## 2014-01-07 ~ 2017-08-15 
##         Long-JAPANESE YEN Short-JAPANESE YEN Net-JAPANESE YEN
## Min.              7828.00           22013.00       -128868.00
## 1st Qu.          26634.00           54214.00        -78822.00
## Median           40778.00           85157.00        -55027.00
## Mean             46262.32           84071.16        -37808.85
## 3rd Qu.          67085.00          109568.00          -269.00
## Max.            105710.00          164338.00         71870.00
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-EURO FX Short-EURO FX Net-EURO FX
## Min.        38758.00       64828.0  -226560.00
## 1st Qu.     60188.00      136653.0  -138825.00
## Median      87807.00      179252.0   -81925.00
## Mean        93358.47      173252.6   -79894.17
## 3rd Qu.    113970.00      215500.0   -37654.00
## Max.       201231.00      271111.0    93685.00
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-AUSTRALIAN DOLLAR Short-AUSTRALIAN DOLLAR Net-AUSTRALIAN DOLLAR
## Min.                   8627.00                17719.00            -76851.000
## 1st Qu.               40782.00                34067.00            -37602.000
## Median                52079.00                49797.00              2807.000
## Mean                  51770.18                53815.32             -2045.143
## 3rd Qu.               66211.00                69469.00             30705.000
## Max.                 109932.00               111397.00             60713.000
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-BRITISH POUND STERLING Short-BRITISH POUND STERLING Net-BRITISH POUND STERLING
## Min.                       27959.00                     36501.00                 -107844.00
## 1st Qu.                    37863.00                     52413.00                  -49031.00
## Median                     44152.00                     70038.00                  -29452.00
## Mean                       49246.52                     77515.44                  -28268.93
## 3rd Qu.                    54679.00                     93654.00                   -3971.00
## Max.                      100434.00                    154332.00                   56412.00
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-SWISS FRANC Short-SWISS FRANC Net-SWISS FRANC
## Min.             3569.00           2704.00      -26444.000
## 1st Qu.          8841.00          13089.00      -13375.000
## Median          12556.00          18316.00       -3655.000
## Mean            14168.22          19057.49       -4889.265
## 3rd Qu.         19723.00          24285.00        3324.000
## Max.            33476.00          43102.00       15116.000
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-NEW ZEALAND DOLLAR Short-NEW ZEALAND DOLLAR Net-NEW ZEALAND DOLLAR
## Min.                    8236.00                  3546.00             -19654.000
## 1st Qu.                14465.00                 10772.00              -4330.000
## Median                 19585.00                 17578.00               -100.000
## Mean                   21353.57                 19330.51               2023.058
## 3rd Qu.                27049.00                 28927.00               8032.000
## Max.                   45435.00                 42694.00              35981.000
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-CANADIAN DOLLAR Short-CANADIAN DOLLAR Net-CANADIAN DOLLAR
## Min.                18270.00              12494.00           -99109.00
## 1st Qu.             28405.00              36340.00           -38617.00
## Median              32668.00              51855.00           -20909.00
## Mean                35810.74              56222.03           -20411.29
## 3rd Qu.             40664.00              73672.00             3064.00
## Max.                98237.00             137130.00            62821.00
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-RUSSIAN RUBLE Short-RUSSIAN RUBLE Net-RUSSIAN RUBLE
## Min.              1157.000               0.000         -6804.000
## 1st Qu.           4195.250            2177.250          -801.250
## Median            6152.500            3939.000          2058.500
## Mean              9405.005            4947.597          4457.409
## 3rd Qu.          13317.750            7506.000          7481.000
## Max.             32755.000           14811.000         32339.000
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-MEXICAN PESO Short-MEXICAN PESO Net-MEXICAN PESO
## Min.               8094.0           13870.00        -89342.00
## 1st Qu.           23599.0           45561.00        -54500.00
## Median            31276.0           68198.00        -33234.00
## Mean              44837.8           62964.04        -18126.24
## 3rd Qu.           52097.0           81465.00           -83.00
## Max.             130900.0          110738.00        113549.00
## 
## 
## 2014-01-14 ~ 2017-08-15 
##         Long-BRAZILIAN REAL Short-BRAZILIAN REAL Net-BRAZILIAN REAL
## Min.                4205.00               2367.0         -50160.000
## 1st Qu.             8968.00               5021.0           -845.000
## Median             14733.00               7157.0           4330.000
## Mean               14730.92              11847.8           2883.127
## 3rd Qu.            19363.00              15284.0          12124.000
## Max.               30054.00              55915.0          26050.000
## 
## 
## 2014-01-07 ~ 2017-08-15 
##         Long-GOLD Short-GOLD Net-GOLD
## Min.     139244.0   43644.00   9750.0
## 1st Qu.  174225.0   68551.00  75723.0
## Median   195885.0   85585.00 115820.0
## Mean     218469.8   89750.85 128718.9
## 3rd Qu.  245750.0  106147.00 167085.0
## Max.     389590.0  159441.00 315963.0

