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| 美国CFTC公布的CBOT大豆期货持仓报告 | |||||||||||||||||||||||||
| 单位:手 市场年度:本年9月1日-次年8月31日 公布日期:美国时间每周五 | |||||||||||||||||||||||||
| 截止日期 | 总持仓 | 基金多单 | 基金空单 | 基金多单增减 | 基金空单增减 | 基金多单比例 | 基金空单比例 | 商业多单 | 商业空单 | 商业多单增减 | 商业空单增减 | 商业多单比例 | 商业空单比例 | 其它多单 | 其它空单 | 其它多单增减 | 其它空单增减 | 其它多单 | 其它空单比例 | 套做量 | 套做增减 | 套做比例 | |||
| 2004-7-20 | 169419 | 25037 | 32809 | -3811 | 5717 | 14.8 | 19.4 | 91697 | 75260 | 2204 | -15377 | 54.1 | 44.4 | 41053 | 49718 | -6982 | 1071 | 23.3 | 29.3 | 11632 | -507 | 6.9 | |||
| 2004-7-13 | 178515 | 28848 | 27092 | -737 | 7264 | 16.2 | 15.2 | 89493 | 90637 | 4959 | -3785 | 50.1 | 50.8 | 48035 | 48647 | 5919 | 6662 | 23.3 | 27.3 | 12139 | -528 | 6.8 | |||
| 2004-7-6 | 168902 | 29585 | 19828 | -5150 | 2720 | 17.5 | 11.7 | 84534 | 94422 | -3675 | -9368 | 50 | 55.9 | 42116 | 41985 | -4343 | -6520 | 23.3 | 24.9 | 12667 | -1386 | 7.5 | |||
| 2004-6-29 | 183456 | 34735 | 17108 | -6710 | 1725 | 18.9 | 9.3 | 88209 | 103790 | -2017 | -9560 | 48.1 | 56.6 | 46459 | 48505 | -3306 | -4198 | 23.3 | 26.4 | 14053 | -4616 | 7.7 | |||
| 2004-6-22 | 200105 | 41445 | 15383 | 321 | -1042 | 20.7 | 7.7 | 90226 | 113350 | -832 | -3889 | 45.1 | 56.6 | 49765 | 52703 | -2127 | 2293 | 23.3 | 26.3 | 18669 | 391 | 9.3 | |||
| 2004-6-15 | 202352 | 41124 | 16425 | 890 | -2139 | 20.3 | 8.1 | 91058 | 117239 | -487 | 5185 | 45 | 57.9 | 51892 | 50410 | -5335 | -7978 | 23.3 | 24.9 | 18278 | 2910 | 9 | |||
| 2004-6-8 | 204374 | 40234 | 18564 | -838 | 478 | 19.7 | 9.1 | 91545 | 112054 | -1873 | -6016 | 44.8 | 55.8 | 57227 | 58388 | 6386 | 9213 | 23.3 | 28.6 | 15368 | -351 | 7.5 | |||
| 2004-6-1 | 201050 | 41072 | 18086 | -849 | -997 | 20.4 | 9 | 93418 | 118070 | 441 | -2069 | 46.5 | 58.7 | 50841 | 49175 | -1770 | 888 | 23.3 | 24.5 | 15719 | -1200 | 7.8 | |||
| 2004-5-25 | 204428 | 41921 | 19083 | 1368 | -3166 | 20.5 | 9.3 | 92977 | 120139 | -7481 | -4890 | 45.5 | 58.8 | 52611 | 48287 | -7094 | -5151 | 23.3 | 23.6 | 16919 | 2222 | 8.3 | |||
| 2004-5-18 | 215413 | 40553 | 22249 | -21258 | 2267 | 18.8 | 10.3 | 100458 | 125029 | 8451 | -23067 | 46.6 | 58 | 59705 | 53438 | -2407 | 5586 | 23.3 | 24.8 | 14697 | -4705 | 6.8 | |||
| 2004-5-11 | 235332 | 61811 | 19982 | 3069 | 1705 | 26.3 | 8.5 | 92007 | 148096 | -4394 | -3640 | 39.1 | 62.9 | 62112 | 47852 | -6838 | -6228 | 23.3 | 20.3 | 19402 | 948 | 8.2 | |||
