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期货周策略 · 2018年第52周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
2018/12/18 OIL +2063376 OIL +502715 EUR +200778 OIL +643698
2018/12/18 EUR +505711 XAU +182168 OIL +193107 XAU +53411
2018/12/18 XAU +412485 EUR +147654 JPY +129728 EUR +13570
2018/12/18 JPY +214868 CAD +51566 XAU +106208 CAD +4875
2018/12/18 GBP +204948 USD +43298 GBP +89885 AUD +3862
2018/12/18 CAD +191476 GBP +29162 CAD +59023 JPY +3291
2018/12/18 AUD +112262 JPY +26957 AUD +53039 GBP +2529
2018/12/18 CHF +70943 NZD +18820 CHF +31363 USD +1371
2018/12/18 USD +50790 AUD +17970 NZD +15409 CHF +1252
2018/12/18 EUR/JPY +39033 EUR/JPY +9233 USD +7249 NZD +804
2018/12/18 NZD +29675 CHF +8437 EUR/JPY +4324 EUR/JPY +235
2018/12/18 EUR/GBP +26517 EUR/GBP +4098 EUR/GBP +3877 EUR/GBP +184

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
2018/12/18 CAD +29946 XAU +12568 JPY +6627 XAU +310
2018/12/18 OIL +12742 CAD +9894 CAD +5682 EUR/JPY -1
2018/12/18 XAU +10235 AUD +3450 EUR/GBP +304 EUR/GBP -434
2018/12/18 JPY +1813 EUR +1572 EUR/JPY +5 NZD -566
2018/12/18 EUR/JPY -5590 JPY +1462 GBP -183 CHF -752
2018/12/18 EUR/GBP -9336 EUR/JPY +146 USD -1289 JPY -881
2018/12/18 CHF -10575 NZD -307 EUR -1591 CAD -1706
2018/12/18 USD -13216 OIL -1869 OIL -1971 EUR -2304
2018/12/18 NZD -32912 USD -3362 XAU -2893 USD -4066
2018/12/18 AUD -36152 EUR/GBP -8041 CHF -3762 AUD -6067
2018/12/18 GBP -50755 CHF -8421 AUD -7012 GBP -6197
2018/12/18 EUR -108034 GBP -18487 NZD -18959 OIL -7604

* 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)