## 2014-01-07 ~ 2017-09-12 
##         Long-JAPANESE YEN Short-JAPANESE YEN Net-JAPANESE YEN
## Min.               7828.0           22013.00       -128868.00
## 1st Qu.           27127.0           56649.00        -78786.00
## Median            41313.0           85276.00        -55124.00
## Mean              46220.5           84659.48        -38438.98
## 3rd Qu.           64760.0          109808.00         -3639.00
## Max.             105710.0          164338.00         71870.00
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-EURO FX Short-EURO FX Net-EURO FX
## Min.        38758.00       64828.0  -226560.00
## 1st Qu.     60454.00      131850.0  -137974.00
## Median      88634.00      178704.0   -81241.00
## Mean        95455.84      171845.1   -76389.31
## 3rd Qu.    117460.00      214983.0   -22587.00
## Max.       201231.00      271111.0    96309.00
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-AUSTRALIAN DOLLAR Short-AUSTRALIAN DOLLAR Net-AUSTRALIAN DOLLAR
## Min.                   8627.00                17719.00           -76851.0000
## 1st Qu.               41592.00                34067.00           -36352.0000
## Median                52330.00                49477.00             3310.0000
## Mean                  52757.25                53439.04             -681.7824
## 3rd Qu.               66740.00                67219.00            31923.0000
## Max.                 109932.00               111397.00            66527.0000
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-BRITISH POUND STERLING Short-BRITISH POUND STERLING Net-BRITISH POUND STERLING
## Min.                       27959.00                     36501.00                 -107844.00
## 1st Qu.                    38135.00                     53552.00                  -51310.00
## Median                     44662.00                     71392.00                  -30496.00
## Mean                       49494.93                     78195.93                  -28701.01
## 3rd Qu.                    55482.00                     98367.00                   -4485.00
## Max.                      100434.00                    154332.00                   56412.00
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-SWISS FRANC Short-SWISS FRANC Net-SWISS FRANC
## Min.             3569.00           2704.00      -26444.000
## 1st Qu.          8851.00          13215.00      -13167.000
## Median          12556.00          18051.00       -2982.000
## Mean            14137.92          18963.42       -4825.497
## 3rd Qu.         19396.00          24285.00        3081.000
## Max.            33476.00          43102.00       15116.000
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-NEW ZEALAND DOLLAR Short-NEW ZEALAND DOLLAR Net-NEW ZEALAND DOLLAR
## Min.                    8236.00                  3546.00             -19654.000
## 1st Qu.                14588.00                 10521.00              -4157.000
## Median                 20152.00                 17249.00                215.000
## Mean                   21483.63                 19151.41               2332.212
## 3rd Qu.                27207.00                 28845.00               8556.000
## Max.                   45435.00                 42694.00              35981.000
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-CANADIAN DOLLAR Short-CANADIAN DOLLAR Net-CANADIAN DOLLAR
## Min.                18270.00              12494.00           -99109.00
## 1st Qu.             28507.00              35849.00           -38394.00
## Median              32767.00              51683.00           -19491.00
## Mean                36903.51              55811.93           -18908.42
## 3rd Qu.             41031.00              73656.00             5663.00
## Max.                98237.00             137130.00            62821.00
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-RUSSIAN RUBLE Short-RUSSIAN RUBLE Net-RUSSIAN RUBLE
## Min.              1157.000               0.000         -6804.000
## 1st Qu.           4143.000            2202.750          -801.250
## Median            6127.500            3981.500          2022.000
## Mean              9342.953            4968.037          4374.916
## 3rd Qu.          12851.250            7506.000          6881.750
## Max.             32755.000           14811.000         32339.000
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-MEXICAN PESO Short-MEXICAN PESO Net-MEXICAN PESO
## Min.              8094.00           13870.00        -89342.00
## 1st Qu.          23702.00           44311.00        -54362.00
## Median           31414.00           67310.00        -32552.00
## Mean             46797.87           62345.13        -15547.26
## 3rd Qu.          58278.00           80735.00         10504.00
## Max.            143188.00          110738.00        116998.00
## 
## 
## 2014-01-14 ~ 2017-09-12 
##         Long-BRAZILIAN REAL Short-BRAZILIAN REAL Net-BRAZILIAN REAL
## Min.                4205.00              2367.00          -50160.00
## 1st Qu.             9033.00              5021.00            -681.00
## Median             15347.00              7257.00            4805.00
## Mean               14819.82             11768.69            3051.13
## 3rd Qu.            19379.00             14524.00           11749.00
## Max.               30054.00             55915.00           26050.00
## 
## 
## 2014-01-07 ~ 2017-09-12 
##         Long-GOLD Short-GOLD Net-GOLD
## Min.     139244.0   43644.00   9750.0
## 1st Qu.  174561.0   70024.00  76207.0
## Median   199036.0   86140.00 116252.0
## Mean     220688.8   89769.56 130919.3
## 3rd Qu.  247659.0  104914.00 172666.0
## Max.     389590.0  159441.00 315963.0

直近 5 週のネットポジション

Item 2017-08-15 2017-08-22 2017-08-29 2017-09-05 2017-09-12
Net-JAPANESE YEN -77,492 -74,086 -68,524 -72,945 -57,297
Net-EURO FX 79,267 87,976 86,519 96,309 86,058
Net-AUSTRALIAN DOLLAR 59,612 60,484 66,527 64,904 63,033
Net-BRITISH POUND STERLING -31,860 -45,900 -51,555 -52,927 -46,085
Net-SWISS FRANC -1,181 -1,987 -1,778 -2,171 -1,314
Net-NEW ZEALAND DOLLAR 24,839 21,882 18,804 14,723 12,350
Net-CANADIAN DOLLAR 51,349 51,099 53,167 53,644 50,499
Net-RUSSIAN RUBLE -6,804 -3,519 -43 486 5,232
Net-MEXICAN PESO 94,849 97,618 97,010 113,612 116,998
Net-BRAZILIAN REAL 10,814 10,186 9,315 11,749 11,363
Net-GOLD 187,734 208,438 231,047 245,298 254,760

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2017-09-12まで42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2017-09-12まで19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2017-09-12まで13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2017-09-12まで97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2017-09-12まで6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2017-09-12まで14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2017-09-12まで9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
2017-09-05 486

2017-09-05から2017-09-12まで2週連続でネットロング


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2017-09-12まで22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2017-09-12まで57週連続でネットロング