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V bhu nechej starce vzadu, ale ne jejich rady.

COT report mny & komodity

Nmeck pslov

10:31

Net-pozice pozice na futures Euro Fx a britsk libe opt nedoznaly velkch


data z 23.listopadu
zmn. Net-short na euru se zvilo o 3 tis. kontrakt na 33 tis. kontrakt,
na libe pak tak o 3 tis. kontrakt na 62 tis. kontrakt. Velc spekulanti na
tchto mnch naznauj spe stagnaci. Nejvy pohyb se udl opt na
australskm dolaru, ktermu velc spekulanti nev po snen sazeb a
horm makrodatm. Net-long tto mny klesly o 24 tis. kontrakt.
Na komoditnch trzch opt pevila dobr nlada. Net-pozice se nejvce
zlepily v ppad ropy, kukuice a kvy. Velc spekulanti v vce vem
zemdlskm komoditm krom penice. Nejvt pokles dvry
zaznamenalo naopak zlato o 7 tis. kontrakt na 79 tis. nejne od 2008.

Tisce

13. kvten 2013

40

EUR/USD

30.4.2013 23.4.2013 16.4.2013


- 30 tis.

- 34 tis.

- 30 tis.

Britsk libra
7.5.2013
- 62 tis.

10

0
-10

-20

-3

-3

-7
-24

-30

9.4.2013
- 52 tis.

- 60 tis.

- 62 tis.

7.5.2013
- 7 tis.

**

Net-short Comm. Change

USD/CHF

30.4.2013 23.4.2013 16.4.2013


- 9 tis.

0 tis.

- 4 tis.

- 70 tis.

7.5.2013
- 75 tis.

TdenMsc Rok

USD/JPY

30.4.2013 23.4.2013 16.4.2013


- 68 tis.

9.4.2013
- 11 tis.

Japonsk jen
Tden Msc Rok

9.4.2013

-24

EUR GBP CHF JPY AUD CAD

vcarsk frank
Tden Msc Rok

GBP/USD

30.4.2013 23.4.2013 16.4.2013


- 60 tis.

Net-long Non - Comm. Change

EURO FX - Euro

- 33 tis.

17

20

Mny >
7.5.2013

28

30

- 75 tis.

- 91 tis.

9.4.2013

TdenMsc Rok

- 74 tis.

Pehled COT reportu - mny


Mny

Net-pozice Pedchoz

Zmna

Net-pozice Pedchoz

Zmna

OI

Pedchoz

Zmna

Z. (%)

EURO FX

-33 201

-30 394

-2 807

47 315

39 377

7 938

260 689

277 809

-17 120

-6.57

Br itsk libr a

-62 387

-59 676

-2 711

85 798

76 816

8 982

204 503

208 224

-3 721

-1.82

vcar sk fr ank

-6 542

-8 979

2 437

11 218

11 450

-232

51 056

53 608

-2 552

-5.00

Japonsk yen

-75 054

-68 426

-6 628

115 714

110 569

5 145

252 111

249 227

2 884

1.14

A ustr alsk dolar

6 923

30 679

-23 756

-5 197

-33 084

27 887

176 254

176 202

52

0.03

Kanadsk dolar

-52 437

-69 904

17 467

52 270

76 535

-24 265

156 734

172 608

-15 874

Combined Contracts

Non - Comm.

www.xtb.cz

Commercials

1/4

-10.13
Bloomberg

Ji Tyleek
jiri.tylecek@xtb.cz

Komodity >
30

15

31

28

Tisce

Tisce

40

17

20

-5

-10

-10

Ropa

-24

Zemn
plyn

Zlato

Stbro Kukuice

-20

Cukr

-2

-7

-15

-19

-30

10

1 0

-20

14
7

10

13

10

-12

-15

Ro p a

Zemn
p lyn

Zlato

Net-long Non - Comm. Change

Op en Interes t (combined Co ntracts) Change

Ropa

Stb ro Kukuice

Cukr

Net-short Comm. Change

Zlato

7.5.2013
271 tis.

30.4.2013 23.4.2013 16.4.2013


258 tis.

