|
|
| 期货持仓 |
基金多单 |
基金空单 |
净持仓 |
持仓增减 |
占总持仓% |
期货总持仓 |
| 2008/07/22 |
12,740 |
22,323 |
-9,583 |
+1,948 |
-11.80% |
81,226 |
| 2008/07/29 |
13,222 |
22,204 |
-8,982 |
+601 |
-11.67% |
76,962 |
| 2008/08/05 |
13,894 |
22,256 |
-8,362 |
+620 |
-10.67% |
78,337 |
| 2008/08/12 |
13,474 |
22,397 |
-8,923 |
-561 |
-11.24% |
79,416 |
| 2008/08/19 |
15,360 |
23,710 |
-8,350 |
+573 |
-10.20% |
81,852 |
| 2008/08/26 |
20,648 |
24,557 |
-3,909 |
+4,441 |
-4.47% |
87,538 |
| 2008/09/02 |
20,639 |
24,406 |
-3,767 |
+142 |
-4.19% |
89,893 |
|
| |
| 期权持仓 |
基金多单 |
基金空单 |
净持仓 |
持仓增减 |
占总持仓% |
期权总持仓 |
| 2008/07/22 |
12,092 |
23,663 |
-11,571 |
-463 |
-14.40% |
80,330 |
| 2008/07/29 |
12,777 |
22,395 |
-9,618 |
+1,953 |
-11.77% |
81,725 |
| 2008/08/05 |
13,240 |
22,261 |
-9,021 |
+597 |
-11.65% |
77,414 |
| 2008/08/12 |
13,917 |
22,319 |
-8,402 |
+619 |
-10.66% |
78,816 |
| 2008/08/19 |
13,478 |
22,397 |
-8,919 |
-517 |
-11.20% |
79,628 |
| 2008/08/26 |
15,360 |
23,707 |
-8,347 |
+572 |
-10.16% |
82,120 |
| 2008/09/02 |
20,646 |
24,557 |
-3,911 |
+4,436 |
-4.45% |
87,813 |
|
| 数据来源:美国商品期货交易委员会(CFTC)。(美国时间每周五晚发布截至本周二持仓数据) |
| 说明:《净持仓》项中“+”代表基金净多;“-”代表基金净空。 |
| 《增减》项中“+”代表净多增加或净空减少;“-”代表净多减少或净空增加。 |
| 《占总持仓%》项代表“基金净头寸”占总持仓百分比比例。 |
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