Analysis

通貨ポジション

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -36,808 -36,433 -45,355 -47,240 -40,809 -26,794 -40,287 -43,986 -47,605 -46,944 -52,302
Commercial Positions-Net (All) 38,909 38,578 48,763 52,461 44,139 33,275 45,359 50,594 54,838 55,844 61,639

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -46,995 -51,274 -44,614 -42,863 -43,098 -43,452 -43,719 -47,024 -44,435 -45,833 -39,880
Commercial Positions-Net (All) 45,818 49,951 43,880 41,706 41,965 41,932 42,860 46,274 43,986 45,369 39,457

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -22,639 -30,050 -36,576 -31,903 -28,133 -29,035 -32,415 -52,440 -72,952 -73,219 -77,092
Commercial Positions-Net (All) 16,454 30,302 39,482 30,143 30,775 31,972 37,586 59,076 84,376 94,704 94,896

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 20,741 21,471 20,344 28,865 42,373 54,002 43,589 33,393 12,961 5,313 6,327
Commercial Positions-Net (All) -31,852 -30,228 -32,216 -41,642 -56,829 -73,077 -63,451 -48,620 -22,725 -5,882 -13,456

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -67,643 -69,049 -61,416 -62,503 -57,669 -60,746 -53,355 -51,050 -76,866 -75,413 -65,978
Commercial Positions-Net (All) 38,169 35,452 31,371 32,209 26,670 32,067 25,834 22,010 50,487 54,591 40,674

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -43,682 -47,823 -39,591 -35,031 -34,997 -26,605 -19,698 -18,165 -6,641 11,012 13,917
Commercial Positions-Net (All) 51,631 49,353 46,703 35,491 39,118 34,695 25,097 20,576 9,772 -15,390 -20,633

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 130,641 130,127 135,649 139,821 142,037 140,402 128,907 112,950 113,042 115,396 115,812
Commercial Positions-Net (All) -134,665 -133,176 -137,803 -142,027 -144,443 -144,108 -132,267 -116,070 -116,269 -117,578 -117,937

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -25,340 -26,992 -35,826 -35,099 -36,235 -38,965 -40,403 -40,142 -40,016 -38,217 -42,474
Commercial Positions-Net (All) 27,409 29,063 38,416 37,920 38,892 41,445 43,044 43,390 42,813 41,422 45,158

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -20,865 -22,287 -20,975 -16,192 -15,120 -14,153 -12,484 -11,335 -12,766 -11,047 -11,535
Commercial Positions-Net (All) 30,872 35,445 34,228 30,136 29,844 28,030 26,244 22,654 27,332 25,232 26,799

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 22,261 23,877 24,138 24,625 27,784 28,379 29,509 31,210 37,436 39,859 43,028
Commercial Positions-Net (All) -23,844 -24,936 -25,746 -25,916 -29,182 -30,131 -31,623 -33,456 -39,835 -41,969 -44,894

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 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -178,921 -221,895 -145,745 -183,524 -148,794 -231,456 -116,066 -84,353 -99,692 -122,560 -163,610
Commercial Positions-Net (All) 217,135 241,919 125,305 182,638 188,050 240,121 125,228 63,012 39,989 68,361 91,721

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -341,164 -368,806 -279,069 -263,061 -149,775 -148,441 -182,701 -224,187 -236,445 -262,856 -32,814
Commercial Positions-Net (All) 260,521 288,352 284,153 180,039 75,095 52,806 100,250 132,622 140,807 150,392 -90,586

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -307,800 -292,462 -262,443 -250,861 -296,342 -308,244 -129,310 -218,746 -212,365 -152,975 -9,539
Commercial Positions-Net (All) 316,338 299,555 248,832 249,310 305,177 331,529 116,101 148,909 147,803 127,175 2,871

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -107,054 -90,445 -71,388 -47,732 -45,397 -54,567 -23,123 -46,269 -56,614 -76,699 -72,037
Commercial Positions-Net (All) 65,880 56,274 38,792 24,102 19,865 31,915 -15,624 8,719 18,480 32,939 39,948

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -384,666 -362,546 -346,996 -340,142 -326,477 -299,828 -283,206 -274,758 -280,908 -278,324 -272,242
Commercial Positions-Net (All) 309,962 296,133 268,842 274,688 262,183 230,810 204,090 174,889 187,131 183,927 190,931

商品ポジション

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 270,920 290,705 271,634 285,859 267,066 279,828 276,515 259,132 253,027 275,563 268,993
Commercial Positions-Net (All) -302,283 -322,787 -305,467 -319,095 -301,468 -317,138 -301,216 -295,357 -288,275 -310,942 -303,688

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 12,507 12,311 12,085 10,867 11,106 12,290 13,258 13,085 13,292 13,710 12,806
Commercial Positions-Net (All) -12,436 -12,244 -12,202 -10,704 -11,035 -12,241 -12,500 -13,101 -13,233 -13,387 -12,476

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 49,577 45,529 45,069 42,085 38,459 45,695 42,297 35,716 33,601 26,814 26,598
Commercial Positions-Net (All) -58,106 -54,576 -54,036 -50,705 -47,384 -53,912 -48,376 -45,087 -42,877 -36,196 -35,432

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) 40,742 50,227 52,510 44,716 37,364 47,997 53,678 46,743 43,989 50,754 49,815
Commercial Positions-Net (All) -63,147 -74,299 -73,873 -66,549 -61,892 -74,982 -68,045 -72,023 -70,487 -76,906 -73,781

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

Date 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
Noncommercial Positions-Net (All) -183,028 -199,312 -210,699 -218,362 -206,157 -203,598 -187,948 -171,236 -155,980 -138,680 -154,855
Commercial Positions-Net (All) 195,076 208,807 220,859 227,456 214,887 213,539 199,743 181,661 164,490 145,239 166,057

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 12-10 12-03 11-26 11-19 11-12 11-05 10-29 10-22 10-15 10-08 10-01
JAPANESE YEN -50.2561 -54.9128 -45.401 -40.3207 -40.0891 -30.5292 -22.6035 -20.917 -7.6488 12.8455 16.0985
EURO FX -93.679 -95.6216 -84.5734 -86.5307 -79.4481 -84.3083 -74.0223 -71.0889 -105.9308 -103.4093 -89.9696
BRITISH POUND STERLING -18.6257 -24.3697 -29.4267 -25.8038 -22.5928 -23.3831 -26.0485 -42.4044 -57.8437 -56.0372 -59.1714
CANADIAN DOLLAR 15.6725 16.1419 15.2981 21.8257 32.008 41.0738 33.3547 25.5107 9.8051 3.9911 4.7764
AUSTRALIAN DOLLAR -25.0953 -24.923 -30.7599 -32.1881 -27.9287 -18.489 -27.6162 -30.1956 -32.1926 -31.6343 -35.0934
SWISS FRANC -26.446 -28.1615 -26.2915 -20.4348 -19.0124 -17.8528 -15.689 -14.3396 -15.9894 -13.8991 -14.4587
TOTAL -198.4298 -211.8466 -201.1545 -183.4524 -157.0632 -133.4886 -132.6248 -153.4347 -209.8002 -188.1433 -177.8181
  • 2019年12月10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-198.4298億ドル。つまり米ドルは198.4298億ドル分のネットロング。