251 tis.

251 tis.

Tden Msc Rok

9.4.2013
265 tis.

79 tis.

Kukuice
7.5.2013

30.4.2013 23.4.2013 16.4.2013

-0.08 %w

123 tis.

109 tis.

-3.24 %m

74 tis.

106 tis.

Tden Msc Rok

9.4.2013

Net-pozice Pedchoz

30.4.2013 23.4.2013 16.4.2013


86 tis.

84 tis.

106 tis.

Cukr
130
971 k.
7.5.2013
30.4.2013 23.4.2013 16.4.2013
20.14
tis. %w
- 7 tis.

108 tis.

- 2 tis.

- 5 tis.

9.4.2013

Tden Msc Rok

113 tis.

9.4.2013

Tden Msc Rok

- 37 tis.

-12.98 %m

Pehled COT reportu - komodity


Komodity

7.5.2013

Zmna

OI

Pedchoz

Zmna

Z. (%)

Ropa

270 626

257 742

Zmna
12 884

Net-short Pedchoz
-258 222

-243 682

-14 540

2 570 699

2 542 337

28 362

1.10

T opn olej

-17 307

-16 942

-365

17 705

19 974

-2 269

334 270

326 145

8 125

2.43

Benzn

44 683

45 535

-852

-47 716

-46 861

-855

296 283

284 879

11 404

3.85

Zemn plyn

-46 809

-49 980

3 171

10 711

10 838

-127

1 584 524

1 603 688

-19 164

-1.21

Zlato

78 871

85 890

-7 019

-77 184

-83 831

6 647

780 761

749 677

31 084

3.98

St br o

12 522

11 607

915

-13 499

-13 865

366

198 365

194 361

4 004

2.02

P latina

30 641

31 484

-843

-31 583

-32 476

893

70 080

69 411

669

0.95

P aldium

18 180

18 615

-435

-18 848

-19 319

471

41 279

42 070

-791

-1.92

Kuku ice

122 801

109 243

13 558

-18 552

-16 499

-2 053

1 711 663

1 694 481

17 182

1.00

P enice

-5 522

-550

-4 972

25 309

17 999

7 310

541 317

534 939

6 378

1.18

C ukr

2 452

-7 243

9 695

15 303

26 934

-11 631

915 965

939 572

-23 607

-2.58

Kva

-7 699

-17 963

10 264

7 885

17 821

-9 936

210 495

213 390

-2 895

-1.38

Kakao

52 709

46 381

6 328

-59 867

-50 801

-9 066

248 992

234 574

14 418

5.79

Bavlna

63 115

59 625

3 490

-72 566

-67 301

-5 265

244 956

235 369

9 587

3.91

-18 464

-23 342

4 878

27 708

30 016

-2 308

160 460

167 425

-6 965

-4.34

Combined Contracts

Non - Comm.

www.xtb.cz

Commercials

2/4

Bloomberg

Ji Tyleek
jiri.tylecek@xtb.cz

Komodity >
Sloupec12
Gold
Silver
Platinum
Palladium
Aluminum
Copper
lead
Nickel
Tin
Zinc
Gasoline
Heating Oil
Natural Gas
Brent
WTI
Cocoa
Coffee
Corn
Cotton
Rice
Soy
Soy Meal
Soy Oil
Sugar
Wheat
Cattle
Lean Hogs
CRB R/J
VIX

Exch.
Spot
Spot
Spot
Spot
LME
LME
LME
LME
LME
LME
NYM
NYM
NYM
ICE
NYM
NYB
NYB
CBT
NYB
CBT
CBT
CBT
CBT
NYB
CBT
CME
CME

Last
1429.66
23.58
1485.90
702.25
1870
7375
1974.50
15360
20825
1828
284.30
289.11
3.89
103.24
95.22
2265
141.50
696.25
85.29
15.20
1490.00
444.60
49.28
17.50
696.75
120.45
90.50
288.68
12.59

Posledn aktualizace:

