澳元/美元 COT持仓报告 - 金融期货CFTC数据

历史数据

日期	OI	AM多	AM空	AM净	LM多	LM空	LM净	Dealer多	Dealer空	Dealer净	Other多	Other空
2026-05-05	306,662	102,985	60,151	+42,834	81,536	22,542	+58,994	38,135	173,237	-135,102	6,137	603
2026-04-28	304,310	101,882	58,571	+43,311	72,881	24,582	+48,299	42,290	167,390	-125,100	7,618	593
2026-04-21	299,369	95,861	60,307	+35,554	72,155	24,937	+47,218	46,971	164,612	-117,641	6,331	631
2026-04-14	285,398	98,533	62,663	+35,870	68,177	26,502	+41,675	42,725	151,935	-109,210	5,631	555
2026-04-07	284,015	101,018	60,464	+40,554	69,774	28,316	+41,458	39,192	153,248	-114,056	5,110	664
2026-03-31	289,572	103,286	56,564	+46,722	70,449	26,612	+43,837	34,207	157,587	-123,380	5,186	897
2026-03-24	294,083	104,302	59,003	+45,299	65,243	20,218	+45,025	33,921	152,135	-118,214	4,517	1,303
2026-03-17	290,236	104,004	61,344	+42,660	69,038	23,502	+45,536	33,602	156,637	-123,035	9,806	821
2026-03-10	343,916	86,915	62,933	+23,982	73,176	23,704	+49,472	27,509	137,046	-109,537	8,001	1,123
2026-03-03	299,155	90,312	60,356	+29,956	81,191	28,809	+52,382	19,051	133,393	-114,342	9,857	681
2026-02-24	280,107	73,936	62,315	+11,621	90,429	28,542	+61,887	18,811	126,741	-107,930	9,946	1,301
2026-02-17	293,601	66,569	63,903	+2,666	102,646	34,005	+68,641	18,651	129,119	-110,468	11,313	1,293
2026-02-10	280,024	61,186	74,284	-13,098	98,181	34,507	+63,674	28,587	115,931	-87,344	10,940	1,310
2026-02-03	289,444	62,976	81,683	-18,707	96,555	39,440	+57,115	34,713	109,475	-74,762	14,608	1,214
2026-01-27	282,954	66,163	85,146	-18,983	89,128	49,268	+39,860	38,024	93,513	-55,489	13,762	1,164
2026-01-20	242,526	58,463	90,122	-31,659	70,253	45,512	+24,741	42,539	71,508	-28,969	10,774	1,171
2026-01-13	239,145	59,749	93,141	-33,392	65,660	38,963	+26,697	43,988	68,807	-24,819	9,472	1,166
2026-01-06	244,861	62,341	94,242	-31,901	67,422	33,647	+33,775	41,941	75,645	-33,704	9,538	681
2025-12-30	238,037	61,910	95,048	-33,138	65,573	33,308	+32,265	41,145	71,391	-30,246	9,106	657
2025-12-23	231,445	55,708	96,422	-40,714	65,988	25,783	+40,205	42,739	67,666	-24,927	7,973	637
2025-12-16	306,186	52,832	93,848	-41,016	63,087	25,580	+37,507	42,585	67,544	-24,959	8,041	600
2025-12-09	310,140	47,455	109,589	-62,134	57,009	38,725	+18,284	50,989	30,399	+20,590	6,832	600
2025-12-02	217,779	39,803	108,228	-68,425	30,235	49,834	-19,599	72,048	6,372	+65,676	9,371	600
2025-11-25	207,123	37,297	105,853	-68,556	29,525	50,238	-20,713	79,175	5,118	+74,057	6,318	600
2025-11-18	193,202	39,205	99,334	-60,129	31,144	45,493	-14,349	65,252	5,673	+59,579	5,956	777
2025-11-10	196,741	38,309	100,680	-62,371	30,412	47,433	-17,021	68,134	2,627	+65,507	5,913	600
2025-11-04	199,266	40,129	99,799	-59,670	37,211	49,181	-11,970	65,884	5,435	+60,449	4,350	600
2025-10-28	194,027	39,398	99,429	-60,031	29,747	43,585	-13,838	66,786	5,531	+61,255	5,398	600
2025-10-21	196,073	42,671	106,571	-63,900	36,625	40,001	-3,376	58,423	4,591	+53,832	5,717	600
2025-10-14	192,169	46,839	105,665	-58,826	33,138	31,604	+1,534	51,290	9,424	+41,866	5,995	600

数据说明
• Asset Manager (AM): 资产管理人/机构投资者，以养老金、共同基金、ETF为主，偏向中长期配置
• Leveraged Money (LM): 杠杆资金/对冲基金，偏向趋势跟踪和短期交易
• Dealer: 做市商/交易商，提供市场流动性，通常持有对冲头寸
• Other Reportables: 其他需报告的交易者，用现货而非期货对冲风险
• Non-Reportable: 未达报告门槛的小型交易者

净多头 = 多头 − 空头，正值表示整体偏多，负值表示整体偏空。洗价(spread)头寸不计入净多头计算。
数据来源: CFTC Commitments of Traders Legacy Report (Futures Only)

📈 澳元/美元 COT持仓

Asset Manager 持仓走势

历史数据