联邦基金利率 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	1,594,391	28,480	124,326	-95,846	312,437	141,024	+171,413	257,673	368,229	-110,556	21,981	0
2026-04-28	1,954,442	45,647	123,307	-77,660	462,406	268,035	+194,371	348,073	485,988	-137,915	22,542	15,884
2026-04-21	1,862,668	49,587	115,621	-66,034	449,706	286,791	+162,915	335,076	452,729	-117,653	21,814	15,926
2026-04-14	1,857,369	42,733	120,180	-77,447	450,647	283,738	+166,909	334,460	445,424	-110,964	23,291	16,392
2026-04-07	1,840,266	44,978	125,697	-80,719	367,347	266,777	+100,570	357,808	398,801	-40,993	22,497	16,402
2026-03-31	2,188,866	45,872	123,585	-77,713	447,706	286,132	+161,574	346,923	456,800	-109,877	24,542	17,702
2026-03-24	2,214,221	11,462	141,848	-130,386	582,865	316,196	+266,669	274,262	460,084	-185,822	52,897	17,702
2026-03-17	2,153,736	11,192	92,456	-81,264	500,043	329,935	+170,108	309,797	438,339	-128,542	32,821	12,007
2026-03-10	1,987,045	11,114	89,042	-77,928	435,660	348,969	+86,691	290,382	335,329	-44,947	21,089	8,102
2026-03-03	1,817,249	11,146	123,829	-112,683	405,282	354,296	+50,986	301,373	271,275	+30,098	18,079	7,610
2026-02-24	2,334,560	87,184	80,365	+6,819	452,162	484,292	-32,130	385,520	407,062	-21,542	27,688	4,820
2026-02-17	2,134,594	87,070	98,361	-11,291	371,435	389,652	-18,217	331,866	335,915	-4,049	20,860	5,620
2026-02-10	1,937,470	85,496	92,191	-6,695	313,346	364,959	-51,613	331,252	300,483	+30,769	15,809	6,423
2026-02-03	1,765,710	86,753	92,910	-6,157	297,486	368,263	-70,777	352,686	306,625	+46,061	14,631	5,158
2026-01-27	2,345,798	89,258	88,891	+367	614,177	552,344	+61,833	379,986	472,760	-92,774	14,584	5,106
2026-01-20	2,199,385	91,008	53,917	+37,091	571,416	502,256	+69,160	362,195	499,426	-137,231	14,992	4,400
2026-01-13	2,150,469	88,957	83,289	+5,668	703,865	478,934	+224,931	304,963	566,387	-261,424	11,577	4,400
2026-01-06	2,190,669	98,868	88,482	+10,386	699,961	473,089	+226,872	282,170	542,853	-260,683	7,240	3,419
2025-12-30	2,600,580	92,723	87,719	+5,004	932,050	670,470	+261,580	298,887	601,173	-302,286	21,718	3,892
2025-12-23	2,592,771	93,532	89,360	+4,172	916,360	637,296	+279,064	270,154	591,303	-321,149	19,318	3,892
2025-12-16	2,586,292	94,503	92,668	+1,835	939,644	641,810	+297,834	269,936	597,117	-327,181	17,825	3,892
2025-12-09	2,424,475	43,747	80,354	-36,607	845,928	470,649	+375,279	199,491	551,821	-352,330	14,092	5,092
2025-12-02	2,150,976	76,201	42,162	+34,039	731,318	431,309	+300,009	149,912	498,455	-348,543	11,597	4,200
2025-11-25	2,560,167	96,007	47,222	+48,785	754,244	503,483	+250,761	250,859	570,136	-319,277	18,214	6,600
2025-11-18	2,025,963	39,653	28,658	+10,995	536,228	382,259	+153,969	290,650	488,624	-197,974	30,721	7,384
2025-11-10	1,973,685	31,498	21,075	+10,423	548,473	359,840	+188,633	246,718	475,152	-228,434	35,691	8,100
2025-11-04	2,058,249	43,626	20,781	+22,845	548,720	369,343	+179,377	258,167	485,870	-227,703	36,582	9,100
2025-10-28	2,673,627	119,899	22,531	+97,368	812,800	611,196	+201,604	308,090	614,194	-306,104	14,407	14,201
2025-10-21	2,583,819	108,654	19,032	+89,622	748,565	487,425	+261,140	312,882	656,937	-344,055	10,937	30,227
2025-10-14	2,582,076	96,958	32,840	+64,118	705,339	477,324	+228,015	303,830	569,800	-265,970	9,112	26,152

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)

📈 联邦基金利率 COT持仓

Asset Manager 持仓走势

历史数据