最新外汇期货头寸（截止11月30日）
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
瑞郎
SWISS FRANC - CHICAGO MERCANTILE EXCHANGEFUTURES 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
英镑
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGEFUTURES 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
日圆
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGEFUTURES 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 91,163154,640153,098177,215 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
欧元
EURO FX - CHICAGO MERCANTILE EXCHANGEFUTURES 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 82,034140,039144,833178,353 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
澳元
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGEFUTURES 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 看的头大，能指点一下嘛？
电解如下
上面的头寸分两大类：报告头寸和非报告头寸（NONREPORTABLEPOSITIONS）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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