CME截止12月28日外汇期货持仓报告

发表于 2005-1-4 11:46


	1.加元： CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 66,171 COMMITMENTS 19,215 13,081 366 17,599 41,225 37,180 54,672 28,991 11,499 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 719) -1,207 -1,065 0 2,326 3,219 1,119 2,154 -400 -1,435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 19.8 0.6 26.6 62.3 56.2 82.6 43.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 8 2 19 17 34 27

发表于 2005-1-4 11:47


	SWISS FRANC - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,282 COMMITMENTS 33,728 8,739 0 7,955 44,575 41,683 53,314 18,599 6,968 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 3,448) 3,623 -9,814 0 -1,311 12,961 2,312 3,147 1,136 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.0 14.5 0.0 13.2 73.9 69.1 88.4 30.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 21 3 0 8 9 29 12

发表于 2005-1-4 11:47


	BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,644 COMMITMENTS 33,131 12,980 0 19,585 53,575 52,716 66,555 24,928 11,089 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: -3,438) -4,361 10,270 0 1,996 -12,873 -2,365 -2,603 -1,073 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.7 0.0 25.2 69.0 67.9 85.7 32.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 23 10 0 9 13 32 23

发表于 2005-1-4 11:48


	JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 150,488 COMMITMENTS 39,240 11,487 177 74,288 124,182 113,705 135,846 36,783 14,642 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 4,783) 5,867 -1,310 -19 -3,004 8,484 2,844 7,155 1,939 -2,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 7.6 0.1 49.4 82.5 75.6 90.3 24.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 14 2 16 20 42 36

发表于 2005-1-4 11:48


	EURO FX - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 147,687 COMMITMENTS 44,526 27,712 1,347 42,625 65,999 88,498 95,058 59,189 52,629 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 537) 5,059 -23,919 350 -6,011 19,325 -602 -4,244 1,139 4,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 18.8 0.9 28.9 44.7 59.9 64.4 40.1 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 25 6 28 18 66 45

发表于 2005-1-4 11:48


	AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE FUTURES ONLY POSITIONS AS OF 12/28/04 \| --------------------------------------------------------------\| NONREPORTABLE NON-COMMERCIAL \| COMMERCIAL \| TOTAL \| POSITIONS --------------------------\|-----------------\|-----------------\|----------------- LONG \| SHORT \|SPREADS \| LONG \| SHORT \| LONG \| SHORT \| LONG \| SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,977 COMMITMENTS 30,330 73 75 8,428 51,620 38,833 51,768 22,144 9,209 CHANGES FROM 12/21/04 (CHANGE IN OPEN INTEREST: 1,694) 1,261 8 -8 -528 2,926 725 2,926 969 -1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.1 0.1 13.8 84.7 63.7 84.9 36.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 18 1 1 7 15 26 16

发表于 2005-1-4 11:52


	欧元已经由前周的一万多手的净空单一举转为当周的20607手的净多单。主要是因为空头疯狂减仓23919手。

发表于 2005-1-4 12:08

发表于 2005-1-4 12:23


	Originally posted by AntiWaterloo at 2005-1-4 11:52 欧元已经由前周的一万多手的净空单一举转为当周的20607手的净多单。主要是因为空头疯狂减仓23919手。这对欧元有利吗？我不懂外文

发表于 2005-1-4 12:27

2.瑞郎