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期货周策略 · 2018年第50周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
1 OIL +2048735 OIL +505292 EUR +205635 OIL +638047
2 EUR +545537 XAU +173019 OIL +175146 XAU +52329
3 XAU +399919 EUR +144859 JPY +142483 EUR +18758
4 GBP +235704 USD +45353 XAU +124018 GBP +8813
5 JPY +226835 GBP +43935 GBP +83685 AUD +5113
6 CAD +156750 CAD +38736 AUD +67498 JPY +4433
7 AUD +148755 JPY +32717 CAD +51672 USD +4267
8 CHF +79008 CHF +17913 NZD +38991 CAD +4235
9 USD +56729 NZD +17694 CHF +37708 NZD +958
10 NZD +56348 AUD +16743 USD +6904 CHF +589
11 EUR/GBP +36709 EUR/GBP +13053 EUR/GBP +4074 EUR/JPY +240
12 EUR/JPY +28897 EUR/JPY +9560 EUR/JPY +3768 EUR/GBP +238

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
1 OIL +28643 XAU +16240 OIL +11588 OIL +15304
2 AUD +11959 GBP +6005 GBP +6605 EUR +3716
3 CAD +11628 AUD +4575 JPY +2342 AUD +1883
4 GBP +7809 EUR/JPY +1655 NZD +2078 CAD +1776
5 EUR +7083 NZD +1321 CAD +1615 GBP +1411
6 NZD +2164 CHF +1042 AUD +1427 USD +781
7 EUR/JPY +1068 EUR/GBP -53 EUR +845 NZD +283
8 EUR/GBP +150 USD -996 EUR/JPY 0 CHF +281
9 CHF +35 CAD -2691 EUR/GBP -104 EUR/GBP +39
10 USD -334 JPY -3100 USD -138 EUR/JPY +1
11 JPY -4876 EUR -4860 CHF -231 JPY -1152
12 XAU -42882 OIL -6387 XAU -30890 XAU -13215

* 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)