欧洲短期利率 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	20,594	250	670	-420	1,152	6,702	-5,550	13,271	7,450	+5,821	99	0
2026-04-28	15,667	250	670	-420	1,986	2,070	-84	7,414	7,062	+352	99	0
2026-04-21	14,554	350	715	-365	1,376	929	+447	7,275	7,492	-217	99	0
2026-04-14	14,001	350	715	-365	1,074	529	+545	6,912	7,451	-539	323	0
2026-04-07	14,032	350	870	-520	1,720	163	+1,557	6,763	8,031	-1,268	203	0
2026-03-31	14,460	350	870	-520	2,751	155	+2,596	6,337	8,643	-2,306	199	0
2026-03-24	15,682	350	870	-520	3,439	167	+3,272	6,562	9,530	-2,968	199	0
2026-03-17	21,588	1,364	870	+494	6,189	9	+6,180	7,788	14,571	-6,783	99	0
2026-03-10	19,735	1,114	870	+244	5,293	700	+4,593	7,147	12,233	-5,086	99	0
2026-03-03	18,853	1,114	870	+244	4,718	1,014	+3,704	6,145	10,209	-4,064	99	0
2026-02-24	17,410	1,114	280	+834	3,773	122	+3,651	6,087	10,675	-4,588	99	0
2026-02-17	17,549	1,114	280	+834	3,052	746	+2,306	6,076	9,302	-3,226	99	0
2026-02-10	17,317	1,114	245	+869	3,295	1,460	+1,835	5,957	8,752	-2,795	99	0
2026-02-03	18,498	1,114	185	+929	7,293	91	+7,202	4,093	12,314	-8,221	99	0
2026-01-27	19,847	1,114	170	+944	9,011	0	+9,011	3,997	13,837	-9,840	99	200
2026-01-20	19,301	1,114	150	+964	7,349	639	+6,710	4,071	11,642	-7,571	99	204
2026-01-13	19,154	1,114	100	+1,014	7,511	668	+6,843	3,997	11,902	-7,905	99	47
2026-01-06	18,750	1,114	100	+1,014	6,974	500	+6,474	4,047	11,384	-7,337	99	250
2025-12-30	18,716	1,114	100	+1,014	7,124	679	+6,445	4,047	11,605	-7,558	99	0
2025-12-23	18,930	1,114	75	+1,039	7,137	595	+6,542	3,933	11,603	-7,670	99	0
2025-12-16	56,234	1,299	75	+1,224	35,206	1,046	+34,160	9,283	44,623	-35,340	0	31
2025-12-09	51,409	218	75	+143	30,950	1,089	+29,861	9,327	39,276	-29,949	0	31
2025-12-02	51,634	218	75	+143	30,984	1,071	+29,913	9,482	39,481	-29,999	0	31
2025-11-25	51,629	218	75	+143	31,923	1,046	+30,877	9,482	40,443	-30,961	0	31
2025-11-18	51,292	218	75	+143	31,382	1,060	+30,322	9,442	39,882	-30,440	0	31
2025-11-10	51,183	218	50	+168	30,528	1,224	+29,304	9,442	38,865	-29,423	0	31
2025-11-04	50,985	218	50	+168	32,538	1,120	+31,418	9,097	40,634	-31,537	0	31
2025-10-28	51,596	218	50	+168	31,885	1,085	+30,800	9,042	39,961	-30,919	0	31
2025-10-21	50,307	218	50	+168	32,596	1,046	+31,550	9,552	41,221	-31,669	0	31
2025-10-14	49,575	218	50	+168	32,003	1,168	+30,835	9,445	40,399	-30,954	0	31

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)

📈 欧洲短期利率 COT持仓

Asset Manager 持仓走势

历史数据