| 2004-5-4 | 242547 | 58742 | 18277 | 4667 | 2389 | 24.2 | 7.5 | 96401 | 151736 | -4226 | 2120 | 39.7 | 62.6 | 68950 | 54080 | -6752 | -10820 | 23.3 | 22.3 | 18454 | -6655 | 7.6 | |||
| 2004-4-27 | 255513 | 54075 | 15888 | -422 | -4940 | 21.2 | 6.2 | 100627 | 149616 | -5394 | 1337 | 39.4 | 58.6 | 75702 | 64900 | -1789 | -4002 | 23.3 | 25.4 | 25109 | 789 | 9.8 | |||
| 2004-4-20 | 262329 | 54497 | 20828 | -2605 | -378 | 20.8 | 7.9 | 106021 | 148279 | 433 | -6721 | 40.4 | 56.5 | 77491 | 68902 | -4491 | 436 | 23.3 | 26.3 | 24320 | 66 | 9.3 | |||
| 2004-4-12 | 268926 | 57102 | 21206 | -6654 | 563 | 21.2 | 7.9 | 105588 | 155000 | 191 | -8950 | 39.3 | 57.6 | 81982 | 68466 | -333 | 1591 | 23.3 | 25.5 | 24254 | 330 | 9 | |||
| 2004-4-6 | 275392 | 63756 | 20643 | -7759 | 2378 | 23.2 | 7.5 | 105397 | 163950 | 5019 | -6558 | 38.3 | 59.5 | 82315 | 66875 | 4290 | 5730 | 23.3 | 24.3 | 23924 | 4019 | 8.7 | |||
| 2004-3-30 | 269823 | 71515 | 18265 | -3225 | -2202 | 26.5 | 6.8 | 100378 | 170508 | 3156 | 4429 | 37.2 | 63.2 | 78025 | 61145 | 1573 | -723 | 23.3 | 22.7 | 19905 | -279 | 7.4 | |||
| 2004-3-23 | 268598 | 74740 | 20467 | -2029 | 962 | 27.8 | 7.6 | 97222 | 166079 | 1050 | 2135 | 36.2 | 61.8 | 76452 | 61868 | 6707 | 2631 | 23.3 | 23 | 20184 | -124 | 7.5 | |||
| 2004-3-16 | 262994 | 76769 | 19505 | 3208 | 1780 | 29.2 | 7.4 | 96172 | 163944 | 1359 | 2089 | 36.6 | 62.3 | 69745 | 59237 | 4848 | 5546 | 23.3 | 22.5 | 20308 | 1406 | 7.7 | |||
| 2004-3-9 | 252173 | 73561 | 17725 | -2901 | 17 | 29.2 | 7 | 94813 | 161855 | -2468 | -3152 | 37.6 | 64.2 | 64897 | 53691 | -6329 | -8563 | 23.3 | 21.3 | 18902 | -2463 | 7.5 | |||
| 2004-3-2 | 266334 | 76462 | 17708 | 831 | -1185 | 28.7 | 6.6 | 97281 | 165007 | -6425 | -7260 | 36.5 | 62 | 71226 | 62254 | -307 | 2544 | 23.3 | 23.4 | 21365 | -2095 | 8 | |||
| 2004-2-24 | 274330 | 75631 | 18893 | 3762 | -6104 | 27.6 | 6.9 | 103706 | 172267 | -505 | 4785 | 37.8 | 62.8 | 71533 | 59710 | 11378 | 15954 | 23.3 | 21.8 | 23460 | -1603 | 8.6 | |||
| 2004-2-17 | 261298 | 71869 | 24997 | 364 | 925 | 27.5 | 9.6 | 104211 | 167482 | 640 | -6051 | 39.9 | 64.1 | 60155 | 43756 | -8219 | -2089 | 23.3 | 16.7 | 25063 | 1214 | 9.6 | |||
| 2004-2-10 | 267299 | 71505 | 24072 | -2329 | 2854 | 26.8 | 9 | 103571 | 173533 | -2318 | -5946 | 38.7 | 64.9 | 68374 | 45845 | -723 | -2278 | 23.3 | 17.2 | 23849 | 4956 | 8.9 | |||
| 2004-2-3 | 267713 | 73834 | 21218 | -15103 | 2808 | 27.6 | 7.9 | 105889 | 179479 | 9270 | -9449 | 39.6 | 67 | 69097 | 48123 | -581 | 227 | 23.3 | 18 | 18893 | -434 | 7.1 | |||
| 2004-1-27 | 274561 | 88937 | 18410 | 1301 | -184 | 32.4 | 6.7 | 96619 | 188928 | 5103 | 8090 | 35.2 | 68.8 | 69678 | 47896 | 5639 | 4137 | 23.3 | 17.4 | 19327 | -24 | 7 | |||
| 2004-1-13 | 257217 | 84045 | 15243 | 9333 | 862 | 32.7 | 5.9 | 87546 | 174901 | 1794 | 9484 | 34 | 68 | 65988 | 47435 | 3178 | 3959 | 23.3 | 18.4 | 19638 | -810 | 7.6 | |||
| 2004-1-6 | 243722 | 74712 | 14381 | 1616 | 173 | 30.7 | 5.9 | 85752 | 165417 | -1948 | 4570 | 35.2 | 67.9 | 62810 | 43476 | -174 | -5249 | 23.3 | 17.8 | 20448 | -2567 | 8.4 | |||
| 2003-12-30 | 246795 | 73096 | 14208 | 2707 | -2041 | 29.6 | 5.8 | 87700 | 160847 | -3631 | -1890 | 35.5 | 65.2 | 62984 | 48725 | -7205 | -4198 | 23.3 | 19.7 | 23015 | 2507 | 9.3 | |||
| 2003-12-22 | 252417 | 70389 | 16249 | -381 | -2939 | 27.9 | 6.4 | 91331 | 162737 | -274 | 247 | 36.2 | 64.5 | 70189 | 52923 | -5038 | -3001 | 23.3 | 21 | 20508 | -1112 | 8.1 | |||
| 2003-12-16 | 259222 | 70770 | 19188 | -6080 | 1098 | 27.3 | 7.4 | 91605 | 162490 | 248 | -3450 | 35.3 | 62.7 | 75227 | 55924 | 6475 | 2995 | 23.3 | 21.6 | 21620 | -1338 | 8.3 | |||
| 2003-12-9 | 259917 | 76850 | 18090 | 8046 | -27 | 29.6 | 7 | 91357 | 165940 | 693 | 8151 | 35.1 | 63.8 | 68752 | 52929 | 3181 | 3796 | 23.3 | 20.4 | 22958 | 2349 | 8.8 | |||
| 2003-12-2 | 245648 | 68804 | 18117 | 2804 | -203 | 28 | 7.4 | 90664 | 157789 | -1745 | 2478 | 36.9 | 64.2 | 65571 | 49133 | 1265 | 49 | 23.3 | 20 | 20609 | 1400 | 8.4 | |||
| 2003-11-25 | 241924 | 66000 | 18320 | -69 | -83 | 27.3 | 7.6 | 92409 | 155311 | 2646 | 1498 | 38.2 | 64.2 | 64306 | 49084 | 1084 | 2246 | 23.3 | 20.3 | 19209 | -2566 | 7.9 | |||
| 2003-11-18 | 240829 | 66069 | 18403 | 1379 | 2120 | 27.4 | 7.6 | 89763 | 153813 | 2143 | -323 | 37.3 | 63.9 | 63222 | 46838 | -376 | 1349 | 23.3 | 19.4 | 21775 | -231 | 9 | |||
| 2003-11-11 | 237914 | 64690 | 16283 | -2542 | -2164 | 27.2 | 6.8 | 87620 | 154136 | -4184 | -2077 | 36.8 | 64.8 | 63598 | 45489 | 1963 | -522 | 23.3 | 19.1 | 22006 | -2551 | 9.2 | |||
| 2003-11-4 | 245228 | 67232 | 18447 | -6380 | 4090 | 27.4 | 7.5 | 91804 | 156213 | -5931 | -14510 | 37.4 | 63.7 | 61635 | 46011 | -3086 | -4977 | 23.3 | 18.8 | 24557 | -3351 | 10 | |||
| 2003-10-28 | 263976 | 73612 | 14357 | -3481 | -1009 | 27.9 | 5.4 | 97735 | 170723 | -5680 | -2583 | 37 | 64.7 | 64721 | 50988 | 4349 | -1220 | 23.3 | 19.3 | 27908 | 1124 | 10.6 | |||
| 2003-10-21 | 267664 | 77093 | 15366 | 1320 | -3617 | 28.8 | 5.7 | 103415 | 173306 | -3526 | 10080 | 38.6 | 64.7 | 60372 | 52208 | 6441 | -2228 | 23.3 | 19.5 | 26784 | -5898 | 10 | |||
| 2003-10-14 | 269327 | 75773 | 18983 | 5626 | 754 | 28.1 | 7 | 106941 | 163226 | -1280 | 2641 | 39.7 | 60.6 | 53931 | 54436 | 3474 | 4425 | 23.3 | 20.2 | 32682 | -1901 | 12.1 | |||
| 2003-10-7 | 263408 | 70147 | 18229 | 1074 | -2681 | 26.6 | 6.9 | 108221 | 160585 | 370 | 8203 | 41.1 | 61 | 50457 | 50011 | 4218 | 140 | 23.3 | 19 | 34583 | 1285 | 13.1 | |||
| 2003-9-30 | 256461 | 69073 | 20910 | 7006 | -6686 | 26.9 | 8.2 | 107851 | 152382 | 870 | 15322 | 42.1 | 59.4 | 46239 | 49871 | 4544 | 3784 | 23.3 | 19.4 | 33298 | -1001 | 13 | |||
| 2003-9-23 | 245042 | 62067 | 27596 | 3562 | -4878 | 25.3 | 11.3 | 106981 | 137060 | 1078 | 10072 | 43.7 | 55.9 | 41695 | 46087 | 3291 | 2737 | 23.3 | 18.8 | 34299 | 6371 | 14 | |||
| 2003-9-16 | 230740 | 58505 | 32474 | 1915 | -2150 | 25.4 | 14.1 | 105903 | 126988 | 6089 | 9372 | 45.9 | 55 | 38404 | 43350 | 3559 | 4341 | 23.3 | 18.8 | 27928 | 4026 | 12.1 | |||
| 2003-9-9 | 215151 | 56590 | 34624 | 8826 | -2757 | 26.3 | 16.1 | 99814 | 117616 | -4643 | 4545 | 46.4 | 54.7 | 34845 | 39009 | -1519 | 876 | 23.3 | 18.1 | 23902 | 223 | 11.1 | |||
| 2003-9-2 | 212264 | 47764 | 37381 | 437 | -3806 | 22.5 | 17.6 | 104457 | 113071 | -1803 | 2127 | 49.2 | 53.3 | 36364 | 38133 | 987 | 1300 | 23.3 | 18 | 23697 | 1735 | 11.2 | |||
| 2003-8-26 | 210908 | 47327 | 41187 | 7646 | 252 | 22.4 | 19.5 | 106260 | 110944 | -625 | 10664 | 50.4 | 52.6 | 35377 | 36833 | 3952 | 57 | 23.3 | 17.5 | 21944 | 3148 | 10.4 | |||
| 2003-8-19 | 196787 | 39681 | 40935 | 12156 | -7082 | 20.2 | 20.8 | 106885 | 100280 | -360 | 19399 | 54.3 | 51 | 31425 | 36776 | 2276 | 1755 | 23.3 | 18.7 | 18796 | 5701 | 9.6 | |||
| 2003-8-12 | 177014 | 27525 | 48017 | 6723 | -9457 | 15.5 | 27.1 | 107245 | 80881 | -5032 | 9341 | 60.6 | 45.7 | 29149 | 35021 | -1666 | 141 | 23.3 | 19.8 | 13095 | 1336 | 7.4 | |||
| 2003-8-5 | 175653 | 20802 | 57474 | -2252 | -1147 | 11.8 | 32.7 | 112277 | 71540 | 69 | -424 | 63.9 | 40.7 | 30815 | 34880 | -2614 | -3226 | 23.3 | 19.9 | 11759 | -732 | 6.7 | |||
| 2003-7-29 | 181182 | 23054 | 58621 | -272 | 6911 | 12.7 | 32.4 | 112208 | 71964 | -6345 | -11088 | 61.9 | 39.7 | 33429 | 38106 | -200 | -2640 | 23.3 | 21 | 12491 | -4675 | 6.9 | |||
| 2003-7-22 | 192674 | 23326 | 51710 | -2796 | 10199 | 12.1 | 26.8 | 118553 | 83052 | 6294 | -5997 | 61.5 | 43.1 | 33629 | 40746 | 1697 | 993 | 23.3 | 21.1 | 17166 | -237 | 8.9 | |||
| 2003-7-15 | 187716 | 26122 | 41511 | -5356 | 3724 | 13.9 | 22.1 | 112259 | 59049 | 10442 | -2618 | 59.8 | 47.4 | 31932 | 39753 | -4063 | -83 | 23.3 | 21.2 | 17403 | 108 | 9.3 | |||
| 2003-7-8 | 186585 | 31478 | 37787 | -19548 | -402 | 16.9 | 20.3 | 101817 | 91667 | 2195 | -16341 | 54.6 | 49.1 | 35995 | 39836 | 977 | 367 | 23.3 | 21.4 | 17295 | -3321 | 9.3 | |||
| 2003-7-1 | 206282 | 51026 | 38189 | -8220 | 1634 | 24.7 | 18.5 | 99622 | 108008 | 933 | -8066 | 48.3 | 52.4 | 35018 | 39469 | -7384 | -8239 | 23.3 | 19.1 | 20616 | -6188 | 10 | |||
| 2003-6-24 | 227141 | 59246 | 36555 | 1736 | -1678 | 26.1 | 16.1 | 98689 | 116074 | -627 | 4864 | 43.4 | 51.1 | 42402 | 47708 | 2405 | 328 | 23.3 | 21 | 26804 | 4206 | 11.8 | |||
| 2003-6-17 | 219421 | 57510 | 38233 | -10431 | -2038 | 26.2 | 17.4 | 99316 | 111210 | 3467 | -6507 | 45.3 | 50.7 | 39997 | 47380 | 346 | 1927 | 23.3 | 21.6 | 22598 | 3024 | 10.3 | |||
| 2003-6-10 | 223015 | 67941 | 40271 | 7305 | 3901 | 30.5 | 18.1 | 95849 | 117717 | -3466 | -269 | 43 | 52.8 | 39651 | 45453 | -3645 | -3438 | 23.3 | 20.4 | 19574 | -2456 | 8.8 | |||
| 2003-6-3 | 225227 | 60636 | 36370 | -11385 | 4393 | 26.9 | 16.1 | 99315 | 117986 | 10637 | -7616 | 44.1 | 52.4 | 43296 | 48981 | -1295 | 1180 | 19.2 | 21.7 | 22030 | 356 | 9.8 | |||
| 2003-5-27 | 226964 | 72021 | 31977 | -9483 | -1086 | 31.7 | 14.1 | 88678 | 125602 | 4779 | -5791 | 39.1 | 55.3 | 44591 | 47711 | -1350 | 823 | 19.6 | 21 | 21674 | -1597 | 9.5 | |||
| 2003-5-20 | 234615 | 81504 | 33063 | 2766 | 5098 | 34.07 | 14.1 | 83899 | 131393 | 4766 | -677 | 35.8 | 56 | 45941 | 46888 | 62 | 3173 | 23.3 | 20 | 23271 | -1319 | 9.9 | |||
| 2003-5-13 | 228304 | 78738 | 27965 | -2943 | 2771 | 34.5 | 12.2 | 79133 | 132070 | 3350 | -2221 | 34.7 | 57.8 | 45879 | 43715 | 1485 | 1342 | 23.3 | 19.1 | 24590 | -1520 | 10.8 | |||
| 2003-5-6 | 227968 | 81681 | 25194 | -1928 | 1741 | 35.8 | 11.1 | 75783 | 134291 | -10344 | -12600 | 33.2 | 58.9 | 44934 | 42373 | 2161 | 748 | 23.3 | 18.6 | 26110 | -6681 | 11.5 | |||
| 2003-4-29 | 244760 | 83609 | 23453 | -3275 | 1338 | 34.2 | 9.6 | 86127 | 146891 | -6816 | -9533 | 35.2 | 60 | 42233 | 41625 | -2770 | -4666 | 23.3 | 17 | 32791 | -2023 | 13.4 | |||
| 2003-4-22 | 259644 | 86884 | 22115 | -2542 | |||||||||||||||||||||