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Global hedge fund to accelerate the pace of transfer of goods, commodity currency uplink space or limited remittance network February 16th hearing – in the past few trading days, the U.S. WTI crude oil futures contract trading volume continues to rise, while the gold fund positions soared. Behind the global hedge fund is to accelerate the pace of warehouse allocation, to adapt to the global macro economic changes. Interim Dean of institute founder Wang Jun think, "focus on the oil and gas commodities investors are closing positions, return the funds, the future oil and gas prices are still hard to be optimistic." At present, oil prices do not have the basis of a continuous rebound, the oil producing countries eventually agreed to reduce production is difficult, as long as there is no precise information on cooperation, oil prices rebound will not continue. At present, the price difference between the 12 month contracts of WTI crude oil futures in the United States and the rise and premium of each contract are more than two times variance of the samples over the past 20 years, which has led to the great challenge of the international hedge fund’s algorithmic model over the years. In the last month, oil prices have fallen by 19% in the 6 trading days, and have risen by 12% on a trading day. In the face of such rare fluctuations, one was in the work of overseas hedge fund investors said that the current oil market trading volume record and volatility, the model has been deconstructed, the new pricing system has not been established, market volatility is still likely to continue to expand. Since the beginning of the year, crude oil prices fell sharply by 18%, down to the lowest 28 dollars. After rebounding last week, oil prices are now around $34. The latest U.S. Commodity Futures Trading Commission (CFTC) position data show that as of February 9th week, WTI crude oil net short positions hit a record high, crude oil speculators held net long speculative to reduce the 8996 contracts to 187877 contracts, suggest that investors see more crude oil will still not high. After the exodus of funds for oil and gas market, gold has become the best tool to hedge funds and other commodity stock market declines, especially in bank credit default swaps (CDS) soared to the highest in history, the international capital market turbulent situation. Since the beginning of this year, the S & P index has fallen by nearly 10%, and this year the international gold price has risen by over 15%. From the beginning of last year the beginning of the December, with the golden bears to lighten up the net positions from historical lows, gold prices upward. CFTC’s latest report shows that as of February 9th, hedge funds and fund managers continue to increase their holdings of COMEX gold and silver in large amounts, with COMEX gold speculation increasing by 37291 hands to 72912 hands, the highest level in more than three months. COMEX silver speculative net multi inch increase of 12512 hands to 36642 hands. Money poured in, causing the price of gold on Thursday, its biggest one-day gain since the financial crisis in 2008, on Thursday, the price of gold rose, SPDR gold ETF (GLD) trading volume is 4 times the usual average daily trading volume is 4 times, to see more options bearish options. In this context, the theory of upward space of commodity money is expected

全球对冲基金加快调仓步伐 商品货币上行空间或有限   汇通网2月16日讯——在过去几个交易日里,美国WTI原油期货合约交易量持续攀升,同时,黄金基金持仓出现了飙升。背后正是全球对冲基金加快调仓步伐,适应全球宏观经济的剧烈变化。   方正中期研究院院长王骏认为,“专注油气类大宗商品的投资者正在结清仓位,回笼资金,未来油气的价格走势仍然难以乐观。”目前油价不具备连续反弹的基础,各产油国最终就减产达成一致的难度较大,只要合作减产没有确切消息,油价反弹都不会持续。   目前,美国WTI原油期货12个月合约之间的价差以及各个合约的升贴水情况,完全超过了20多年来样本的两倍方差,导致国际对冲基金多年来的算法模型面临巨大挑战。最近一个月内,油价曾经在6个交易日里下跌19%,也曾经在一个交易日大涨12%。   面对如此罕见波动,一位曾在海外对冲基金工作的投资人士表示,当前的原油市场创纪录的交易量和剧烈浮动,模型已经被解构,新的定价体系还没有建立起来,市场波动仍然有可能继续扩大。   年初以来,原油价格一度大幅下降18%,跌至最低28美元。经过上周反弹后,如今油价在34美元附近。最新美国商品期货委员会(CFTC)持仓数据显示,截至2月9日当周,WTI原油净空仓创下了历史新高,投机者持有的原油投机性净多头减少8996手合约,至187877手合约,表明投资者看多原油的意愿仍然不高。   在资金出走油气市场之后,黄金成为资金对冲股市以及其他大宗商品下跌的最好工具,尤其在德银信贷违约掉期(CDS)飙升至历史最高,国际资本市场动荡不安的情况下。年初至今,标普指数已经下跌将近10%左右,今年以来国际金价已累计上涨超15%。   从去年12月初开始,伴随着黄金空头的减仓,净多头寸不断从历史低位回升,黄金价格也出现上行。CFTC的最新报告显示,截至2月9日当周,对冲基金和基金经理继续大量增持COMEX黄金和白银的净多头寸,其中COMEX黄金投机净多头头寸增加37291手,至72912手,为三个多月来的最高水平。COMEX白银投机净多头头寸增加12512手,至36642手。   资金的蜂拥而入,导致黄金价格在上周四创下2008年金融危机以来的最大单日涨幅,在上周四的金价大涨中,SPDR黄金ETF(GLD)的交易量是平常日均交易量的4倍,看多期权是看空期权的4倍。   在此背景下,预计商品货币上行空间有限。加拿大帝国商业银行(CIBC)周一(2月15日)撰文指出,审视能源价格下滑之影响可以发现有证据表明,加元走软正开始提高加拿大的贸易低位。   能源业的财政赤字历史上以来一直处于宽位,但2015年底降至2011年以来之最窄水平。连续两年以来,能源业出口进口速度高于进口步伐。尽管这看起来可能像一小步,但考虑到赤字仍然高居不下,其对加元汇率带来有意义的影响。   北京时间08:51,美元指数报96.64 65。 进入【新浪财经股吧】讨论相关的主题文章: