能源化工专题（原油） ：油品持仓周报，美油情绪指数回升

《能源化工专题（原油） ：油品持仓周报，美油情绪指数回升》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、目录报告摘要11.总成交持仓32.ICEBrent43.NymexWTI64.NymexRBOB85.NymexULSD106.ICEgasoil127.INESC14免责声明152/1560250230210190170150数据来源：Bloomberg中信期货研究部18/06/2218/07/2218/08/2218/09/22ULSD期价18/10/2218/11/2218/12/2219/01/22总持仓（右轴）19/02/2219/03/2219/04/2219/05/2250000045000040000035000030000019/06/2225023021019017

2、015018/06/2218/07/2218/08/22ULSD期价18/09/2218/10/2218/11/2218/12/22成交持仓比（右轴）19/01/2219/02/2219/03/2219/04/2219/05/2210.80.60.40.203/1519/06/2218/06/2225020015010018/07/2218/08/22RBOB期价18/09/2218/10/2218/11/2218/12/2219/01/22总持仓（右轴）19/02/2219/03/2219/04/2219/05/2250000045000040000035000030000019/

3、06/2225020015010018/06/2218/07/2218/08/2218/09/2218/10/2218/11/2218/12/2219/01/2219/02/2219/03/2219/04/2219/05/221.210.80.60.40.2019/06/2218/06/228070504018/07/2218/08/2218/09/22WTI期价18/10/2218/11/2218/12/2219/01/22总持仓（右轴）19/02/2219/03/2219/04/2219/05/222600000240000022000002000000180000019/06/

4、22807060504018/06/2218/07/2218/08/22WTI期价RBOB期价18/09/2218/10/2218/11/2218/12/22成交持仓比（右轴）成交持仓比（右轴）19/01/2219/02/2219/03/2219/04/2219/05/221.210.80.60.40.2019/06/2218/06/25中信期货研究

5、能源化工专题报告（原油）1.总成交持仓Brent期价90807060504018/07/2518/08/2518/09/2518/10/2518/11/2518/12/2519/01/25总持仓（右轴）19/02/2519/03/251

6、9/04/2519/05/2525000002400000230000022000002100000200000019/06/2590807060504018/06/2518/07/2518/08/25Brent期价18/09/2518/10/2518/11/2518/12/25成交持仓比（右轴）19/01/2519/02/2519/03/2519/04/2519/05/250.80.60.40.2019/06/25100%75%50%25%0%本报告持仓情绪指数=管理基金(当期净多持仓-五年最小净多持仓)/(五年最大净多持仓-五年最小净多持仓)持仓情绪指数可用于衡量市场做多情绪，数值

7、越高做多热情越高数据来源：ICE中信期货研究部14/07/1514/09/1514/11/1515/01/1515/03/1515/05/1515/07/15持仓情绪指数15/09/1515/11/1516/01/1516/03/1516/05/1516/07/1516/09/15期价（右轴）16/11/1517/01/1517/03/1517/05/1517/07/1517/09/1517/11/1518/01/1518/03/1518/05/1518/07/1518/09/1518/11/1519/01/1519/03/154/1519/05/157000006000005000

8、004000003000002000001000000-100000-20000014/07/1514/09/1514/11/1515/01/15多头15/03/1515/05/1515/07/1515/09/1515/11/1516/01/15空头16/03/15互换交易商持仓净多持仓16/05/1516/07/1516/09/1516/11/1517/01/1517/03/1517/05/1517/07/1517/09/1517/11/15