Last %
-0.29
-0.13
-0.27
-0.47
-1.06
0.29
-1.06
0.49
0.48
-0.67
-0.60
-0.52
-0.56
-0.64
-0.85
-1.44
-1.60
1.24
-1.38
-0.59
0.12
0.07
0.22
0.40
-2.72
-0.08
-0.08
-0.95
-4.11

1D
-2.54
-1.26
-1.70
-1.29
-0.94
-0.88
-2.41
-0.78
-0.10
-1.13
-0.86
-1.04
-1.83
-0.54
-0.36
-1.63
-1.37
-0.97
-1.64
1.39
-0.20
0.95
0.20
-0.23
2.80
0.29
-1.31

2D
-2.82
-1.38
-1.97
-1.76
-1.99
-0.59
-3.45
-0.29
0.39
-1.79
-1.46
-1.55
-2.39
-1.18
-1.21
-3.04
-2.95
0.25
-2.99
0.80
-0.08
1.02
0.43
0.17
0.00
0.21
-1.39
-0.73
-0.55

5D
-2.64
-1.64
-1.46
0.79
3.26
7.70
2.66
4.63
5.84
2.37
-0.79
-1.00
-3.07
-2.11
-0.98
-5.23
0.11
2.58
-0.02
-0.03
3.15
7.63
1.21
-1.74
-2.04
-1.13
-1.82
-0.51
-2.02

WTD 1M
MTD
-0.29 -5.08 -2.87
-0.13 -10.78 -2.47
-0.27 -0.61 -1.20
-0.47 -0.79 0.53
0.00 -2.09 0.00
0.00 -2.64 4.54
0.00 -4.38 -1.62
0.00 -4.30 -0.19
0.00 -8.96 2.23
0.00 -2.57 -0.37
-0.60 1.47 1.50
-0.52 0.67 0.61
-0.56 -7.91 -10.48
-0.64 0.13 0.85
-0.85 4.30 1.88
-1.44 0.18 -4.35
-1.60 4.62 4.85
1.24 5.73 1.90
-1.38 -0.34 -0.28
0.00 -3.06 2.29
0.12 5.45 1.52
0.07 11.09 3.81
0.22 0.10 0.31
0.40 -2.94 -0.96
0.00 0.00 -3.46
0.00 -3.85 -6.19
0.00 1.12 -2.24
0.00 0.51 0.19
0.00 4.39 -6.88

1Y
-9.90
-18.75
0.76
16.41
-8.58
-9.01
-5.46
-10.54
1.96
-7.03
-5.26
-2.45
54.96
-8.03
-0.95
-4.51
-19.85
14.51
8.00
-2.31
6.13
8.18
-5.05
-13.45
17.15
3.97
5.05
-1.07
-36.70

YTD V olume M A X 5 2 W
-14.71
1796.05
-22.02
35.36
-3.23
1741.99
-0.07
784.20
-9.79
16201
2200.20
-7.01
23084
8422.00
-14.76
116
2448.00
-9.96
3557
18920.00
-11.00
307
25250.00
-10.83
605
2187.40
1.10
57032
342.58
-5.06
55909
326.68
16.03 108253
4.44
-7.08 215453
119.17
3.70
354119
100.42
1.30
1
2735.00
-1.60
5
190.85
-0.29
3813
843.75
13.51
14585
93.93
#N/A
2.25 Field Not Applicable
16.35
5.02
1968
1794.75
5.71
1311
554.40
0.24
94
57.78
-10.30 30390
24.00
-10.44
19
947.25
-7.27
21738
134.33
-7.51
22773
101.70
-2.15
321.36
-30.13
27.73

10:31

M in 5 2 W

1321.95
22.07
1375.50
556.21
1809.00
6762.25
1743.00
14609.00
17125.00
1757.60
253.76
251.00
2.17
88.49
77.28
2026.00
131.75
551.00
66.10
13.73
1317.50
387.80
46.52
17.13
597.50
115.05
85.60
266.78
11.05
Bloomberg

