MSCI新兴市场 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	1,139,259	725,790	253,073	+472,717	156,702	114,417	+42,285	83,319	621,019	-537,700	41,068	38,476
2026-04-28	1,119,384	740,259	229,770	+510,489	123,536	123,678	-142	93,488	619,756	-526,268	26,816	31,448
2026-04-21	1,109,340	711,652	227,740	+483,912	138,879	113,342	+25,537	89,200	618,678	-529,478	27,135	28,512
2026-04-14	1,116,058	731,137	221,476	+509,661	143,282	132,017	+11,265	73,148	616,474	-543,326	21,490	27,145
2026-04-07	1,127,449	730,652	227,934	+502,718	152,247	143,460	+8,787	66,044	609,176	-543,132	19,268	23,222
2026-03-31	1,116,851	757,189	215,841	+541,348	131,351	165,579	-34,228	64,404	593,759	-529,355	19,058	21,163
2026-03-24	1,124,240	720,268	241,055	+479,213	162,409	115,453	+46,956	80,219	618,210	-537,991	20,437	24,278
2026-03-17	1,371,602	758,966	267,755	+491,211	157,813	97,700	+60,113	76,012	648,399	-572,387	25,981	26,928
2026-03-10	1,157,569	754,526	260,108	+494,418	141,334	93,479	+47,855	72,083	646,865	-574,782	37,680	22,769
2026-03-03	1,180,640	749,594	247,315	+502,279	150,609	108,025	+42,584	69,907	658,712	-588,805	39,131	22,368
2026-02-24	1,212,553	800,652	234,168	+566,484	135,982	176,817	-40,835	75,164	626,564	-551,400	40,545	39,984
2026-02-17	1,182,913	771,008	229,836	+541,172	142,862	152,854	-9,992	71,743	630,931	-559,188	40,295	39,638
2026-02-10	1,166,723	730,081	229,712	+500,369	147,123	145,354	+1,769	69,842	624,536	-554,694	67,028	40,106
2026-02-03	1,174,073	719,578	235,021	+484,557	154,870	131,240	+23,630	68,904	633,980	-565,076	74,228	42,298
2026-01-27	1,188,227	717,301	218,845	+498,456	157,322	158,237	-915	71,291	629,899	-558,608	77,451	43,007
2026-01-20	1,164,201	701,260	224,427	+476,833	163,487	147,102	+16,385	68,468	612,373	-543,905	75,591	48,910
2026-01-13	1,166,546	696,232	220,672	+475,560	176,138	156,759	+19,379	72,407	613,445	-541,038	76,909	45,215
2026-01-06	1,145,107	736,499	215,422	+521,077	172,498	143,251	+29,247	54,995	618,985	-563,990	44,484	53,517
2025-12-30	1,137,302	738,655	216,254	+522,401	167,051	136,252	+30,799	60,242	624,386	-564,144	35,144	49,838
2025-12-23	1,117,609	722,854	218,183	+504,671	169,548	128,844	+40,704	59,734	613,295	-553,561	34,814	49,971
2025-12-16	1,370,980	689,452	215,977	+473,475	181,531	123,339	+58,192	61,022	593,847	-532,825	35,615	57,235
2025-12-09	1,146,760	693,698	224,664	+469,034	179,680	115,276	+64,404	65,085	606,080	-540,995	34,497	53,368
2025-12-02	1,122,023	696,276	205,526	+490,750	181,812	102,719	+79,093	60,686	643,916	-583,230	34,694	50,007
2025-11-25	1,113,742	698,131	205,239	+492,892	177,401	119,012	+58,389	62,729	630,999	-568,270	34,754	47,498
2025-11-18	1,128,571	696,498	220,062	+476,436	185,751	131,206	+54,545	68,366	616,592	-548,226	31,191	53,996
2025-11-10	1,137,723	705,617	226,056	+479,561	187,057	127,127	+59,930	72,938	621,050	-548,112	32,350	53,963
2025-11-04	1,146,165	703,941	244,254	+459,687	177,856	113,306	+64,550	89,716	617,593	-527,877	32,137	56,226
2025-10-28	1,155,342	695,914	258,342	+437,572	190,196	113,434	+76,762	95,893	612,912	-517,019	29,386	52,768
2025-10-21	1,136,876	656,252	258,293	+397,959	224,875	84,983	+139,892	79,546	620,121	-540,575	29,805	50,906
2025-10-14	1,175,041	665,263	267,853	+397,410	245,652	76,476	+169,176	80,566	646,672	-566,106	27,078	51,184

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)

📈 MSCI新兴市场 COT持仓

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历史数据