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持仓379,63533,771110,633-76,862169,50616,38014,92859,39098,402-39,01232,10216,93431,62320,25332,75155,314变化4,119-1191-1,9998081,5471,37316131,206-361,2421,089-3,462-61016241,6931065占持仓(%)1008.929.120.244.64.33.915.625.910.38.54.58.35.38.614.6持仓1,165,319246,921549,362-302,441294,64428,69047,089217,383101,705115,678105,81072,94054,34147,952132,580230,370变化-836-12491-11,806-6857,329-514-2699-9,445-547-8,8989,964-198-1,41538832,8212298占持仓(%)10021.247.126.025.32.5418.78.79.99.16.34.74.111.419.8持仓532,238130,769247,445-116,676131,3478,46723,79765,95261,2554,69749,20546,02726,81939,60545,53675,645变化-26,040-17786-5,437-12,3493,346-522-4407-2,601-76665,065-4,038-1,05316164335-4150占持仓(%)10024.646.521.924.71.64.512.411.50.99.28.657.48.614.2持仓303,83687,875139,959-52,08478,8953,6998,44248,33564,784-16,44912,15415,61916,87025,75926,75732,169变化-11,032-7760-9,7101,950-2,2141,065-2816-4642825-3,289379-797-1,00113641,276-3138占持仓(%)10028.946.117.126.01.22.815.921.35.445.15.68.58.810.6CBOT小麦合约单位:5,000蒲式耳CBOT大豆合约单位:5,000蒲式耳CBOT豆油合约单位:60,000磅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%CBOT玉米合约单位:5,000蒲式耳本周市场变化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国际期货市场持仓结构分析((((周报周报周报周报))))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截止2011.12.20永安期货国际业务总部057188370932农产品农产品农产品农产品玉米总持仓走势图0500000100000015000002000000250000030000002010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52011/9/52011/11/5玉米期货玉米期货+期权大豆总持仓走势图0200000400000600000800000100000012000002010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52011/9/52011/11/5大豆期货大豆期货+期权豆油总持仓走势图01000002000003000004000005000006000002010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52011/9/52011/11/5豆油期货豆油期货+期权小麦总持仓走势图01000002000003000004000005000006000007000008000002010/1/52010/3/52010/5/52010/7/52010/9/52010/11/52011/1/52011/3/52011/5/52011/7/52011/9/52011/11/5小麦期货小麦期货+期权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持仓272,46194,177151,616-57,43950,3268,14518,75131,69615,37616,32017,77214,25223,1057,59837,88930,098变化-7,263-4118-13,2339,11522326427-4,6855489-10,1741,3862,696-3,580-1127-1,6653511占持仓(%)10034.655.621.118.536.911.65.66.06.55.28.52.813.911持仓1,298,500154,546262,309-107,763214,757263,122213,232197,37046,066151,304201,66391,925105,187149,09075,91757,831变化-47,9953612-5,8599,4718,492-1,997-5050-22,0241053-23,077974-985-12,801-17083-15,931-7232占持仓(%)10011.920.28.316.520.316.415.23.511.715.57.18.111.55.84.5持仓284,648114,185188,776-74...