CME截止12月14日外汇期货持仓

发表于 2004-12-20 09:59


	1.加元 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 101,313 COMMITMENTS 21,889 12,812 368 50,827 66,112 73,084 79,292 28,229 22,021 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -7,643) -8,978 315 0 6,983 -11,718 -1,995 -11,403 -5,648 3,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 12.6 0.4 50.2 65.3 72.1 78.3 27.9 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 9 3 29 24 49 36

发表于 2004-12-20 10:00


	SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 56,671 COMMITMENTS 34,319 16,759 0 5,158 33,097 39,477 49,856 17,194 6,815 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -43,598) -6,074 12,414 -108 -30,609 -50,743 -36,791 -38,437 -6,807 -5,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 29.6 0.0 9.1 58.4 69.7 88.0 30.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 23 4 0 9 8 32 12

发表于 2004-12-20 10:00


	BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,331 COMMITMENTS 41,235 2,449 0 10,798 64,146 52,033 66,595 25,298 10,736 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -24,083) 1,768 -3,433 -100 -23,147 -18,163 -21,479 -21,696 -2,604 -2,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 3.2 0.0 14.0 82.9 67.3 86.1 32.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 26 6 0 7 12 33 18

发表于 2004-12-20 10:01


	JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 145,978 COMMITMENTS 33,636 12,235 177 78,433 116,473 112,246 128,885 33,732 17,093 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -75,319) -17,159 -1,237 -533 -48,327 -67,894 -66,019 -69,664 -9,300 -5,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 8.4 0.1 53.7 79.8 76.9 88.3 23.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 29 10 2 17 16 46 28

发表于 2004-12-20 10:01


	EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 136,413 COMMITMENTS 36,764 51,306 537 46,052 41,269 83,353 93,112 53,060 43,301 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -87,395) -20,445 18,211 -842 -37,461 -94,797 -58,748 -77,428 -28,647 -9,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 37.6 0.4 33.8 30.3 61.1 68.3 38.9 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 21 5 23 18 55 41

发表于 2004-12-20 10:01


	AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/14/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 56,837 COMMITMENTS 29,627 66 82 7,497 47,159 37,206 47,307 19,631 9,530 CHANGES FROM 12/07/04 (CHANGE IN OPEN INTEREST: -31,417) -6,025 -1,343 -2,084 -14,889 -24,719 -22,998 -28,146 -8,419 -3,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.1 0.1 0.1 13.2 83.0 65.5 83.2 34.5 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 20 1 1 6 14 27 15

发表于 2004-12-20 10:09


	1.出英镑外，其他货币基金持仓的变化：不是多头减了就是空头加了，都是利于空头的方向； 2.所有货币的总持仓都在减少，这带来的大方向只有一个，就是下跌！ 3.欧元的基金持仓已经是净空单！

发表于 2004-12-20 10:16

发表于 2004-12-20 12:25

发表于 2004-12-20 12:33

2.瑞郎