最新外汇期货头寸（截止11月30日）

发表于 2004-12-6 09:48


	加元： CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 105,893 COMMITMENTS 35,634 12,003 546 34,870 79,056 71,050 91,605 34,843 14,288 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: 522) -1,573 4,267 197 4,201 -3,176 2,825 1,288 -2,303 -766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.3 0.5 32.9 74.7 67.1 86.5 32.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 27 8 3 22 26 49 37

发表于 2004-12-6 09:48


	SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 75,035 COMMITMENTS 42,761 3,823 9 8,156 60,153 50,926 63,985 24,109 11,050 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: -2,348) -1,630 -1,782 0 1,144 -1,499 -486 -3,281 -1,862 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 5.1 0.0 10.9 80.2 67.9 85.3 32.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 27 3 1 11 17 38 21

发表于 2004-12-6 09:49


	BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 88,044 COMMITMENTS 44,296 11,521 0 14,122 62,951 58,418 74,472 29,626 13,572 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: -9,050) -3,304 -2,474 -2 -6,521 -8,377 -9,827 -10,853 777 1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 13.1 0.0 16.0 71.5 66.4 84.6 33.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 32 7 0 14 15 46 22

发表于 2004-12-6 09:50


	JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 196,960 COMMITMENTS 61,276 21,916 659 91,163 154,640 153,098 177,215 43,862 19,745 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: 6,588) 4,578 -1,584 -36 3,431 9,081 7,973 7,461 -1,385 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 11.1 0.3 46.3 78.5 77.7 90.0 22.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 15 1 19 23 56 39

发表于 2004-12-6 09:50


	EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 233,254 COMMITMENTS 61,453 36,968 1,346 82,034 140,039 144,833 178,353 88,421 54,901 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: -605) -5,396 2,380 564 360 -8,456 -4,472 -5,512 3,867 4,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 15.8 0.6 35.2 60.0 62.1 76.5 37.9 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 45 23 11 28 24 78 53

发表于 2004-12-6 09:50


	AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 11/30/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,359 COMMITMENTS 33,361 2,387 0 10,893 57,270 44,254 59,657 29,105 13,702 CHANGES FROM 11/23/04 (CHANGE IN OPEN INTEREST: 3,222) 147 -198 0 2,218 1,178 2,365 980 857 2,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 3.3 0.0 14.8 78.1 60.3 81.3 39.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 21 2 0 6 16 27 18

发表于 2004-12-6 11:01

发表于 2004-12-6 11:34


	上面的头寸分两大类：报告头寸和非报告头寸（NONREPORTABLE POSITIONS）报告头寸再分两大类：非商业头寸（NON-COMMERCIAL ：其实就是基金头寸）和商业头寸（COMMERCIAL）各类头寸分两大类：多头（LONG）和空头（SHORT）下面的是相比上个报告周期的变动数量；再下面是各类头寸所占的百分比。

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