CME截止12月14日外汇期货持仓

AntiWaterloo 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

AntiWaterloo 发表于 2004-12-20 10:00

2.瑞郎

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

AntiWaterloo 发表于 2004-12-20 10:00

3.英镑

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

AntiWaterloo 发表于 2004-12-20 10:01

4.日圆

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 78,433116,473112,246128,885 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

AntiWaterloo 发表于 2004-12-20 10:01

5.欧元

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

AntiWaterloo 发表于 2004-12-20 10:01

6.澳元

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

AntiWaterloo 发表于 2004-12-20 10:09

注意：

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！

游枷利叶 发表于 2004-12-20 10:16

谢谢!!

原野深处 发表于 2004-12-20 12:25

谢谢！

胡夫发表于 2004-12-20 12:33

谢谢.献花

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