CME截止12月7日外汇期货头寸

发表于 2004-12-13 10:18


	加元： CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,956 COMMITMENTS 30,867 12,497 368 43,844 77,830 75,079 90,695 33,877 18,261 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: 3,063) -4,767 494 -178 8,974 -1,226 4,029 -910 -966 3,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 11.5 0.3 40.2 71.4 68.9 83.2 31.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 23 7 3 25 24 48 34

发表于 2004-12-13 10:18


	SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,269 COMMITMENTS 40,393 4,345 108 35,767 83,840 76,268 88,293 24,001 11,976 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: 25,234) -2,368 522 99 27,611 23,687 25,342 24,308 -108 926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 4.3 0.1 35.7 83.6 76.1 88.1 23.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 26 2 2 10 17 37 20

发表于 2004-12-13 10:19


	BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,414 COMMITMENTS 39,467 5,882 100 33,945 82,309 73,512 88,291 27,902 13,123 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: 13,370) -4,829 -5,639 100 19,823 19,358 15,094 13,819 -1,724 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 5.8 0.1 33.5 81.2 72.5 87.1 27.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 29 8 1 16 17 46 25

发表于 2004-12-13 10:19


	JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 221,297 COMMITMENTS 50,795 13,472 710 126,760 184,367 178,265 198,549 43,032 22,748 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: 24,337) -10,481 -8,444 51 35,597 29,727 25,167 21,334 -830 3,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 6.1 0.3 57.3 83.3 80.6 89.7 19.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 32 14 4 25 24 59 40

发表于 2004-12-13 10:20


	EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 223,808 COMMITMENTS 57,209 33,095 1,379 83,513 136,066 142,101 170,540 81,707 53,268 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: -9,446) -4,244 -3,873 33 1,479 -3,973 -2,732 -7,813 -6,714 -1,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 14.8 0.6 37.3 60.8 63.5 76.2 36.5 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 34 21 6 29 26 66 50

发表于 2004-12-13 10:20


	AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/07/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 88,254 COMMITMENTS 35,652 1,409 2,166 22,386 71,878 60,204 75,453 28,050 12,801 CHANGES FROM 11/30/04 (CHANGE IN OPEN INTEREST: 14,895) 2,291 -978 2,166 11,493 14,608 15,950 15,796 -1,055 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 1.6 2.5 25.4 81.4 68.2 85.5 31.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 23 2 3 9 15 35 19

发表于 2004-12-13 10:49

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