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发表于 2011-4-25 18:37:07
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附件是研究时用的数据做的表格,这里也要引用的,试用2010 excel做的,其他版本打开可能会有错误。
先举两个例子,了解一下这个报告,报告每周一份,这是上次4月19日的所有豆类
附件是研究时用的数据做的表格,这里也要引用的,试用2010 excel做的,其他版本打开可能会有错误。
先举两个例子,了解一下这个报告,报告每周一份,这是上次4月19日的所有豆类
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 636,040
COMMITMENTS
193,604 55,806 109,663 277,314 384,464 580,581 549,933 55,459 86,107
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -553)
-9,832 3,849 8,894 2,453 -10,045 1,515 2,698 -2,068 -3,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 8.8 17.2 43.6 60.4 91.3 86.5 8.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
189 112 189 137 190 438 430
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,005
COMMITMENTS
116,689 39,514 40,677 155,179 246,329 312,545 326,520 40,460 26,485
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -16,055)
3,480 -1,689 -8,094 -8,679 -2,167 -13,293 -11,950 -2,762 -4,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 11.2 11.5 44.0 69.8 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
106 61 87 67 66 227 180
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 234,149
COMMITMENTS
57,519 34,313 28,091 109,948 142,863 195,558 205,267 38,591 28,882
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 8,877)
-1,231 2,963 2,804 7,770 1,315 9,343 7,082 -466 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 14.7 12.0 47.0 61.0 83.5 87.7 16.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
63 34 58 72 60 171 140
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2011
: Reportable Positions :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant : : : :
: Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading :
----------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE (CONTRACTS OF 5,000 BUSHELS) :
CFTC Code #005602 Open Interest is 636,040 :
: Positions :
: 127,651 332,510 116,685 18,976 32,978 114,783 27,185 52,933 78,821 28,621 56,730 :
: :
: Changes from: April 12, 2011 :
: 3,808 -9,089 -2,086 -1,687 731 -9,273 1,649 2,018 -559 2,200 6,876 :
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.1 52.3 18.3 3.0 5.2 18.0 4.3 8.3 12.4 4.5 8.9 :
: :
: Number of Traders in Each Category Total Traders: 563 :
: 108 167 19 11 22 90 30 64 99 82 125 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2011
SOYBEAN OIL - CHICAGO BOARD OF TRADE (CONTRACTS OF 60,000 POUNDS) :
CFTC Code #007601 Open Interest is 353,005 :
: Positions :
: 66,474 227,047 72,323 2,900 16,382 80,941 14,713 14,461 35,748 24,801 26,216 :
: :
: Changes from: April 12, 2011 :
: -6,359 -3,212 -3,883 -518 1,563 -2,005 -201 698 5,485 -1,488 -8,792 :
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.8 64.3 20.5 0.8 4.6 22.9 4.2 4.1 10.1 7.0 7.4 :
: :
: Number of Traders in Each Category Total Traders: 272 :
: 49 55 17 . 11 62 16 28 44 45 59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 19, 2011
: Reportable Positions :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant : : : :
: Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading :
----------------------------------------------------------------------------------------------------------------
SOYBEAN MEAL - CHICAGO BOARD OF TRADE (CONTRACTS OF 100 TONS) :
CFTC Code #026603 Open Interest is 234,149 :
: Positions :
: 88,668 133,672 15,187 3,098 6,093 38,712 26,932 14,618 18,807 7,381 13,473 :
: :
: Changes from: April 12, 2011 :
: 8,141 520 -1,119 47 748 -4,347 2,307 2,584 3,116 656 220 :
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 37.9 57.1 6.5 1.3 2.6 16.5 11.5 6.2 8.0 3.2 5.8 :
: :
: Number of Traders in Each Category Total Traders: 205 :
: 58 49 11 5 9 32 21 23 31 13 35 :
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