道琼斯($5) 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	78,478	13,396	10,758	+2,638	8,805	23,516	-14,711	39,605	33,882	+5,723	0	0
2026-04-28	74,909	13,864	11,146	+2,718	7,419	19,672	-12,253	38,464	34,366	+4,098	0	0
2026-04-21	71,235	15,127	9,405	+5,722	6,070	16,047	-9,977	34,142	35,724	-1,582	0	0
2026-04-14	68,930	13,171	7,018	+6,153	6,884	19,011	-12,127	33,426	32,086	+1,340	0	0
2026-04-07	68,601	10,666	10,083	+583	8,699	16,087	-7,388	34,264	30,849	+3,415	0	0
2026-03-31	68,248	12,752	8,596	+4,156	8,276	15,908	-7,632	31,473	31,919	-446	0	0
2026-03-24	67,947	11,684	10,170	+1,514	11,218	14,270	-3,052	29,843	31,906	-2,063	0	0
2026-03-17	91,529	11,014	7,075	+3,939	20,997	19,714	+1,283	24,310	32,649	-8,339	0	0
2026-03-10	71,273	11,720	11,367	+353	19,620	17,693	+1,927	24,038	28,032	-3,994	0	0
2026-03-03	71,937	12,697	14,782	-2,085	19,872	18,897	+975	23,768	24,465	-697	226	0
2026-02-24	69,972	14,689	10,285	+4,404	16,536	21,489	-4,953	22,407	25,322	-2,915	220	0
2026-02-17	68,473	16,080	11,009	+5,071	15,039	22,800	-7,761	21,965	22,286	-321	220	0
2026-02-10	72,297	17,964	7,517	+10,447	16,224	27,303	-11,079	21,786	23,411	-1,625	221	0
2026-02-03	70,068	14,587	12,271	+2,316	16,296	28,201	-11,905	25,296	17,478	+7,818	565	0
2026-01-27	70,956	15,567	11,079	+4,488	15,294	29,596	-14,302	24,768	18,839	+5,929	290	0
2026-01-20	70,292	12,991	12,630	+361	17,128	26,342	-9,214	24,716	19,643	+5,073	378	0
2026-01-13	68,801	13,937	9,028	+4,909	16,258	24,153	-7,895	22,901	23,860	-959	275	0
2026-01-06	66,044	17,431	5,644	+11,787	10,440	19,724	-9,284	21,520	29,158	-7,638	251	250
2025-12-30	61,390	14,729	6,580	+8,149	8,662	19,119	-10,457	21,906	24,120	-2,214	452	0
2025-12-23	61,488	15,919	6,916	+9,003	8,932	18,439	-9,507	21,624	25,328	-3,704	235	0
2025-12-16	90,333	19,891	7,969	+11,922	10,018	28,489	-18,471	37,620	34,928	+2,692	221	0
2025-12-09	83,153	19,289	6,176	+13,113	8,262	28,538	-20,276	38,024	34,722	+3,302	217	0
2025-12-02	82,184	18,456	5,466	+12,990	6,832	30,244	-23,412	38,440	31,601	+6,839	0	0
2025-11-25	83,249	19,366	5,989	+13,377	6,972	32,400	-25,428	38,521	30,329	+8,192	0	200
2025-11-18	83,072	15,517	5,430	+10,087	9,440	31,154	-21,714	37,864	31,046	+6,818	300	0
2025-11-10	81,873	19,530	5,237	+14,293	7,169	32,069	-24,900	37,752	29,639	+8,113	0	400
2025-11-04	86,610	23,296	7,126	+16,170	9,980	30,579	-20,599	37,504	34,274	+3,230	0	400
2025-10-28	90,747	26,230	8,382	+17,848	10,765	33,487	-22,722	37,705	34,278	+3,427	0	405
2025-10-21	90,489	21,095	9,924	+11,171	13,751	34,624	-20,873	39,652	31,028	+8,624	0	806
2025-10-14	85,283	18,780	8,847	+9,933	9,649	34,186	-24,537	41,136	28,406	+12,730	136	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)

📈 道琼斯($5) COT持仓

Asset Manager 持仓走势

历史数据