直近 5 週のネットポジション

Item 2017-07-18 2017-07-25 2017-08-01 2017-08-08 2017-08-15
Net-JAPANESE YEN -126,919 -121,489 -112,196 -95,813 -77,492
Net-EURO FX 91,321 90,842 82,637 93,685 79,267
Net-AUSTRALIAN DOLLAR 51,356 56,374 60,713 58,010 59,612
Net-BRITISH POUND STERLING -16,473 -26,197 -29,452 -25,160 -31,860
Net-SWISS FRANC -3,667 -1,550 1,440 -1,402 -1,181
Net-NEW ZEALAND DOLLAR 35,981 34,805 34,938 33,485 24,839
Net-CANADIAN DOLLAR 8,043 26,613 40,638 62,821 51,349
Net-RUSSIAN RUBLE -6,206 -6,304 -4,771 -5,798 -6,804
Net-MEXICAN PESO 112,539 112,890 113,549 106,437 94,849
Net-BRAZILIAN REAL 4,936 4,330 5,845 11,639 10,814
Net-GOLD 60,138 90,831 129,672 148,837 187,734

ネットポジションがロングからショート又はその逆へと変化した週:±0コントラクトはネットロングとする。

Net-JAPANESE YEN

Date Net-JAPANESE YEN
2016-01-05 4,103
2016-11-29 -269

2016-11-29から2017-08-15まで38週連続でネットショート


Net-EURO FX

Date Net-EURO FX
2014-01-21 -3,772
2014-01-28 14,347
2014-02-04 -13,610
2014-02-18 8,599
2014-05-13 -2,175
2017-05-09 22,399

2017-05-09から2017-08-15まで15週連続でネットロング


Net-AUSTRALIAN DOLLAR

Date Net-AUSTRALIAN DOLLAR
2014-04-08 3,310
2014-09-30 -2,017
2015-05-05 626
2015-06-02 -13,256
2016-02-16 2,807
2016-05-31 -4,758
2016-07-05 4,903
2016-12-27 -1,510
2017-01-17 4,845
2017-06-06 -114
2017-06-20 15,033

2017-06-20から2017-08-15まで9週連続でネットロング


Net-BRITISH POUND STERLING

Date Net-BRITISH POUND STERLING
2014-09-16 -6,581
2014-09-30 3,589
2014-10-07 -1,075
2015-08-25 3,299
2015-09-01 -11,239
2015-09-22 1,267
2015-09-29 -2,047
2015-10-20 7,537
2015-11-10 -15,770

2015-11-10から2017-08-15まで93週連続でネットショート


Net-SWISS FRANC

Date Net-SWISS FRANC
2014-01-14 -2,941
2014-02-04 2,220
2014-02-18 -2,828
2014-02-25 358
2014-05-27 -3,872
2014-06-17 3,520
2014-06-24 -5,372
2015-03-17 2,235
2015-03-24 -3,955
2015-03-31 706
2015-08-04 -1,466
2015-09-15 3,782
2015-09-22 -1,876
2015-10-20 625
2015-11-03 -7,035
2015-12-15 1,951
2016-01-26 -4,503
2016-03-15 5,262
2016-06-07 -9,645
2016-06-14 7,130
2016-08-02 -1,715
2016-08-09 107
2016-08-16 -1,545
2016-08-23 1,885
2016-09-27 -5,956
2016-12-20 7,110
2016-12-27 -10,091
2017-07-11 208
2017-07-18 -3,667
2017-08-01 1,440
2017-08-08 -1,402

2017-08-08から2017-08-15まで2週連続でネットショート


Net-NEW ZEALAND DOLLAR

Date Net-NEW ZEALAND DOLLAR
2014-10-07 -100
2015-03-31 4,031
2015-05-19 -2,231
2015-10-13 692
2015-12-22 -221
2016-01-05 1,579
2016-01-19 -2,954
2016-03-15 1,290
2016-06-14 -3,818
2016-07-12 1,011
2016-08-09 -613
2016-08-30 1,893
2016-09-20 -7,916
2016-11-08 2,505
2016-11-22 -533
2017-02-07 1,845
2017-03-07 -4,425
2017-06-13 1,595

2017-06-13から2017-08-15まで10週連続でネットロング


Net-CANADIAN DOLLAR

Date Net-CANADIAN DOLLAR
2014-07-01 2,695
2014-09-30 -4,566
2015-05-19 4,348
2015-06-02 -1,025
2016-04-05 97
2016-09-27 -11,615
2017-01-24 2,519
2017-03-21 -24,403
2017-07-18 8,043

2017-07-18から2017-08-15まで5週連続でネットロング


Net-RUSSIAN RUBLE

Date Net-RUSSIAN RUBLE
2014-01-21 -286
2014-06-03 124
2014-06-10 -129
2014-06-17 3,826
2014-08-05 -2,507
2014-12-16 2,587
2015-07-14 -2,001
2015-10-13 1,171
2015-12-22 -835
2016-01-19 651
2017-06-27 -668

2017-06-27から2017-08-15まで8週連続でネットショート


Net-MEXICAN PESO

Date Net-MEXICAN PESO
2014-01-21 -3,628
2014-04-01 21,784
2014-08-12 -41
2014-08-19 12,407
2014-09-30 -7,314
2015-04-14 8,361
2015-04-21 -13,675
2017-04-18 14,244

2017-04-18から2017-08-15まで18週連続でネットロング


Net-BRAZILIAN REAL

Date Net-BRAZILIAN REAL
2014-08-26 -6,753
2015-01-27 3,768
2015-03-03 -8,598
2015-05-12 5,814
2015-06-02 -1,251
2015-06-30 3,544
2015-08-04 -4,464
2015-10-13 89
2015-10-20 -58
2015-11-03 1,700
2016-01-05 -2,070
2016-02-23 1,195
2016-05-03 -845
2016-05-10 192
2016-05-31 -282
2016-06-07 12,848
2016-08-02 -97
2016-08-16 366

2016-08-16から2017-08-15まで53週連続でネットロング