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期货年策略 · 英镑 · 2020年 · 净仓位变化数据


***交易员持仓(COT)报告。

商品期货交易委员会(Commission或CFTC)公布交易者的承诺(COT)报告,以帮助公众了解市场动态。 具体而言,COT报告提供了每周二期货和期权的未平仓利率明细,其中20名或20名以上的交易员持有的头寸等于或高于CFTC规定的报告水平。

一般来说,COT报告中的数据是从周二开始,周五发布的。商品期货交易委员会在星期三上午收到报告公司的数据,然后在星期五下午之前更正和核实数据以供公布。


Week Date
Non-Commercial
Non-Commercial Changes
All Long Short
Spreading
All Long Short
Spreading
52 2020/12/29 +139870 +35735 +30903 +1956 -4736 -1815 -615 -1322
51 2020/12/21 +144606 +37550 +31518 +3278 +2364 +2422 +458 +1592
50 2020/12/15 +142242 +35128 +31060 +1686 -21942 -4216 -2574 -1770
49 2020/12/8 +164184 +39344 +33634 +3456 +17218 +2257 -11352 +486
48 2020/12/1 +146966 +37087 +44986 +2970 +4008 +6249 -2982 -250
47 2020/11/24 +24758 +6113 +2648 +131 +334 +818 -876 +2
46 2020/11/17 +24424 +5295 +3524 +129 -123 +549 -572 0
45 2020/11/10 +141346 +27872 +45567 +1794 +909 +171 +6639 -538
44 2020/11/3 +140437 +27701 +38928 +2332 +453 -4098 +469 -102
43 2020/10/27 +139984 +31799 +38459 +2434 -6372 -8037 -3377 -433
42 2020/10/20 +146356 +39836 +41836 +2867 -1923 +3641 -4161 +1687
41 2020/10/13 +148279 +36195 +45997 +1180 -8188 -4503 -5999 -1012
40 2020/10/6 +156467 +40698 +51996 +2192 -2582 +1482 +35 -3192
39 2020/9/29 +159049 +39216 +51961 +5384 +6436 -4271 +11438 +326
38 2020/9/22 +152613 +43487 +40523 +5058 +2624 -314 -985 +164
37 2020/9/15 +149989 +43801 +41508 +4894 -47535 -2789 +7648 -4530
36 2020/9/8 +197524 +46590 +33860 +9424 +10936 -2623 -9041 +1972
35 2020/9/1 +186588 +49213 +42901 +7452 +11225 +3823 +3111 +1251
34 2020/8/25 +175363 +45390 +39790 +6201 -11680 -8920 -8016 +60
33 2020/8/18 +187043 +54310 +47806 +6141 +7972 +6257 -3068 -36
32 2020/8/11 +179071 +48053 +50874 +6177 +2343 +2076 -9830 +609
31 2020/8/4 +176728 +45977 +60704 +5568 -2184 +6648 -4034 +224
30 2020/7/28 +178912 +39329 +64738 +5344 -1425 -6901 +3428 -655
29 2020/7/21 +180337 +46230 +61310 +5999 +997 +3055 +4549 +972
28 2020/7/14 +179340 +43175 +56761 +5027 -1356 +3283 +461 +239
27 2020/7/7 +180696 +39892 +56300 +4788 -5448 +5468 +886 +141
26 2020/6/30 +186144 +34424 +55414 +4647 +15689 +4770 +7244 +48
25 2020/6/23 +170455 +29654 +48170 +4599 +3647 +276 +2794 +14
24 2020/6/16 +166808 +29378 +45376 +4585 -18798 +485 -7565 -3283
23 2020/6/9 +185606 +28893 +52941 +7868 -4532 +1923 -10073 +1428
22 2020/6/2 +190138 +26970 +63014 +6440 +1488 -12222 +1565 +642
21 2020/5/26 +188650 +39192 +61449 +5798 +8916 +3382 +6650 +400
20 2020/5/19 +179734 +35810 +54799 +5398 +13166 +4285 +9586 -687
19 2020/5/12 +166568 +31525 +45213 +6085 +5485 +3429 +5112 +980
18 2020/5/5 +161083 +28096 +40101 +5105 -1785 -3370 +1954 +751
17 2020/4/28 +162868 +31466 +38147 +4354 +4080 +1939 +7240 +578
16 2020/4/21 +158788 +29527 +30907 +3776 +5700 -760 +3852 +28
15 2020/4/14 +153088 +30287 +27055 +3748 +2770 -967 -506 -129
14 2020/4/7 +150318 +31254 +27561 +3877 -14908 -5895 -4595 -863
13 2020/3/31 +165226 +37149 +32156 +4740 -14326 -9385 -3494 -273
12 2020/3/24 +179552 +46534 +35650 +5013 -2557 -10041 -2285 -599
11 2020/3/17 +182109 +56575 +37935 +5612 -32076 +498 +8186 -3572
10 2020/3/10 +214185 +56077 +29749 +9184 -487 -19986 -11152 -3199
9 2020/3/3 +214672 +76063 +40901 +12383 +3351 +3396 -2168 +5815
8 2020/2/25 +211321 +72667 +43069 +6568 -5612 -117 -457 -1021
7 2020/2/18 +216933 +72784 +43526 +7589 +4705 +7778 -396 -988
6 2020/2/11 +212228 +65006 +43922 +8577 +4063 +5347 -2750 +375
5 2020/2/4 +208165 +59659 +46672 +8202 +4996 -2228 +2474 +1552
4 2020/1/28 +203169 +61887 +44198 +6650 +8544 -2369 +4864 +375
3 2020/1/21 +194625 +64256 +39334 +6275 -1911 -4560 +2050 -26
2 2020/1/14 +196536 +68816 +37284 +6301 -954 +1413 -13609 -1226
1 2020/1/7 +197490 +67403 +50893 +7527 -9294 +2829 -1288 -4509

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