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期货周策略 · 2018年第51周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
1 OIL +2050634 OIL +504584 EUR +202369 OIL +651302
2 EUR +613745 XAU +169600 OIL +195078 XAU +53101
3 XAU +402250 EUR +146082 JPY +123101 EUR +15874
4 GBP +255703 GBP +47649 XAU +109101 AUD +9929
5 JPY +213055 USD +46660 GBP +90068 GBP +8726
6 CAD +161530 CAD +41672 AUD +60051 CAD +6581
7 AUD +148414 JPY +25495 CAD +53341 USD +5437
8 CHF +81518 NZD +19127 CHF +35125 JPY +4172
9 USD +64006 CHF +16858 NZD +34368 CHF +2004
10 NZD +62587 AUD +14520 USD +8538 NZD +1370
11 EUR/JPY +44623 EUR/GBP +12139 EUR/JPY +4319 EUR/GBP +618
12 EUR/GBP +35853 EUR/JPY +9087 EUR/GBP +3573 EUR/JPY +236

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
1 EUR +68208 GBP +3714 OIL +19932 OIL +13255
2 GBP +19999 CAD +2936 GBP +6383 AUD +4816
3 EUR/JPY +15726 NZD +1433 CAD +1669 CAD +2346
4 USD +7277 USD +1307 USD +1634 CHF +1415
5 NZD +6239 EUR +1223 EUR/JPY +551 USD +1170
6 CAD +4780 EUR/JPY -473 EUR/GBP -501 XAU +772
7 CHF +2510 OIL -708 CHF -2583 NZD +412
8 XAU +2331 EUR/GBP -914 EUR -3266 EUR/GBP +380
9 OIL +1899 CHF -1055 NZD -4623 EUR/JPY -4
10 AUD -341 AUD -2223 AUD -7447 GBP -87
11 EUR/GBP -856 XAU -3419 XAU -14917 JPY -261
12 JPY -13780 JPY -7222 JPY -19382 EUR -2884

* 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)