微型道琼斯 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	37,145	0	0	+0	15,316	14,312	+1,004	13,806	3,805	+10,001	0	304
2026-04-28	32,535	0	0	+0	15,485	9,572	+5,913	9,216	3,598	+5,618	0	0
2026-04-21	31,200	0	0	+0	16,987	5,493	+11,494	7,000	4,412	+2,588	0	0
2026-04-14	32,163	0	0	+0	12,446	9,123	+3,323	13,906	4,200	+9,706	0	0
2026-03-31	26,149	0	0	+0	11,794	3,521	+8,273	8,018	2,477	+5,541	0	0
2026-03-17	51,046	0	0	+0	10,744	27,537	-16,793	19,141	13,142	+5,999	0	0
2026-03-10	37,968	0	0	+0	4,989	27,236	-22,247	16,749	4,199	+12,550	0	0
2026-03-03	40,840	0	0	+0	4,546	33,127	-28,581	21,447	1,273	+20,174	0	0
2026-02-24	32,391	0	0	+0	4,723	19,550	-14,827	13,633	5,473	+8,160	0	0
2026-02-10	22,169	0	0	+0	2,966	8,246	-5,280	5,174	3,934	+1,240	0	0
2025-11-25	27,240	0	0	+0	5,679	18,378	-12,699	14,142	1,798	+12,344	237	0
2025-11-04	19,385	0	0	+0	8,141	4,804	+3,337	4,871	4,968	-97	210	0
2025-10-28	19,643	0	275	-275	10,000	6,025	+3,975	3,619	3,751	-132	0	0
2025-10-21	16,549	0	0	+0	6,573	5,566	+1,007	4,725	617	+4,108	520	0
2025-09-16	25,406	0	0	+0	2,700	8,387	-5,687	5,259	6,220	-961	0	0
2025-09-09	20,175	0	0	+0	2,509	8,206	-5,697	4,694	2,351	+2,343	0	250
2025-09-02	19,971	0	0	+0	3,348	9,387	-6,039	4,377	1,813	+2,564	0	0
2025-08-26	19,717	0	0	+0	4,101	7,954	-3,853	4,144	2,998	+1,146	0	293
2025-08-12	16,569	0	0	+0	5,509	5,939	-430	3,206	2,076	+1,130	240	396
2025-07-22	18,231	0	259	-259	7,916	1,264	+6,652	3,374	7,548	-4,174	0	1,354
2025-06-17	25,406	0	280	-280	3,590	8,210	-4,620	2,308	5,834	-3,526	604	1,489
2025-06-10	24,691	0	232	-232	2,752	10,958	-8,206	2,353	2,259	+94	0	2,974
2025-06-03	26,733	0	0	+0	2,672	13,589	-10,917	3,520	2,027	+1,493	0	2,979
2025-03-18	26,555	267	275	-8	4,531	14,033	-9,502	4,345	0	+4,345	0	2,752
2025-03-11	24,638	266	275	-9	4,528	14,888	-10,360	4,076	0	+4,076	213	2,441
2025-03-04	24,775	222	273	-51	3,251	16,656	-13,405	3,861	0	+3,861	0	1,116
2025-02-25	23,512	0	273	-273	4,533	13,347	-8,814	3,166	0	+3,166	300	1,643
2025-02-18	18,949	0	273	-273	7,356	8,275	-919	1,910	0	+1,910	300	2,014
2025-01-28	14,520	0	266	-266	6,276	1,798	+4,478	1,967	219	+1,748	245	839
2024-12-17	35,367	257	232	+25	4,053	23,253	-19,200	2,491	0	+2,491	1,017	5,059

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)

📈 微型道琼斯 COT持仓

Asset Manager 持仓走势

历史数据