Analysis

  • 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 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -47,605 -46,944 -52,302 -47,155 -40,082 -53,014 -59,318 -61,032 -62,781 -62,912 -55,511
Commercial Positions-Net (All) 54,838 55,844 61,639 55,769 48,493 60,559 67,958 73,343 73,897 73,553 63,630

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -44,435 -45,833 -39,880 -34,451 -34,303 -34,732 -10,928 -9,752 -8,661 676 9,269
Commercial Positions-Net (All) 43,986 45,369 39,457 33,394 33,917 34,492 9,941 8,972 8,178 -1,601 -10,615

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -72,952 -73,219 -77,092 -80,795 -86,124 -92,233 -84,959 -89,028 -92,418 -95,820 -102,702
Commercial Positions-Net (All) 84,376 94,704 94,896 98,607 103,124 111,424 108,317 115,880 115,511 112,246 118,900

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 12,961 5,313 6,327 4,592 19,823 11,523 5,349 10,905 13,037 14,200 24,166
Commercial Positions-Net (All) -22,725 -5,882 -13,456 -10,444 -27,744 -25,867 -10,571 -19,414 -20,313 -25,173 -31,695

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -75,154 -75,413 -65,978 -60,722 -68,559 -49,842 -49,136 -38,804 -37,977 -46,649 -44,010
Commercial Positions-Net (All) 48,775 54,591 40,674 38,960 45,506 32,960 27,465 16,057 16,207 27,106 23,265

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -6,641 11,012 13,917 12,783 23,862 32,591 27,682 33,607 31,154 24,742 10,561
Commercial Positions-Net (All) 9,772 -15,390 -20,633 -19,404 -30,593 -39,201 -38,978 -39,617 -37,982 -29,542 -18,647

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 113,476 115,396 115,812 92,414 81,626 95,637 91,791 93,314 110,359 117,562 122,069
Commercial Positions-Net (All) -116,703 -117,578 -117,937 -95,322 -84,370 -98,327 -93,250 -95,837 -112,875 -120,193 -124,768

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -40,163 -38,217 -42,474 -39,598 -36,043 -29,790 -30,676 -26,047 -18,260 -13,447 -11,564
Commercial Positions-Net (All) 42,960 41,422 45,158 42,235 39,406 33,040 31,928 27,727 22,025 17,265 14,500

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -12,766 -11,047 -11,535 -10,552 -4,556 -2,892 -5,839 -3,800 -11,117 -12,952 -16,431
Commercial Positions-Net (All) 27,332 25,232 26,799 21,472 15,785 15,396 17,359 14,460 19,885 20,911 25,464

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 37,436 39,859 43,028 41,939 41,774 32,032 31,736 29,897 29,499 29,842 31,329
Commercial Positions-Net (All) -39,835 -41,969 -44,894 -44,466 -43,966 -34,235 -33,301 -31,710 -31,612 -31,637 -32,392

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 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -99,692 -122,560 -163,610 -196,306 -229,963 -300,433 -377,867 -309,904 -401,804 -414,346 -390,886
Commercial Positions-Net (All) 39,989 68,361 91,721 127,868 197,395 243,084 348,610 221,938 334,999 331,680 321,413

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -240,746 -262,856 -32,814 -126,907 -159,535 -143,259 -173,197 -271,062 -332,426 -325,363 -308,867
Commercial Positions-Net (All) 145,108 150,392 -90,586 38,459 66,076 23,138 93,571 194,538 232,675 238,696 200,146

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -209,851 -152,975 -9,539 -72,968 -165,377 -97,886 -132,444 -105,168 -115,472 -103,857 -131,314
Commercial Positions-Net (All) 145,289 127,175 2,871 79,093 190,012 113,766 128,603 159,174 122,545 53,664 89,596

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -55,025 -76,699 -72,037 -58,314 -46,240 -51,743 -67,243 -51,131 -65,076 -67,301 -56,273
Commercial Positions-Net (All) 16,891 32,939 39,948 31,141 11,102 13,953 38,270 24,718 39,757 27,117 22,034

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -280,908 -278,324 -272,242 -272,541 -293,709 -301,276 -305,602 -303,626 -306,100 -296,930 -280,624
Commercial Positions-Net (All) 187,131 183,927 190,931 174,078 195,949 208,451 221,216 217,744 215,455 204,608 190,502

商品ポジション

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 253,027 275,563 268,993 312,444 282,599 269,725 300,547 296,838 299,993 290,090 292,545
Commercial Positions-Net (All) -288,275 -310,942 -303,688 -345,145 -318,399 -305,611 -337,741 -333,806 -336,250 -323,727 -324,325

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 13,303 13,710 12,806 12,617 12,154 11,621 11,071 9,805 9,824 9,171 9,573
Commercial Positions-Net (All) -13,244 -13,387 -12,476 -12,631 -12,273 -11,822 -11,269 -9,873 -9,880 -9,164 -9,356

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 28,247 26,814 26,598 34,979 33,648 34,919 33,159 22,987 19,615 21,676 21,944
Commercial Positions-Net (All) -37,523 -36,196 -35,432 -43,584 -41,690 -42,774 -41,396 -31,206 -27,148 -29,217 -30,457

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) 43,989 50,754 49,815 50,729 55,978 60,231 62,125 59,852 46,714 39,269 49,832
Commercial Positions-Net (All) -70,487 -76,906 -73,781 -75,779 -77,547 -84,768 -84,678 -81,681 -70,863 -65,233 -75,266

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

Date 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
Noncommercial Positions-Net (All) -155,980 -138,680 -154,855 -148,519 -125,651 -93,429 -66,642 -57,153 -59,498 -71,371 -80,581
Commercial Positions-Net (All) 164,490 145,239 166,057 158,132 131,936 102,041 71,874 65,848 64,294 76,460 85,853

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 10-15 10-08 10-01 09-24 09-17 09-10 09-03 08-27 08-20 08-13 08-06
JAPANESE YEN -7.6488 12.8455 16.0985 14.873 27.5785 37.9359 32.6163 39.7151 36.606 29.2141 12.4065
EURO FX -103.5714 -103.4093 -89.9696 -83.5025 -94.5723 -68.8015 -67.2726 -53.8385 -52.6371 -65.2578 -61.6335
BRITISH POUND STERLING -57.8437 -56.0372 -59.1714 -62.9276 -67.0083 -71.1744 -63.9794 -68.2145 -70.0718 -72.2656 -78.095
CANADIAN DOLLAR 9.8051 3.9911 4.7764 3.465 14.958 8.7536 4.0086 8.2263 9.7855 10.7245 18.2661
AUSTRALIAN DOLLAR -32.1926 -31.6343 -35.0934 -32.0104 -27.455 -36.3657 -39.9421 -41.2499 -42.5476 -42.6292 -37.6141
SWISS FRANC -15.9894 -13.8991 -14.4587 -13.3444 -5.7337 -3.646 -7.3755 -4.8458 -14.186 -16.6502 -21.0571
TOTAL -207.4409 -188.1433 -177.8181 -173.4469 -152.2329 -133.2981 -141.9448 -120.2073 -133.051 -156.8642 -167.7272
  • 2019年10月15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-207.4409億ドル。つまり米ドルは207.4409億ドル分のネットロング。