In this paper, we focus on investigating the interactive dynamic influences between Chinese and US’s future markets. Based on Chinese and US’s futures daily closing prices, we construct Planar Maximally Filtered Graph of futures’ influences in different periods of time by calculating the Effective Transfer Entropy between different futures and find that influence strength between futures in US’s and Chinese future markets is time-varying. We further confirm that agriculture futures both in Chinese and US’s markets are relatively independent from other futures. And metal futures in LME and COMEX exert influences on Chinese metal, fuel and industrial product futures continuously. In contrast, fuel futures in NYMEX only affect Chinese fuel futures during economic shocks merely. These findings can give us some new insights into the direction, strength and underlying dynamics of influences between Chinese and US’s future market and further guide people make better choices.