RMB CURRENCY FUTURES DAILY MARKET REPORT (Final)
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CUS - USD/CNH Futures RMB10 per minimum fluctuation
Contract Size = USD$100,000
Prev. Trading Day of the Exchange Trading Day of the Exchange
21 OCT 2026, WEDNESDAY 22 OCT 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 |
| |
NOV-26 6.6626 6.6631 6.6608 6.6624 1045 | 6.6617 6.6643 6.6599 8435 6.6617 -0.0011 | 6.7165 6.6599 9480 1783 +127
DEC-26 6.6485 6.6490 6.6467 6.6484 3000 | 6.6476 6.6503 6.6459 27181 6.6475 -0.0011 | 7.1464 6.6459 30181 21143 +600
JAN-27 6.6285 6.6285 6.6285 6.6285 1 | 6.6300 6.6301 6.6285 714 6.6292 -0.0009 | 6.6631 6.6285 715 189 +94
FEB-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.6140 -0.0006 | 0.0000 0.0000 0 0 0
MAR-27 6.6000 6.6000 6.5982 6.5996 12 | 6.5988 6.6010 6.5976 266 6.5995 -0.0006 | 6.9800 6.5976 278 2952 -113
JUN-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.5484 -0.0002 | 6.9810 6.5476 0 1835 0
SEP-27 6.4961 6.4962 6.4961 6.4962 2 | 6.4947 6.4947 6.4942 5 6.4943 +0.0002 | 6.7244 6.4940 7 849 0
DEC-27 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.4395 +0.0001 | 6.7012 6.4565 0 40 0
MAR-28 0.0000 0.0000 0.0000 0.0000 0 | 0.0000 0.0000 0.0000 0 6.3844 +0.0002 | 6.5062 6.3859 0 29 0
JUN-28 0.0000 0.0000 0.0000 0.0000 0 | 6.3000 6.3000 6.3000 5 6.3200 -0.0011 | 6.3587 6.3000 5 10 -3
All Contracts Total 40666 28830 +705
Trading Day of the Exchange
22 OCT 2026, THURSDAY
Day Trading Session
Contract STRATEGY Open Daily Daily Volume
Month Price High Low
NOV-26/DEC-26 Calendar Spread -0.0140 -0.0139 -0.0140 4129
NOV-26/JAN-27 Calendar Spread -0.0324 -0.0324 -0.0324 2
NOV-26/FEB-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 -0.0184 -0.0183 -0.0184 697
DEC-26/FEB-27 Calendar Spread 0.0000 0.0000 0.0000 0
DEC-26/MAR-27 Calendar Spread -0.0484 -0.0483 -0.0484 58
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/FEB-27 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
FEB-27/MAR-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-27/JUN-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-27/SEP-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-27/DEC-27 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-27/MAR-28 Calendar Spread 0.0000 0.0000 0.0000 0
FEB-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 4886
*** END OF REPORT ***
*All Calendar Spread vs. Calendar Spread transactions are excluded