MSCI EAFE 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	454,281	310,726	92,399	+218,327	30,724	36,928	-6,204	36,757	254,904	-218,147	764	1,507
2026-04-28	458,047	310,205	88,213	+221,992	33,613	50,580	-16,967	38,778	250,479	-211,701	1,313	1,538
2026-04-21	453,706	301,530	88,402	+213,128	36,049	45,780	-9,731	40,655	251,246	-210,591	1,313	1,540
2026-04-14	460,246	304,708	71,705	+233,003	39,315	38,500	+815	39,580	280,106	-240,526	2,002	1,537
2026-04-07	491,348	346,138	75,369	+270,769	34,346	62,877	-28,531	34,747	284,634	-249,887	1,313	1,414
2026-03-31	468,971	334,293	75,520	+258,773	39,080	84,299	-45,219	28,615	244,553	-215,938	1,550	1,181
2026-03-24	458,467	318,463	60,467	+257,996	38,499	61,011	-22,512	28,330	270,559	-242,229	242	1,556
2026-03-17	578,222	310,105	67,389	+242,716	40,264	60,909	-20,645	31,889	261,615	-229,726	242	1,556
2026-03-10	426,698	294,845	62,991	+231,854	40,771	45,214	-4,443	28,599	269,196	-240,597	4,360	1,549
2026-03-03	424,533	280,262	63,794	+216,468	54,946	40,918	+14,028	27,259	270,467	-243,208	4,931	1,538
2026-02-24	424,108	289,451	62,907	+226,544	45,839	55,692	-9,853	27,229	256,384	-229,155	3,832	1,538
2026-02-17	408,622	277,748	61,976	+215,772	41,644	44,559	-2,915	26,309	252,062	-225,753	3,832	1,153
2026-02-10	395,552	257,849	58,610	+199,239	40,222	36,634	+3,588	26,340	249,955	-223,615	11,774	1,158
2026-02-03	412,849	259,809	63,074	+196,735	53,164	43,903	+9,261	26,923	254,953	-228,030	13,386	1,016
2026-01-27	423,671	276,167	56,046	+220,121	50,279	50,209	+70	27,599	270,477	-242,878	14,137	1,016
2026-01-20	428,290	277,966	57,549	+220,417	50,914	60,684	-9,770	31,103	260,908	-229,805	13,899	1,032
2026-01-13	411,543	267,996	57,727	+210,269	47,068	51,881	-4,813	30,614	259,456	-228,842	13,923	1,032
2026-01-06	413,528	279,188	56,264	+222,924	46,869	52,155	-5,286	30,553	260,518	-229,965	4,771	1,100
2025-12-30	416,544	286,527	62,641	+223,886	40,972	47,216	-6,244	33,768	262,339	-228,571	3,839	1,075
2025-12-23	407,443	277,278	64,343	+212,935	40,756	38,120	+2,636	35,089	262,235	-227,146	3,839	1,075
2025-12-16	531,007	290,191	63,811	+226,380	38,811	36,444	+2,367	37,511	283,567	-246,056	4,827	937
2025-12-09	448,873	300,553	63,808	+236,745	36,878	38,844	-1,966	31,967	284,018	-252,051	4,850	720
2025-12-02	444,636	307,207	63,536	+243,671	34,871	44,628	-9,757	30,330	280,942	-250,612	4,596	646
2025-11-25	440,507	306,985	63,948	+243,037	32,075	41,826	-9,751	28,112	277,619	-249,507	4,612	266
2025-11-18	434,668	299,261	65,897	+233,364	36,247	32,598	+3,649	27,610	280,014	-252,404	3,598	380
2025-11-10	431,967	304,093	60,856	+243,237	30,716	37,559	-6,843	25,488	278,238	-252,750	3,628	380
2025-11-04	439,211	308,082	62,812	+245,270	33,595	38,970	-5,375	30,747	283,350	-252,603	3,398	0
2025-10-28	439,800	306,067	61,390	+244,677	36,706	43,906	-7,200	30,121	280,410	-250,289	3,836	0
2025-10-21	443,374	309,345	62,990	+246,355	37,371	40,966	-3,595	30,316	284,670	-254,354	3,996	0
2025-10-14	449,070	316,877	67,424	+249,453	35,566	39,264	-3,698	30,517	287,145	-256,628	4,022	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)

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历史数据