The Royal Naval House is a heritage-listed former Royal Australian Navy amenities and accommodation building and now commercial building located at 32–34 Grosvenor Street in the inner city Sydney suburb of The Rocks in the City of Sydney local government area of New South Wales, Australia. It was designed by Varney Parkes and G. W. Landers and built from 1890 to 1907. It is currently known as the Sydney Futures Exchange. The property is owned by Property NSW, an agency of the Government of New South Wales. It was added to the New South Wales State Heritage Register on 10 May 2002.