CME截止12月28日外汇期货持仓报告
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
2.瑞郎
SWISS FRANC - CHICAGO MERCANTILE EXCHANGEFUTURES 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
3.英镑
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGEFUTURES 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
4.日圆
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGEFUTURES 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 74,288124,182113,705135,846 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
5.欧元
EURO FX - CHICAGO MERCANTILE EXCHANGEFUTURES 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
6.澳元
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGEFUTURES 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
请注意：
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。 学习 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:red::red: 31/12/2004
澳+773
加+974
瑞+1936
英+2019
日+5919
欧-1261
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