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期货周策略 · 2019年第12周 · 仓位量数据 · 降序筛选


Date
Non-Commercial
  All   Long   Short  
Spreading
2019/3/12 OIL +2012864 OIL +500169 EUR +227602 OIL +676159
2019/3/12 EUR +536724 XAU +205250 OIL +137904 XAU +75211
2019/3/12 XAU +530030 EUR +151857 XAU +126431 EUR +18180
2019/3/12 JPY +196766 USD +45030 JPY +80925 GBP +7739
2019/3/12 GBP +191938 GBP +29927 AUD +69139 USD +6317
2019/3/12 AUD +163073 AUD +25440 GBP +66623 JPY +6174
2019/3/12 CAD +159939 JPY +22144 CAD +61329 CAD +5525
2019/3/12 CHF +85572 NZD +20974 CHF +35479 AUD +5087
2019/3/12 USD +60235 CAD +20276 NZD +16377 NZD +2659
2019/3/12 NZD +42326 CHF +12174 USD +9956 CHF +2404
2019/3/12 EUR/GBP +33271 EUR/GBP +7315 EUR/GBP +4252 EUR/GBP +1562
                 

Date
Non-Commercial Changes
  All   Long   Short  
Spreading
2019/3/12 XAU +58719 USD +3358 XAU +11821 XAU +15481
2019/3/12 AUD +21300 AUD +2843 AUD +5801 EUR +9580
2019/3/12 CAD +13387 XAU +2622 CAD +2675 GBP +3398
2019/3/12 CHF +5951 OIL +2513 USD +1998 CAD +2717
2019/3/12 USD +5338 CAD +2066 EUR/GBP -429 AUD +2246
2019/3/12 NZD +3012 NZD +287 CHF -618 CHF +2011
2019/3/12 EUR/GBP +1891 CHF +181 NZD -2889 USD +1691
2019/3/12 GBP -1559 EUR/GBP -314 GBP -2926 EUR/GBP +1266
2019/3/12 EUR -5029 EUR -4065 JPY -3802 NZD +866
2019/3/12 JPY -10317 GBP -4693 EUR -6486 JPY -665
2019/3/12 OIL -54987 JPY -11277 OIL -10951 OIL -1191
                 

* 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)