通貨ポジション 米国債ポジション 商品ポジション 投機筋の通貨先物ネットポジション総計

通貨ポジション

AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -27,249 -38,339 -46,164 -46,578 -36,808 -36,433 -45,355 -47,240 -40,809 -26,794 -40,287
Commercial Positions-Net (All) 15,660 36,408 49,176 49,110 38,909 38,578 48,763 52,461 44,139 33,275 45,359

BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -19,623 -38,730 -39,978 -42,690 -46,995 -51,274 -44,614 -42,863 -43,098 -43,452 -43,719
Commercial Positions-Net (All) 17,953 37,882 38,823 41,484 45,818 49,951 43,880 41,706 41,965 41,932 42,860

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 16,510 12,393 8,697 -5,780 -22,639 -30,050 -36,576 -31,903 -28,133 -29,035 -32,415
Commercial Positions-Net (All) -27,735 -20,550 -19,143 -392 16,454 30,302 39,482 30,143 30,775 31,972 37,586

CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 26,367 11,913 8,497 11,191 20,741 21,471 20,344 28,865 42,373 54,002 43,589
Commercial Positions-Net (All) -49,523 -40,049 -30,579 -35,517 -31,852 -30,228 -32,216 -41,642 -56,829 -73,077 -63,451

EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -61,664 -74,345 -72,943 -65,694 -67,643 -69,049 -61,416 -62,503 -57,669 -60,746 -53,355
Commercial Positions-Net (All) 25,308 39,950 41,337 44,038 38,169 35,452 31,371 32,209 26,670 32,067 25,834

JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -12,248 -25,302 -33,542 -42,062 -43,682 -47,823 -39,591 -35,031 -34,997 -26,605 -19,698
Commercial Positions-Net (All) 17,460 35,166 38,012 48,744 51,631 49,353 46,703 35,491 39,118 34,695 25,097

MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 157,318 150,266 158,216 152,260 130,641 130,127 135,649 139,821 142,037 140,402 128,907
Commercial Positions-Net (All) -161,219 -163,709 -161,290 -156,482 -134,665 -133,176 -137,803 -142,027 -144,443 -144,108 -132,267

NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -1,488 -5,058 -7,796 -8,217 -25,340 -26,992 -35,826 -35,099 -36,235 -38,965 -40,403
Commercial Positions-Net (All) 2,489 4,923 10,212 10,563 27,409 29,063 38,416 37,920 38,892 41,445 43,044

SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -4,469 -5,725 -9,679 -11,074 -20,865 -22,287 -20,975 -16,192 -15,120 -14,153 -12,484
Commercial Positions-Net (All) 11,227 14,498 19,859 20,844 30,872 35,445 34,228 30,136 29,844 28,030 26,244

U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 12,468 12,054 13,231 11,696 22,261 23,877 24,138 24,625 27,784 28,379 29,509
Commercial Positions-Net (All) -13,075 -12,459 -13,882 -12,803 -23,844 -24,936 -25,746 -25,916 -29,182 -30,131 -31,623

米国債ポジション

10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -179,230 -234,750 -268,686 -245,337 -178,921 -221,895 -145,745 -183,524 -148,794 -231,456 -116,066
Commercial Positions-Net (All) 186,487 253,088 266,190 253,862 217,135 241,919 125,305 182,638 188,050 240,121 125,228

2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -329,579 -319,327 -272,214 -326,747 -341,164 -368,806 -279,069 -263,061 -149,775 -148,441 -182,701
Commercial Positions-Net (All) 252,765 257,182 205,653 252,642 260,521 288,352 284,153 180,039 75,095 52,806 100,250

5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -298,374 -297,890 -325,982 -390,323 -307,800 -292,462 -262,443 -250,861 -296,342 -308,244 -129,310
Commercial Positions-Net (All) 276,572 316,587 344,251 402,694 316,338 299,555 248,832 249,310 305,177 331,529 116,101

U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -98,688 -97,086 -110,123 -100,119 -107,054 -90,445 -71,388 -47,732 -45,397 -54,567 -23,123
Commercial Positions-Net (All) 47,169 59,369 70,124 51,731 65,880 56,274 38,792 24,102 19,865 31,915 -15,624

ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -437,432 -420,514 -409,502 -405,043 -384,666 -362,546 -346,996 -340,142 -326,477 -299,828 -283,206
Commercial Positions-Net (All) 368,294 353,219 339,107 329,046 309,962 296,133 268,842 274,688 262,183 230,810 204,090

商品ポジション

GOLD - COMMODITY EXCHANGE INC. (CONTRACTS OF 100 TROY OUNCES)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 322,291 327,925 305,652 286,275 270,920 290,705 271,634 285,859 267,066 279,828 276,515
Commercial Positions-Net (All) -356,081 -366,491 -340,396 -318,619 -302,283 -322,787 -305,467 -319,095 -301,468 -317,138 -301,216

PALLADIUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 TROY OUNCES)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 11,577 11,322 11,007 13,004 12,507 12,311 12,085 10,867 11,106 12,290 13,258
Commercial Positions-Net (All) -11,576 -11,630 -11,291 -12,825 -12,436 -12,244 -12,202 -10,704 -11,035 -12,241 -12,500

PLATINUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 50 TROY OUNCES)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 62,281 62,163 56,492 54,276 49,577 45,529 45,069 42,085 38,459 45,695 42,297
Commercial Positions-Net (All) -70,857 -70,417 -64,306 -62,408 -58,106 -54,576 -54,036 -50,705 -47,384 -53,912 -48,376

SILVER - COMMODITY EXCHANGE INC. (CONTRACTS OF 5,000 TROY OUNCES)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) 67,253 69,728 62,422 45,781 40,742 50,227 52,510 44,716 37,364 47,997 53,678
Commercial Positions-Net (All) -91,174 -96,652 -85,327 -70,958 -63,147 -74,299 -73,873 -66,549 -61,892 -74,982 -68,045

VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
Noncommercial Positions-Net (All) -144,897 -152,906 -156,556 -173,351 -183,028 -199,312 -210,699 -218,362 -206,157 -203,598 -187,948
Commercial Positions-Net (All) 154,465 165,415 167,745 182,695 195,076 208,807 220,859 227,456 214,887 213,539 199,743

投機筋の通貨先物ネットポジション総計

Date 01-07 12-31 12-24 12-17 12-10 12-03 11-26 11-19 11-12 11-05 10-29
JAPANESE YEN -14.1158 -29.1131 -38.3259 -47.9927 -50.2561 -54.9128 -45.401 -40.3207 -40.0891 -30.5292 -22.6035
EURO FX -86.0888 -104.2282 -101.0715 -91.5535 -93.679 -95.6216 -84.5734 -86.5307 -79.4481 -84.3083 -74.0223
BRITISH POUND STERLING 13.5635 10.2132 7.037 -4.7675 -18.6257 -24.3697 -29.4267 -25.8038 -22.5928 -23.3831 -26.0485
CANADIAN DOLLAR 20.3029 9.152 6.4568 8.5004 15.6725 16.1419 15.2981 21.8257 32.008 41.0738 33.3547
AUSTRALIAN DOLLAR -18.7793 -26.8889 -31.9491 -31.9323 -25.0953 -24.923 -30.7599 -32.1881 -27.9287 -18.489 -27.6162
SWISS FRANC -5.7577 -7.3963 -12.3273 -14.0993 -26.446 -28.1615 -26.2915 -20.4348 -19.0124 -17.8528 -15.689
TOTAL -90.8753 -148.2613 -170.18 -181.8449 -198.4298 -211.8466 -201.1545 -183.4524 -157.0632 -133.4886 -132.6248