彭博商品指数 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	249,760	104,175	972	+103,203	12,444	3,877	+8,567	129,846	243,421	-113,575	1,331	0
2026-04-28	242,800	100,619	901	+99,718	9,344	4,278	+5,066	129,870	236,315	-106,445	1,114	0
2026-04-21	245,694	102,632	901	+101,731	10,007	5,386	+4,621	129,696	237,982	-108,286	1,452	0
2026-04-14	241,044	99,583	901	+98,682	7,734	4,351	+3,383	129,558	233,484	-103,926	1,288	0
2026-04-07	236,799	98,980	901	+98,079	4,764	4,580	+184	129,789	230,001	-100,212	1,318	0
2026-03-31	233,947	100,573	901	+99,672	373	6,219	-5,846	130,332	226,008	-95,676	1,319	0
2026-03-24	199,792	66,549	918	+65,631	915	6,086	-5,171	130,274	192,357	-62,083	1,174	0
2026-03-17	210,539	69,011	1,169	+67,842	1,383	18,382	-16,999	130,338	183,098	-52,760	1,417	0
2026-03-10	204,858	70,977	1,243	+69,734	1,865	18,042	-16,177	130,116	185,561	-55,445	1,392	0
2026-03-03	209,381	69,894	1,401	+68,493	2,171	19,609	-17,438	132,633	185,955	-53,322	1,588	0
2026-02-24	198,615	59,250	1,542	+57,708	2,383	14,155	-11,772	129,843	178,023	-48,180	1,479	0
2026-02-17	197,403	59,031	1,542	+57,489	1,835	12,890	-11,055	129,502	178,089	-48,587	1,388	0
2026-02-10	195,393	57,385	1,542	+55,843	1,489	12,836	-11,347	129,479	176,135	-46,656	1,369	0
2026-02-03	183,456	48,816	1,542	+47,274	1,509	10,262	-8,753	126,257	166,798	-40,541	1,311	0
2026-01-27	188,271	53,666	1,519	+52,147	2,706	9,343	-6,637	125,275	172,650	-47,375	1,279	84
2026-01-20	189,350	54,797	1,798	+52,999	2,499	10,916	-8,417	125,416	171,958	-46,542	1,322	0
2026-01-13	189,092	54,405	1,741	+52,664	2,327	10,735	-8,408	125,364	171,894	-46,530	1,382	61
2026-01-06	204,353	59,959	1,741	+58,218	11,788	9,699	+2,089	124,995	187,085	-62,090	2,267	90
2025-12-30	195,990	51,548	1,741	+49,807	11,778	11,482	+296	125,004	178,120	-53,116	2,032	0
2025-12-23	196,725	52,380	1,742	+50,638	11,838	11,833	+5	125,163	178,502	-53,339	2,085	0
2025-12-16	226,310	53,189	1,742	+51,447	13,028	12,773	+255	152,417	206,566	-54,149	1,846	0
2025-12-09	227,836	55,168	1,742	+53,426	13,569	12,658	+911	152,431	208,658	-56,227	1,343	75
2025-12-02	224,888	50,566	1,793	+48,773	14,858	11,851	+3,007	152,652	206,298	-53,646	1,360	0
2025-11-25	227,749	53,350	1,069	+52,281	15,199	11,620	+3,579	152,668	210,343	-57,675	1,269	0
2025-11-18	227,167	54,297	1,069	+53,228	13,838	10,286	+3,552	152,475	211,131	-58,656	1,314	0
2025-11-10	217,965	46,986	1,708	+45,278	12,378	7,953	+4,425	152,459	204,130	-51,671	1,399	0
2025-11-04	210,482	38,370	1,708	+36,662	11,716	7,701	+4,015	152,514	195,146	-42,632	1,426	0
2025-10-28	210,395	38,619	1,711	+36,908	11,552	7,614	+3,938	152,559	195,142	-42,583	1,251	0
2025-10-21	219,141	50,513	2,309	+48,204	10,068	12,582	-2,514	152,774	200,050	-47,276	1,125	0
2025-10-14	218,964	50,413	2,309	+48,104	10,139	12,339	-2,200	152,794	200,049	-47,255	1,010	0

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)

📈 彭博商品指数 COT持仓

Asset Manager 持仓走势

历史数据