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期货周策略 · 2018年第46周 · 仓位量数据 · 降序筛选


Date   Open Interest All   NonComm Positions Long All   NonComm Positions Short All
2018/11/6 OIL +2075239 OIL +554562 EUR +195816
2018/11/6 EUR +510193 XAU +169141 OIL +150779
2018/11/6 XAU +494911 EUR +148973 XAU +150115
2018/11/6 GBP +227514 USD +48295 JPY +122182
2018/11/6 JPY +209453 CAD +33753 GBP +88469
2018/11/6 AUD +150565 JPY +33060 AUD +87270
2018/11/6 CAD +116284 GBP +31670 CHF +36695
2018/11/6 CHF +77205 AUD +20825 CAD +36385
2018/11/6 USD +57888 CHF +16747 NZD +36160
2018/11/6 NZD +51288 EUR/GBP +13915 USD +8013
2018/11/6 EUR/GBP +37239 NZD +10434 EUR/GBP +4834
2018/11/6 EUR/JPY +27590 EUR/JPY +8306 EUR/JPY +3930

  Change in Open Interest All   Change in NonComm Long All   Change in NonComm Short All   Change in NonComm Spread
XAU +19970 CAD +4317 OIL +17746 XAU +11798
JPY +6340 JPY +4206 EUR +5463 EUR +1003
EUR +5735 NZD +1478 CHF +3322 EUR/GBP +64
CHF +1370 EUR/GBP +1077 JPY +1708 EUR/JPY -1
EUR/JPY +1137 EUR/JPY +918 EUR/JPY +696 USD -115
EUR/GBP +318 XAU +387 GBP +209 NZD -406
CAD -2224 AUD -1554 EUR/GBP -245 CHF -596
USD -2430 USD -1564 USD -2323 JPY -854
GBP -5825 CHF -2104 CAD -2706 GBP -897
NZD -8430 GBP -4108 XAU -5445 AUD -1471
AUD -14275 EUR -8718 AUD -5521 CAD -1765
OIL -17816 OIL -11109 NZD -7827 OIL -42495

* Open Interest All = 总开仓量

* NonComm Positions Long All = 做多的总量(非商业)

* NonComm Positions Short All = 做空的总量(非商业)

* Change in Open Interest All = 总开仓量变化

* Change in NonComm Long All = 做多的总量变化(非商业)

* Change in NonComm Short All = 做空的总量变化(非商业)

* Change in NonComm Spread = 对冲交易的总量变化(非商业)