CME截止12月21日外汇期货头寸报告

发表于 2004-12-28 12:56


	1.加元 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 65,452 COMMITMENTS 20,422 14,146 366 15,273 38,006 36,061 52,518 29,391 12,934 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -35,861) -1,467 1,334 -2 -35,554 -28,106 -37,023 -26,774 1,162 -9,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 21.6 0.6 23.3 58.1 55.1 80.2 44.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 8 2 17 18 36 28

发表于 2004-12-28 12:57


	SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 56,834 COMMITMENTS 30,105 18,553 0 9,266 31,614 39,371 50,167 17,463 6,667 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 163) -4,214 1,794 0 4,108 -1,483 -106 311 269 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 32.6 0.0 16.3 55.6 69.3 88.3 30.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 21 4 0 11 8 32 12

发表于 2004-12-28 12:57


	BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,082 COMMITMENTS 37,492 2,710 0 17,589 66,448 55,081 69,158 26,001 11,924 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 3,751) -3,743 261 0 6,791 2,302 3,048 2,563 703 1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 3.3 0.0 21.7 82.0 67.9 85.3 32.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 26 8 0 9 13 35 21

发表于 2004-12-28 12:58


	JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 145,705 COMMITMENTS 33,373 12,797 196 77,292 115,698 110,861 128,691 34,844 17,014 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: -273) -263 562 19 -1,141 -775 -1,385 -194 1,112 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 8.8 0.1 53.0 79.4 76.1 88.3 23.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 11 3 17 19 45 32

发表于 2004-12-28 12:58


	EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,150 COMMITMENTS 39,467 51,631 997 48,636 46,674 89,100 99,302 58,050 47,848 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 10,737) 2,703 325 460 2,584 5,405 5,747 6,190 4,990 4,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 35.1 0.7 33.1 31.7 60.6 67.5 39.4 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 31 20 6 25 19 59 42

发表于 2004-12-28 12:59


	AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/21/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,283 COMMITMENTS 29,069 65 83 8,956 48,694 38,108 48,842 21,175 10,441 CHANGES FROM 12/14/04 (CHANGE IN OPEN INTEREST: 2,446) -558 -1 1 1,459 1,535 902 1,535 1,544 911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 0.1 0.1 15.1 82.1 64.3 82.4 35.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 18 1 1 6 14 25 15

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