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期货周策略 · 2018年第48周 · 仓位量数据 · 降序筛选


Date   Open Interest All   NonComm Positions Long All   NonComm Positions Short All
2018/11/20 OIL +1998866 OIL +528849 EUR +204862
2018/11/20 EUR +535707 XAU +165506 OIL +161662
2018/11/20 XAU +525940 EUR +157633 XAU +156610
2018/11/20 GBP +227556 USD +45738 JPY +133527
2018/11/20 JPY +223144 CAD +39059 GBP +81188
2018/11/20 AUD +141872 GBP +37710 AUD +75148
2018/11/20 CAD +140651 JPY +33462 CAD +45348
2018/11/20 CHF +81100 CHF +17418 CHF +37043
2018/11/20 USD +57264 AUD +15968 NZD +34836
2018/11/20 NZD +53661 NZD +15489 USD +6398
2018/11/20 EUR/GBP +36830 EUR/GBP +13501 EUR/GBP +4849
2018/11/20 EUR/JPY +28641 EUR/JPY +9035 EUR/JPY +4089

  Change in Open Interest All   Change in NonComm Long All   Change in NonComm Short All   Change in NonComm Spread
CAD +18652 NZD +4351 EUR +5983 EUR +5268
EUR +15467 CAD +2286 CAD +5784 JPY +2459
NZD +3646 CHF +1577 NZD +2830 USD +1524
CHF +3471 EUR/JPY -72 CHF +2600 CHF +1244
EUR/JPY +436 EUR/GBP -439 EUR/JPY -20 CAD +1173
EUR/GBP -794 GBP -896 EUR/GBP -35 NZD +386
USD -1065 USD -2710 USD -1537 GBP +200
GBP -1496 AUD -2832 AUD -3432 AUD +42
AUD -4423 XAU -2910 GBP -4525 EUR/JPY +6
JPY -8586 EUR -4227 JPY -8959 EUR/GBP -69
XAU -13580 JPY -6730 OIL -18585 XAU -7434
OIL -111927 OIL -32596 XAU -21053 OIL -28559

* 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)