Technick indiktory >


Sloupec12
Gold
Silver
Platinum
Palladium
Aluminum
Copper
lead
Nickel
Tin
Zinc
Gasoline
Heating Oil
Natural Gas
Brent
WTI
Cocoa
Coffee
Corn
Cotton
Rice
Soy
Soy Meal
Soy Oil
Sugar
Wheat
Cattle
Lean Hogs
CRB R/J
VIX

Exch.
Spot
Spot
Spot
Spot
LME
LME
LME
LME
LME
LME
NYM
NYM
NYM
ICE
NYM
NYB
NYB
CBT
NYB
CBT
CBT
CBT
CBT
NYB
CBT
CME
CME

MA10
1457.66
23.83
1495.98
696.44
1837.43
7156.45
1997.30
15207.00
20466.50
1837.73
282.69
288.65
4.04
103.52
95.01
2374.10
141.53
645.35
86.54
15.30
1387.98
3206.40
49.01
17.54
715.18
121.57
91.82
288.76
13.20

Posledn aktualizace:
www.xtb.cz

MA20
1437.86
23.65
1471.01
686.64
1852.25
7132.30
2005.01
15329.00
20709.30
1846.52
279.81
284.87
4.17
102.22
92.67
2352.40
139.88
637.90
85.78
15.34
1381.88
3175.80
49.10
17.58
709.39
121.49
91.07
285.90
14.05

MA50
1521.50
26.34
1526.78
725.10
1881.61
7439.47
2089.44
16101.20
22218.12
1889.59
292.17
293.15
4.04
105.44
93.34
2237.72
140.37
658.13
87.59
15.46
1394.33
3241.06
49.70
17.90
709.28
122.17
90.67
290.11
13.45

MA100
1585.38
28.45
1583.76
726.98
1966.90
7752.61
2216.24
16878.14
23237.06
1981.27
296.19
300.53
3.77
108.23
94.40
2234.45
145.76
679.07
84.16
15.76
1405.07
3267.75
50.61
18.41
740.15
125.28
93.56
294.02
14.07

MA200
1648.22
30.38
1583.54
685.94
1966.18
7803.06
2160.60
16799.63
21828.36
1948.79
288.68
300.47
3.73
107.87
93.67
2358.00
158.53
716.22
79.88
15.99
1431.67

RSI14 RSI30 Boll-Low Boll-mid Bol-high


39.32 39.08 1374.54
1437.86
1501.19
36.75 36.09
22.86
23.65
24.43
47.23 45.10 1405.57
1471.01
1536.46
49.96 48.02
658.89
686.64
714.39
47.03 45.40 1788.35
1852.25
1916.15
53.81 48.42 6760.31
7132.30
7504.29
42.51 41.48 1945.78
2005.01
2064.25
45.78 43.26 14791.89 15329.00 15866.11
44.96 41.79 19775.73 20709.30 21642.87
44.39 43.46 1796.96
1846.52
1896.08
49.33 46.93
269.64
279.81
289.99
49.68 46.96
273.12
284.87
296.63
38.60 47.29
3.81
4.17
4.52
47.74 46.00
97.92
102.22
106.51
54.95 52.60
86.36
92.67
98.98
44.39 51.16 2272.14
2352.40
2432.66
57.53 51.85
132.01
139.88
147.74
47.90 45.93
610.46
637.90
665.34
45.78 48.95
82.99
85.78
88.57
46.69 46.43
14.87
15.34
15.81
53.77 50.57 1349.80
1381.88
1413.95
58.82
3082.73
3175.80
3268.87
51.91
48.19 46.68
48.40
49.10
49.79
19.29
45.62 44.34
17.24
17.58
17.91
798.06 47.64 46.82
687.78
709.39
730.99
128.26 42.38 43.11
119.51
121.49
123.47
96.46
45.44 46.13
88.54
91.07
93.59
298.22 50.54 48.10
278.82
285.90
292.98
15.13
44.99 47.46
11.18
14.05
16.92

10:31

ADX
39.74
44.38
28.24
32.61
14.60
29.89
23.83
31.97
50.23
25.28
24.01
19.39
26.06
24.35
17.70
32.81
19.05
20.92
10.89
19.27
15.23
12.14
22.62
17.61
21.51
17.46
17.63
23.20
Bloomberg

