商業筋および非商業筋(投機筋)のCFTC建玉明細
- 通貨、米国債および商品ポジションの時系列推移 -
Updated time:2020-04-18 09:19:41
- 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
- https://jp.reuters.com/search/news?blob=%ef%bc%a9%ef%bc%ad%ef%bc%ad%e9%80%9a%e8%b2%a8%e5%85%88%e7%89%a9&sortBy=date&dateRange=all
通貨ポジション
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
米国債ポジション
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
商品ポジション
GOLD - COMMODITY EXCHANGE INC. (CONTRACTS OF 100 TROY OUNCES)
PALLADIUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 100 TROY OUNCES)
PLATINUM - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 50 TROY OUNCES)
SILVER - COMMODITY EXCHANGE INC. (CONTRACTS OF 5,000 TROY OUNCES)
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
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)
- 2020年04月14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113.6475億ドル。つまり米ドルは113.6475億ドル分のネットショート。