2014年6月15日日曜日

IMMであそぼ

ロイター等で報道されるIMMはこんな感じ。

IMM Non-Commercial (2014-06-10)
[CAD] Long: 30303; Short: 54411 (Change: -2216; -839)
[CHF] Long: 9615; Short: 12645 (Change: -2292; -1274)
[GBP] Long: 85202; Short: 49360 (Change: 5726; 4858)
[JPY] Long: 11893; Short: 94055 (Change: -685; 7259)
[EUR] Long: 43739; Short: 100924 (Change: -13370; 10790)
[NZD] Long: 20401; Short: 3546 (Change: -1999; -1323)
[AUD] Long: 62141; Short: 33894 (Change: 5330; -1390)

データ元サイトで詳しく見てみると

IMM (2014-06-10)
----- CAD -----
[Non-Commercial] Long: 30303 (-2216); Short: 54411 (-839)
[Non-Commercial Spread] 4748 (1614)
[Commercial] Long: 62263 (-3748) Short: 34236 (-6185) 
[Total] Long: 97314 (-4350); Short: 93395 (-5410)
[Nonreportable Positions] Long: 28518 (-93); Short :32437 (967)
----- CHF -----
[Non-Commercial] Long: 9615 (-2292); Short: 12645 (-1274)
[Non-Commercial Spread] 5073 (4012)
[Commercial] Long: 25999 (1401) Short: 18004 (-191) 
[Total] Long: 40687 (3121); Short: 35722 (2547)
[Nonreportable Positions] Long: 11758 (388); Short :16723 (962)
----- GBP -----
[Non-Commercial] Long: 85202 (5726); Short: 49360 (4858)
[Non-Commercial Spread] 23738 (20410)
[Commercial] Long: 126458 (1099) Short: 177887 (7208) 
[Total] Long: 235398 (27235); Short: 250985 (32476)
[Nonreportable Positions] Long: 36204 (4763); Short :20617 (-478)
----- JPY -----
[Non-Commercial] Long: 11893 (-685); Short: 94055 (7259)
[Non-Commercial Spread] 13033 (9605)
[Commercial] Long: 159506 (19083) Short: 45432 (12562) 
[Total] Long: 184432 (28003); Short: 152520 (29426)
[Nonreportable Positions] Long: 16662 (1287); Short :48574 (-136)
----- EUR -----
[Non-Commercial] Long: 43739 (-13370); Short: 100924 (10790)
[Non-Commercial Spread] 22501 (14787)
[Commercial] Long: 224523 (47018) Short: 136545 (19890) 
[Total] Long: 290763 (48435); Short: 259970 (45467)
[Nonreportable Positions] Long: 40873 (2454); Short :71666 (5422)
----- NZD -----
[Non-Commercial] Long: 20401 (-1999); Short: 3546 (-1323)
[Non-Commercial Spread] 3182 (2534)
[Commercial] Long: 5419 (2433) Short: 23502 (1894) 
[Total] Long: 29002 (2968); Short: 30230 (3105)
[Nonreportable Positions] Long: 3944 (-88); Short :2716 (-225)
----- AUD -----
[Non-Commercial] Long: 62141 (5330); Short: 33894 (-1390)
[Non-Commercial Spread] 6130 (5135)
[Commercial] Long: 30183 (1201) Short: 64362 (13124) 
[Total] Long: 98454 (11666); Short: 104386 (16869)
[Nonreportable Positions] Long: 30530 (6407); Short :24598 (1204)

随分と印象が変わるものです。
来週は数値が大きく動くと思います…たぶん。