CME截止12月21日外汇期货头寸报告
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
2.瑞郎
SWISS FRANC - CHICAGO MERCANTILE EXCHANGEFUTURES 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
3.英镑
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGEFUTURES 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
4.日圆
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGEFUTURES 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 77,292115,698110,861128,691 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
5.欧元
EURO FX - CHICAGO MERCANTILE EXCHANGEFUTURES 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
6.澳元
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGEFUTURES 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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