RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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accuracy and reliability of the information provided, but do not guarantee its accuracy and
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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
28 SEP 2026, MONDAY 29 SEP 2026, TUESDAY
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 6.7046 6.7055 6.6999 6.7020 1454 | 6.7027 6.7047 6.6983 27011 6.6998 -0.0047 | 6.7600 6.6765 28465 4875 +289
NOV-26 6.6888 6.6909 6.6854 6.6876 1124 | 6.6877 6.6892 6.6838 5294 6.6853 -0.0046 | 6.7165 6.6620 6418 3018 -95
DEC-26 6.6749 6.6758 6.6700 6.6720 4607 | 6.6737 6.6750 6.6687 35774 6.6703 -0.0047 | 7.1464 6.6472 40381 21514 -409
JAN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.6525 6.6525 6.6517 2 6.6509 -0.0048 | 6.6631 6.6325 2 20 +2
MAR-27 6.6244 6.6249 6.6200 6.6214 21 | 6.6207 6.6323 6.6178 483 6.6196 -0.0050 | 6.9800 6.5986 504 2954 +397
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 6.5695 6.5695 6.5630 16 6.5649 -0.0053 | 6.9810 6.5476 16 1298 +9
SEP-27 6.5141 6.5141 6.5141 6.5141 2 | 6.5080 6.5101 6.5080 2 6.5088 -0.0049 | 6.7244 6.4944 4 315 +4
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4523 -0.0046 | 6.7012 6.4565 0 17 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 6.3900 6.3900 6.3900 2 6.3927 -0.0083 | 6.5062 6.3859 2 31 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.3442 -0.0047 | 6.3587 6.3349 0 13 0
All Contracts Total 75792 34055 +197
Trading Day of the Exchange
29 SEP 2026, TUESDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
OCT-26/NOV-26 Calendar Spread -0.0146 -0.0144 -0.0146 2695
OCT-26/DEC-26 Calendar Spread -0.0297 -0.0293 -0.0298 18273
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 -0.0152 -0.0149 -0.0152 1786
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 -0.0506 -0.0506 -0.0509 29
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 22783
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded