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1、国际期货市场持仓结构分析国际期货市场持仓结构分析（国际期货市场持仓结构分析（（（周报周报周报）周报）））截止2011.12.20永安期货国际业务总部057188370932农产品生产商/贸易商/加工商/用户掉期交易商 管理基金其它可报告性头寸非可报告行头寸持仓方向总头寸多头空头净多头寸多头空头套利多头空头净多头寸套利多头空头套利多头空头CBOT小麦合约单位：持仓379,63533,771110,633-76,862169,50616,38014,92859,39098,402-39,01232,10216,93431,62320,25332,
2、75155,3145,000蒲式耳变化4,119-1191-1,9998081,5471,37316131,206-361,2421,089-3,462-61016241,6931065占持仓（%）1008.929.120.244.64.33.915.625.910.38.54.58.35.38.614.6CBOT玉米合持仓1,165,319246,921549,362-302,441294,64428,69047,089217,383101,705115,678105,81072,94054,34147,952132,580230,370约
3、单位：5,000变化-836-12491-11,806-6857,329-514-2699-9,445-547-8,8989,964-198-1,41538832,8212298蒲式耳占持仓（%）10021.247.126.025.32.5418.78.79.99.16.34.74.111.419.8CBOT大豆合持仓532,238130,769247,445-116,676131,3478,46723,79765,95261,2554,69749,20546,02726,81939,60545,53675,645约单位：5,000变化-26
4、,040-17786-5,437-12,3493,346-522-4407-2,601-76665,065-4,038-1,05316164335-4150蒲式耳占持仓（%）10024.646.521.924.71.64.512.411.50.99.28.657.48.614.2CBOT豆油合持仓303,83687,875139,959-52,08478,8953,6998,44248,33564,784-16,44912,15415,61916,87025,75926,75732,169约单位：变化-11,032-7760-9,7101,9
5、50-2,2141,065-2816-4642825-3,289379-797-1,00113641,276-313860,000磅占持仓（%）10028.946.117.126.01.22.815.921.35.445.15.68.58.810.6本周小麦总持仓增加4119手至379635手，其中生产商类别持有净空头寸76862手占总持仓的20.2%,管理基金持有净空头寸39012手占总持仓的10.3%，玉米总持仓减少836手至1165319手，其中生产商类别持有净空头寸302441手占总持仓的26%,管理基金持有净多头寸115678手占总
6、持仓的9.9%，大豆总持仓减少26040手至532238手，其中生产商类别持有净空头寸116676手占总持本周市场变化仓的21.9%,管理基金持有净多头寸4697手占总持仓的0.9%，豆油总持仓减少11032手至303836手，其中生产商类别持有净空头寸52084手占总持仓的17.1%,管理基金持有净空头寸16449手占总持仓的5.4%小麦总持仓走势图玉米总持仓走势图大豆总持仓走势图豆油总持仓走势图8000003000000120000060000070000025000001000000500000600000200000080000040
7、00005000004000001500000600000300000300000100000040000020000020000050000020000010000010000000002010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52011/9/52011/11/52010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52
8、011/9/52011/11/52010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52