3/4

Ji Tyleek
jiri.tylecek@xtb.cz

Kalend udlost - komodity >


Datum

as

Udlost

Obdob

Pedchoz

05/13/2013
05/13/2013
05/13/2013
05/13/2013
05/13/2013
05/13/2013
05/13/2013
05/14/2013
05/14/2013
05/14/2013
05/14/2013
05/15/2013
05/15/2013
05/15/2013
05/15/2013
05/15/2013
05/15/2013
05/15/2013
05/15/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/16/2013
05/17/2013
05/17/2013
05/17/2013
05/17/2013
05/17/2013
05/17/2013
05/17/2013
05/20/2013
05/20/2013
05/20/2013
05/20/2013
05/20/2013
05/20/2013
05/20/2013

17:00
17:00
17:00
22:00
22:00
22:00
22:00
22:30
22:30
22:30
22:30
16:30
16:30
16:30
16:30
16:30
16:30
16:30
16:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
14:30
19:00
20:00
20:00
21:00
21:00
21:00
/2013
17:00
17:00
17:00
22:00
22:00
22:00
22:00

Export Inspections - Corn


Export Inspections - Soybeans
Export Inspections - Wheat
Crop Progress Cotton Plantings
Crop Progress Corn Plantings
Crop Condition Winter Wheat
Crop Progress Soybean Planting
API U.S. Crude Oil Inventories
API Cushing Crude OK Inventory
API U.S. Gasoline Inventories
API U.S. Distillate Inventory
DOE U.S. Crude Oil Inventories
DOE Cushing OK Crude Inventory
DOE U.S. Gasoline Inventories
DOE U.S. Distillate Inventory
DOE U.S. Refinery Utilization
DOE Crude Oil Implied Demand
DOE Gasoline Implied Demand
DOE Distillate Implied Demand
Net Export Sales Cotton-Total
Net Export Sales Corn-Total
Net Export Sales Corn-Old Crop
Net Export Sales Cotton-Old
Net Export Sales Soy Meal-Tot
Net Export Sales Soybeans-Old
Net Export Sales Soy Meal-Old
Net Export Sales Soy Oil-Old
Net Export Sales Soybeans-Tot
Net Export Sales Soy Oil-Total
Net Export Sales Wheat-Total
Net Export Sales Wheat-Old
Baker Hughes U.S. Rig Count
USDA Cattle Slaughter
USDA Hog Slaughter
Cattle on Feed-Marketing YOY%
Cattle on Feed-Placements YOY%
Cattle on Feed-Feedlots YOY%
Venezuela Crude Oil Basket
Export Inspections - Corn
Export Inspections - Soybeans
Export Inspections - Wheat
Crop Progress Cotton Plantings
Crop Progress Corn Plantings
Crop Condition Winter Wheat
Crop Progress Soybean Planting

May 9
May 9
May 9
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 10
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 17
May 17
May 17
Apr
Apr
Apr
May 17
May 16
May 16
May 16
May 17
May 17
May 17
May 17

6.51
6.42
16.64
17%
12%
32%
97%
680K
-646K
-186K
1096K
230K
-652K
-910K
1812K
2.60%
14942
8929.7
4496.1
201.3
285.8
115.8
117.3
71.9
193.8
34.5
1
585.5
1
465.5
239.2
1769
---7.70%
6.00%
-5.00%
$101.97
--------

Tden Msc Rok

**

Tden net-pozice na tdenn bzi poklesly (erven), Msc net-pozice na msn bzi vzrostly (zelen), Rok net-pozice na ron bzi vzrostly (zelen)

*Net-long kontrakty vyjaduj postoj velkch obchodnk k finannmu instrumetu. Pokud mnostv net-long kontrakt roste, d se tato situace interpretovat jako zven dvra velkch obchodnk v dal rsty
instrumentu
* Open Interest (OI) vyjaduje celkov mnostv futures kontrakt na danm trhu
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Ji Tyleek
jiri.tylecek@xtb.cz