美元/瑞郎 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	110,384	5,686	43,283	-37,597	5,774	13,166	-7,392	65,918	12,390	+53,528	1,000	1,348
2026-04-28	110,185	6,016	43,537	-37,521	6,245	12,362	-6,117	62,768	12,311	+50,457	1,000	468
2026-04-21	104,046	6,220	43,654	-37,434	7,704	12,063	-4,359	60,631	10,088	+50,543	1,000	822
2026-04-14	105,953	6,347	47,858	-41,511	8,473	12,166	-3,693	61,548	10,574	+50,974	1,000	0
2026-04-07	99,268	5,811	47,882	-42,071	8,794	10,019	-1,225	56,100	5,623	+50,477	1,000	435
2026-03-31	94,288	5,781	45,566	-39,785	8,825	9,193	-368	49,408	4,519	+44,889	1,000	468
2026-03-24	90,248	5,575	42,537	-36,962	6,685	7,833	-1,148	47,947	6,151	+41,796	1,000	876
2026-03-17	86,238	5,615	40,262	-34,647	6,635	7,005	-370	46,356	7,287	+39,069	1,000	908
2026-03-10	123,584	5,888	60,251	-54,363	10,670	6,952	+3,718	60,454	6,688	+53,766	1,000	468
2026-03-03	120,219	5,352	59,879	-54,527	12,088	7,835	+4,253	61,054	8,669	+52,385	1,000	1,432
2026-02-24	111,788	4,910	60,061	-55,151	10,646	6,764	+3,882	57,906	8,611	+49,295	1,750	1,260
2026-02-17	110,299	4,803	58,674	-53,871	8,283	5,630	+2,653	56,772	9,399	+47,373	2,250	979
2026-02-10	106,816	4,803	57,373	-52,570	7,217	8,128	-911	56,608	8,754	+47,854	2,150	1,357
2026-02-03	104,138	5,365	56,637	-51,272	8,055	8,113	-58	57,137	8,636	+48,501	1,750	907
2026-01-27	106,958	4,833	57,902	-53,069	9,188	10,041	-853	61,548	8,503	+53,045	1,000	636
2026-01-20	105,645	6,328	62,015	-55,687	9,229	9,529	-300	66,001	5,900	+60,101	1,000	468
2026-01-13	103,068	6,766	59,792	-53,026	9,501	10,660	-1,159	63,652	6,615	+57,037	1,157	468
2026-01-06	97,790	5,324	55,215	-49,891	8,458	10,048	-1,590	59,116	7,247	+51,869	1,000	468
2025-12-30	96,578	5,232	54,417	-49,185	6,989	12,076	-5,087	58,220	6,444	+51,776	1,000	468
2025-12-23	96,116	5,099	54,947	-49,848	7,542	11,248	-3,706	58,321	5,358	+52,963	1,000	1,054
2025-12-16	110,738	5,748	51,162	-45,414	6,895	11,340	-4,445	56,060	5,754	+50,306	1,400	468
2025-12-09	99,440	5,050	53,404	-48,354	6,882	9,354	-2,472	56,007	2,527	+53,480	1,000	0
2025-12-02	87,538	5,017	49,343	-44,326	5,349	8,162	-2,813	50,177	3,039	+47,138	1,000	468
2025-11-25	87,712	4,474	49,144	-44,670	6,933	7,156	-223	50,569	2,993	+47,576	1,000	508
2025-11-18	86,274	5,527	46,443	-40,916	6,847	7,900	-1,053	47,576	3,744	+43,832	1,000	508
2025-11-10	92,593	5,489	50,416	-44,927	5,836	8,949	-3,113	56,444	2,466	+53,978	1,400	508
2025-11-04	91,293	5,537	48,273	-42,736	6,785	9,824	-3,039	53,896	2,177	+51,719	1,400	508
2025-10-28	85,361	5,875	43,687	-37,812	8,288	8,992	-704	45,461	3,955	+41,506	1,000	508
2025-10-21	86,399	5,793	43,524	-37,731	6,455	8,076	-1,621	45,670	4,281	+41,389	1,000	508
2025-10-14	88,012	5,770	45,160	-39,390	5,385	7,289	-1,904	45,929	2,372	+43,557	2,569	508

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)

📈 美元/瑞郎 COT持仓

Asset Manager 持仓走势

历史数据