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期货周策略 · 2018年第49周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
2018/11/27 OIL 2020092 OIL 511679 EUR 204790 OIL 622743
2018/11/27 EUR 538454 XAU 156779 OIL 163558 XAU 65544
2018/11/27 XAU 442801 EUR 149719 XAU 154908 EUR 15042
2018/11/27 JPY 231711 USD 46349 JPY 140141 GBP 7402
2018/11/27 GBP 227895 CAD 41427 GBP 77080 JPY 5585
2018/11/27 CAD 145122 GBP 37930 AUD 66071 USD 3486
2018/11/27 AUD 136796 JPY 35817 CAD 50057 AUD 3230
2018/11/27 CHF 78973 CHF 16871 CHF 37939 CAD 2459
2018/11/27 USD 57063 NZD 16373 NZD 36913 NZD 675
2018/11/27 NZD 54184 EUR/GBP 13106 USD 7042 CHF 308
2018/11/27 EUR/GBP 36559 AUD 12168 EUR/GBP 4178 EUR/JPY 239
2018/11/27 EUR/JPY 27829 EUR/JPY 7905 EUR/JPY 3768 EUR/GBP 199

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
2018/11/27 OIL 21226 CAD 2368 JPY 6614 OIL 16995
2018/11/27 JPY 8567 JPY 2355 CAD 4709 JPY 1224
2018/11/27 CAD 4471 NZD 884 NZD 2077 GBP 247
2018/11/27 EUR 2747 USD 611 OIL 1896 EUR/GBP 0
2018/11/27 NZD 523 GBP 220 CHF 896 EUR/JPY -3
2018/11/27 GBP 339 EUR/GBP -395 USD 644 AUD -127
2018/11/27 USD -201 CHF -547 EUR -72 NZD -374
2018/11/27 EUR/GBP -271 EUR/JPY -1130 EUR/JPY -321 CAD -531
2018/11/27 EUR/JPY -812 AUD -3800 EUR/GBP -671 USD -675
2018/11/27 CHF -2127 EUR -7914 XAU -1702 EUR -699
2018/11/27 AUD -5076 XAU -8727 GBP -4108 CHF -1347
2018/11/27 XAU -83139 OIL -17170 AUD -9077 XAU -49840

* 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)