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期货周策略 · 2019年第11周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
2019/3/5 OIL +2067851 OIL +497656 EUR +234088 OIL +677350
2019/3/5 EUR +541753 XAU +202628 OIL +148855 XAU +59730
2019/3/5 XAU +471311 EUR +155922 XAU +114610 EUR +8600
2019/3/5 JPY +207083 USD +41672 JPY +84727 JPY +6839
2019/3/5 GBP +193497 GBP +34620 GBP +69549 USD +4626
2019/3/5 CAD +146552 JPY +33421 AUD +63338 GBP +4341
2019/3/5 AUD +141773 AUD +22597 CAD +58654 AUD +2841
2019/3/5 CHF +79621 NZD +20687 CHF +36097 CAD +2808
2019/3/5 USD +54897 CAD +18210 NZD +19266 NZD +1793
2019/3/5 NZD +39314 CHF +11993 USD +7958 CHF +393
2019/3/5 EUR/GBP +31380 EUR/GBP +7629 EUR/GBP +4681 EUR/GBP +296
                 

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
2019/3/5 OIL +41967 EUR +12075 EUR +17786 OIL +39266
2019/3/5 JPY +20925 OIL +11421 JPY +17708 JPY +2410
2019/3/5 EUR +13377 JPY +6056 XAU +13471 AUD +862
2019/3/5 AUD +11271 AUD +3795 AUD +8793 NZD +839
2019/3/5 CHF +4344 CHF +3216 CHF +1971 GBP +637
2019/3/5 NZD +3907 NZD +2392 NZD +1885 CAD +329
2019/3/5 EUR/GBP +30 EUR/GBP +841 EUR/GBP +689 CHF +92
2019/3/5 CAD -1069 CAD -3343 CAD -2076 EUR/GBP +70
2019/3/5 GBP -8568 GBP -5123 USD -8726 USD -618
2019/3/5 USD -9702 USD -6925 GBP -9457 EUR -2462
2019/3/5 XAU -29957 XAU -34207 OIL -9709 XAU -5672
                 

* 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)