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
24 SEP 2026, THURSDAY 25 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 |
| |
OCT-26 6.7061 6.7068 6.7026 6.7048 1453 | 6.7059 6.7140 6.7024 9236 6.7122 +0.0059 | 6.7600 6.6765 10689 5021 -101
NOV-26 6.6892 6.6919 6.6877 6.6899 654 | 6.6881 6.6989 6.6875 1679 6.6973 +0.0060 | 6.7165 6.6620 2333 2474 -186
DEC-26 6.6764 6.6769 6.6726 6.6748 3423 | 6.6760 6.6842 6.6724 11133 6.6824 +0.0060 | 7.1464 6.6472 14556 22290 +562
JAN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6630 +0.0056 | 6.6553 6.6325 0 19 0
MAR-27 6.6251 6.6264 6.6231 6.6243 45 | 6.6232 6.6341 6.6230 155 6.6326 +0.0058 | 6.9800 6.5986 200 2543 -29
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5688 6.5776 6.5688 7 6.5779 +0.0056 | 6.9810 6.5476 7 1289 -3
SEP-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5208 +0.0048 | 6.7244 6.4944 0 309 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4648 +0.0058 | 6.7012 6.4565 0 17 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4116 +0.0074 | 6.5062 6.3859 0 31 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.3566 +0.0064 | 6.3587 6.3349 0 13 0
All Contracts Total 27785 34006 +243
Trading Day of the Exchange
25 SEP 2026, FRIDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-26/NOV-26 Calendar Spread -0.0150 -0.0149 -0.0150 552
OCT-26/DEC-26 Calendar Spread -0.0300 -0.0299 -0.0300 4678
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 -0.0150 -0.0150 -0.0151 355
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 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread -0.0502 -0.0500 -0.0503 56
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 5641
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded