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报告日期
2026-05-05
每周五更新 (周二发布)
未平仓合约 OI
187,294
-15,497 周变化
AM净多头
+33,217
-22,496 周变化
AM 多头
70,178
空头 36,961
Lev.Money净多
+60,250
Dealer净多
-26,882

Asset Manager 持仓走势

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
2026-05-05 187,294 70,178 36,961 +33,217 80,225 19,975 +60,250 24,739 51,621 -26,882 1,651 72,986
2026-04-28 202,791 91,215 35,502 +55,713 77,120 27,880 +49,240 21,503 60,570 -39,067 2,326 73,045
2026-04-21 196,433 89,732 35,213 +54,519 72,153 26,890 +45,263 22,036 55,362 -33,326 2,138 73,273
2026-04-14 189,228 81,648 34,607 +47,041 74,433 26,057 +48,376 20,737 48,343 -27,606 1,559 73,964
2026-04-07 183,265 74,378 38,535 +35,843 75,746 21,119 +54,627 21,028 43,639 -22,611 1,983 74,137
2026-03-31 185,969 73,258 39,368 +33,890 76,433 23,498 +52,935 24,594 41,660 -17,066 1,742 74,377
2026-03-24 168,572 72,526 23,942 +48,584 75,467 20,559 +54,908 8,722 44,597 -35,875 2,259 73,012
2026-03-17 173,247 78,705 26,597 +52,108 71,366 24,287 +47,079 9,107 44,433 -35,326 3,823 72,637
2026-03-10 255,811 86,024 29,386 +56,638 89,547 36,556 +52,991 17,127 66,528 -49,401 3,673 67,798
2026-03-03 237,785 96,314 28,944 +67,370 100,942 45,933 +55,009 9,808 71,171 -61,363 4,092 68,535
2026-02-24 229,140 108,801 22,951 +85,850 89,175 43,291 +45,884 4,599 80,356 -75,757 8,130 68,352
2026-02-17 230,060 110,608 24,637 +85,971 90,519 44,780 +45,739 5,775 80,534 -74,759 7,503 69,016
2026-02-10 229,580 111,850 24,704 +87,146 88,541 42,596 +45,945 7,510 83,088 -75,578 7,308 69,020
2026-02-03 226,022 112,714 24,361 +88,353 88,637 44,262 +44,375 7,016 83,001 -75,985 6,931 68,921
2026-01-27 237,885 108,835 26,769 +82,066 102,957 50,295 +52,662 7,993 85,656 -77,663 7,805 69,139
2026-01-20 240,170 104,138 27,168 +76,970 111,614 45,780 +65,834 6,107 92,695 -86,588 8,118 69,105
2026-01-13 241,567 105,727 23,702 +82,025 112,469 50,966 +61,503 5,490 92,940 -87,450 8,507 69,155
2026-01-06 251,301 104,463 25,754 +78,709 117,343 53,846 +63,497 5,766 92,894 -87,128 9,134 68,461
2025-12-30 254,170 104,355 23,896 +80,459 117,696 59,261 +58,435 6,584 91,998 -85,414 9,246 68,143
2025-12-23 260,717 105,196 23,975 +81,221 123,793 68,231 +55,562 6,366 89,468 -83,102 9,424 67,985
2025-12-16 370,171 98,455 24,354 +74,101 122,021 74,143 +47,878 8,127 75,608 -67,481 8,539 67,664
2025-12-09 286,376 89,754 24,728 +65,026 123,622 47,894 +75,728 2,723 149,399 -146,676 8,102 5,982
2025-12-02 239,313 91,566 25,048 +66,518 116,106 50,164 +65,942 3,458 142,824 -139,366 8,119 5,572
2025-11-25 211,418 88,957 24,785 +64,172 93,960 33,362 +60,598 2,886 133,054 -130,168 7,267 5,353
2025-11-18 220,502 88,630 24,629 +64,001 103,700 38,065 +65,635 1,720 137,578 -135,858 7,965 5,712
2025-11-10 200,505 84,080 24,687 +59,393 91,377 38,670 +52,707 1,819 117,677 -115,858 5,521 6,343
2025-11-04 188,688 85,947 22,498 +63,449 74,401 31,014 +43,387 5,264 115,985 -110,721 6,250 5,409
2025-10-28 194,572 89,953 22,450 +67,503 79,692 41,160 +38,532 1,529 112,962 -111,433 6,358 5,191
2025-10-21 178,756 86,656 22,396 +64,260 63,916 33,081 +30,835 2,837 104,936 -102,099 7,957 5,010
2025-10-14 179,858 83,977 24,044 +59,933 59,982 33,696 +26,286 9,838 102,502 -92,664 8,623 5,152
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)
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