0145 -0.0145 -0.0146 1009
NOV-26/JAN-27 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/JAN-27 Calendar Spread -0.0188 -0.0187 -0.0188 10
DEC-26/MAR-27 Calendar Spread -0.0493 -0.0486 -0.0493 420
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
JAN-27/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-27/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
JAN-27/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 16513
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded