Sell: EURUSD / AUDUSD / NZDUSD / GOLD / SILVER / EURGBP / AUDCAD / USDCHF(1.017,1.024,1.035)
Buy: USDCHF / BRN
Вчера зафиксировал прибыль и закрыл все сделки, на всех счех. Теперь новая итерация обогащения) Смотрим торгуем.источник - http://constantcapital.ru
Структура Открытых позиций Опционы:
Анализ активности SBRF, на данный момент наиболее интересной является активность данного инструмента, перед вечерним клирингом 01.03.2017, активность в 18:39 наблюдалась как в Акции так и во Фьючерсе, непосредственно во SRH7 была активная заявка на продажу в размере 20 000 к. так же были произведены точечные сделки по цене 16050 в размере 15000 и 10000, на покупку, данная ситуация привела к серьезной фиксации позиций, данный импульс активности превышает среднестатистические значении, по наблюдениям в 2 – 3 раза.
При всем это в Опционах производился значительный набор позиций CALL страйка 17000.
Так же данная ситуация с технической точки может рассматриваться как ретест пробоя минимума 16150 28.02.2017.
This chart shows the net number of contracts (longs minus shorts) held by large commercial hedgers. The green dotted line is 1 standard deviation above the 3-year average; the red dotted line is 1 standard deviation below the 3-year average.
Each week, the Commodity Futures Trading Commission (CFTC) releases information on the long and short positions of three groups of traders in a couple of dozen different futures markets in a report known as the Commitments of Traders.
The three groups are determined by the number of contracts they are currently holding, and are described as follows:
Commercial Hedgers — Commonly believed to be the «smart money», these traders are involved in the day-to-day operations of each commodity. They have an excellent handle on the underlying market, and it typically pays to follow their positions when they reach an extreme.
Large Speculators — This group mostly consists of large pooled funds, and almost always take the opposite side of commercial traders. The are primarily trend-followers, and will accumulate positions as a trend progresses. When their positions reach an extreme, watch for a price reversal in the opposite direction of the existing trend.
Non-Reportables (aka Small Speculators) — These are smaller traders, composed mostly of hedge funds and individual traders. Again, they are mostly trend-following in nature and we often see price reversals (in the opposite direction) when they hit an extreme.
By definition, commercial hedgers take the opposite side of the trades of large and small speculators. Therefore, when hedgers are net long, speculators are net short. Because hedgers tend to drive the market at extremes, we focus on them.