Content

  • Weekly
  • 商業筋と非商業筋(投機筋)の先物ポジション(Futures Only Reports)の時系列推移。
  • Dealer Intermediary + Asset Manager/Institutional + Leveraged Funds + Other Reportables = Non-Commercial + Commercial = Reportable Positions
  • Source:U.S. COMMODITY FUTURES TRADING COMMISSION,OANDA

通貨ポジション

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -62,781 -62,912 -55,511 -53,442 -47,980 -52,576 -54,007 -58,735 -66,320 -64,863 -63,226
Commercial Positions-Net (All) 73,897 73,553 63,630 60,216 53,289 59,519 64,616 68,380 77,799 79,779 74,296

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -8,661 676 9,269 2,224 2,996 2,365 -94 -4,262 -22,668 -22,567 -25,647
Commercial Positions-Net (All) 8,178 -1,601 -10,615 -3,509 -4,271 -4,240 -953 3,390 21,602 22,285 25,251

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -92,418 -95,820 -102,702 -90,150 -78,583 -76,357 -72,982 -64,244 -58,937 -52,564 -44,801
Commercial Positions-Net (All) 115,511 112,246 118,900 109,062 101,811 96,344 94,819 77,933 67,431 67,728 60,043

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 13,037 14,200 24,166 21,722 30,750 20,964 9,226 6,293 -14,790 -38,071 -32,840
Commercial Positions-Net (All) -20,313 -25,173 -31,695 -38,323 -46,639 -42,224 -25,573 -19,773 2,567 2,800 26,671

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -37,977 -46,649 -44,010 -53,983 -39,004 -31,351 -35,865 -31,733 -56,295 -52,330 -86,792
Commercial Positions-Net (All) 16,207 27,106 23,265 30,970 14,897 4,153 5,964 7,316 23,609 27,139 62,146

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 31,154 24,742 10,561 -4,218 -9,377 -11,380 -3,651 -1,227 -10,147 -16,565 -45,165
Commercial Positions-Net (All) -37,982 -29,542 -18,647 2,358 6,038 9,640 4,484 -1,327 3,781 17,488 45,570

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 110,359 117,562 122,069 128,268 124,755 128,121 126,382 108,267 115,035 116,806 101,315
Commercial Positions-Net (All) -112,875 -120,193 -124,768 -132,248 -128,684 -133,045 -130,610 -112,991 -119,684 -120,635 -104,976

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -18,260 -13,447 -11,564 -12,319 -12,225 -17,319 -22,205 -24,032 -24,053 -24,468 -16,122
Commercial Positions-Net (All) 22,025 17,265 14,500 15,230 15,631 19,892 25,817 26,840 28,580 28,263 19,133

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -11,117 -12,952 -16,431 -14,488 -13,193 -11,732 -10,428 -10,742 -16,481 -15,484 -24,788
Commercial Positions-Net (All) 19,885 20,911 25,464 24,641 22,456 22,389 20,173 20,645 25,407 28,838 38,355

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 29,499 29,842 31,329 30,283 29,128 27,332 27,056 22,417 22,366 28,549 23,989
Commercial Positions-Net (All) -31,612 -31,637 -32,392 -31,249 -29,434 -28,011 -27,720 -23,713 -23,585 -30,865 -26,631

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 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -401,804 -414,346 -390,886 -383,842 -380,169 -347,222 -288,836 -288,884 -281,099 -402,984 -365,988
Commercial Positions-Net (All) 334,999 331,680 321,413 311,918 311,782 289,324 215,177 259,443 219,912 340,399 311,124

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -332,426 -325,363 -308,867 -314,415 -260,646 -306,840 -312,954 -305,068 -269,742 -153,826 -175,614
Commercial Positions-Net (All) 232,675 238,696 200,146 209,601 145,154 211,730 227,799 202,128 186,973 73,810 101,573

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -115,472 -103,857 -131,314 -115,941 -98,795 -100,588 -94,042 -86,931 -41,843 -39,873 -61,730
Commercial Positions-Net (All) 122,545 53,664 89,596 61,102 75,852 43,403 63,578 91,122 12,564 15,923 41,400

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -65,076 -67,301 -56,273 -32,525 -41,646 -21,747 -11,188 635 16,190 18,290 18,189
Commercial Positions-Net (All) 39,757 27,117 22,034 2,125 3,847 -15,802 -30,439 -38,701 -54,631 -63,181 -58,100

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -306,100 -296,930 -280,624 -287,072 -288,972 -294,242 -295,562 -298,174 -302,257 -304,330 -300,126
Commercial Positions-Net (All) 215,455 204,608 190,502 198,289 203,012 213,648 213,724 208,611 214,333 217,723 214,298

商品ポジション

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 299,993 290,090 292,545 254,388 251,250 245,501 244,763 258,946 236,554 204,323 184,238
Commercial Positions-Net (All) -336,250 -323,727 -324,325 -287,967 -287,839 -277,408 -278,416 -286,822 -260,150 -223,855 -202,027

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 9,824 9,171 9,573 12,846 12,471 12,435 12,896 12,017 10,849 10,205 9,535
Commercial Positions-Net (All) -9,880 -9,164 -9,356 -12,840 -12,321 -12,364 -12,730 -12,107 -10,740 -10,305 -9,729

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 19,615 21,676 21,944 25,768 20,890 15,592 6,693 9,297 1,986 1,970 6,952
Commercial Positions-Net (All) -27,148 -29,217 -30,457 -33,575 -27,833 -22,943 -14,386 -17,298 -11,403 -11,239 -15,181

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) 46,714 39,269 49,832 64,297 54,761 37,425 25,151 30,455 30,565 14,516 2,660
Commercial Positions-Net (All) -70,863 -65,233 -75,266 -83,916 -76,138 -59,357 -45,277 -52,063 -53,552 -34,487 -25,191

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

Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
Noncommercial Positions-Net (All) -59,498 -71,371 -80,581 -144,314 -132,267 -141,797 -132,182 -124,224 -116,694 -108,644 -91,182
Commercial Positions-Net (All) 64,294 76,460 85,853 151,570 147,134 151,284 142,492 135,094 126,509 116,769 96,920

投機筋の通貨先物ネットポジション総計

  • 日本円、ユーロ、ポンド、カナダドル、豪ドルおよびスイスフランの総計(単位:億ドル)
Date 08-20 08-13 08-06 07-30 07-23 07-16 07-09 07-02 06-25 06-18 06-11
JAPANESE YEN 36.606 29.2141 12.4065 -4.8539 -10.8398 -13.1581 -4.1936 -1.4181 -11.8454 -19.1036 -51.9962
EURO FX -52.6371 -65.2578 -61.6335 -75.2193 -54.4729 -44.0148 -50.2483 -44.792 -80.1243 -73.3077 -122.8128
BRITISH POUND STERLING -70.0718 -72.2656 -78.095 -68.5459 -61.139 -59.4197 -56.9132 -50.67 -46.8829 -41.1924 -35.576
CANADIAN DOLLAR 9.7855 10.7245 18.2661 16.4971 23.4075 16.0545 7.032 4.797 -11.2232 -28.4094 -24.7457
AUSTRALIAN DOLLAR -42.5476 -42.6292 -37.6141 -36.8014 -33.6592 -36.9429 -37.4796 -41.0358 -46.1855 -44.4703 -43.9895
SWISS FRANC -14.186 -16.6502 -21.0571 -18.2784 -16.7528 -14.8654 -13.1154 -13.6056 -21.1546 -19.3707 -31.2545
TOTAL -133.051 -156.8642 -167.7272 -187.2018 -153.4563 -152.3465 -154.9181 -146.7246 -217.4158 -225.8541 -310.3748
  • 2019年08月20日締め分の米ドルの日本円、ユーロ、ポンド、カナダドル、豪ドルおよびスイスフランに対する投機筋先物ポジション差引額(Long minus Short)総計は-133.051億ドル。つまり米ドルは133.051億ドル分のネットロング。