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📈 罗素1000价值 COT持仓

E-Mini Russell 1000 Value Futures · 核心指标: Asset Manager净多头
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报告日期
2026-06-23
每周五更新 (周二发布)
未平仓合约 OI
30,587
-1,590 周变化
AM净多头
-9,306
+2,245 周变化
AM 多头
9,369
空头 18,675
Lev.Money净多
+0
Dealer净多
+8,011

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
2026-06-23 30,587 9,369 18,675 -9,306 0 0 +0 18,869 10,858 +8,011 0 0
2026-06-16 32,177 7,206 18,757 -11,551 0 376 -376 20,919 10,226 +10,693 0 0
2026-06-09 31,074 8,446 18,720 -10,274 0 376 -376 19,991 10,892 +9,099 0 0
2026-06-02 31,198 8,185 18,755 -10,570 0 376 -376 20,774 11,184 +9,590 0 0
2026-05-26 32,326 9,337 18,513 -9,176 210 245 -35 20,836 11,199 +9,637 0 0
2026-05-19 31,794 9,384 18,513 -9,129 210 245 -35 20,331 11,816 +8,515 0 0
2026-05-12 31,659 8,385 18,513 -10,128 210 474 -264 21,286 11,665 +9,621 0 0
2026-05-05 31,906 8,224 18,540 -10,316 0 467 -467 21,485 11,921 +9,564 0 0
2026-04-28 32,039 9,304 18,544 -9,240 0 467 -467 20,485 12,022 +8,463 0 0
2026-04-21 31,682 8,783 18,187 -9,404 0 467 -467 20,278 12,189 +8,089 0 0
2026-04-07 32,439 8,928 18,176 -9,248 0 0 +0 21,423 13,289 +8,134 0 0
2026-03-31 32,960 8,634 18,455 -9,821 0 0 +0 22,147 13,245 +8,902 0 0
2026-03-24 32,496 9,590 18,588 -8,998 0 270 -270 20,843 12,453 +8,390 0 0
2026-03-17 39,647 9,044 18,595 -9,551 1,788 270 +1,518 23,117 17,487 +5,630 0 0
2026-03-10 35,160 9,425 18,588 -9,163 1,788 270 +1,518 21,647 14,927 +6,720 0 0
2026-03-03 36,392 11,357 19,401 -8,044 1,998 270 +1,728 20,509 15,651 +4,858 0 0
2026-02-24 36,209 13,033 19,402 -6,369 1,475 0 +1,475 19,371 15,814 +3,557 0 0
2026-02-17 35,582 11,909 20,084 -8,175 1,460 0 +1,460 20,215 14,801 +5,414 0 0
2026-02-10 35,504 10,279 20,614 -10,335 1,909 0 +1,909 21,353 14,132 +7,221 0 0
2026-02-03 34,478 7,985 18,826 -10,841 1,909 0 +1,909 22,655 13,310 +9,345 0 0
2026-01-27 33,382 7,998 18,842 -10,844 1,724 0 +1,724 21,695 13,839 +7,856 0 0
2026-01-20 33,807 7,804 18,846 -11,042 2,159 0 +2,159 22,092 13,903 +8,189 0 0
2026-01-13 33,431 7,434 18,742 -11,308 2,136 0 +2,136 21,534 13,847 +7,687 0 0
2026-01-06 33,223 8,840 18,497 -9,657 2,136 0 +2,136 20,248 13,879 +6,369 0 0
2025-12-30 33,152 7,909 18,505 -10,596 3,440 0 +3,440 19,757 13,879 +5,878 0 0
2025-12-23 33,375 7,523 18,505 -10,982 3,636 0 +3,636 19,986 13,879 +6,107 0 0
2025-12-16 38,636 7,294 18,256 -10,962 3,450 0 +3,450 19,949 13,855 +6,094 0 0
2025-12-09 32,158 9,242 18,045 -8,803 493 0 +493 20,882 13,227 +7,655 0 0
2025-12-02 32,701 8,866 18,101 -9,235 493 0 +493 21,709 13,663 +8,046 0 0
2025-11-25 32,563 8,598 17,882 -9,284 202 0 +202 22,087 13,663 +8,424 0 0
2025-11-18 32,638 8,398 17,882 -9,484 202 0 +202 22,502 13,663 +8,839 0 0
2025-11-10 31,177 7,119 17,977 -10,858 202 0 +202 22,177 12,536 +9,641 0 0
2025-11-04 30,872 7,452 17,161 -9,709 202 0 +202 21,626 12,333 +9,293 0 0
2025-10-28 30,057 6,648 18,640 -11,992 202 0 +202 21,359 10,675 +10,684 0 0
2025-10-21 29,960 7,050 18,640 -11,590 202 0 +202 20,958 10,595 +10,363 0 0
2025-10-14 29,961 7,263 18,640 -11,377 207 0 +207 20,647 10,599 +10,048 0 0
2025-10-07 29,968 8,567 18,639 -10,072 207 0 +207 19,456 10,499 +8,957 0 0
2025-09-23 29,017 8,481 18,639 -10,158 213 0 +213 18,752 9,596 +9,156 0 0
2025-09-16 34,380 8,994 16,268 -7,274 225 864 -639 18,825 11,967 +6,858 0 0
2025-09-09 30,721 9,016 16,268 -7,252 225 696 -471 19,889 13,137 +6,752 0 0
2025-09-02 30,199 9,233 15,868 -6,635 225 610 -385 19,190 13,150 +6,040 0 0
2025-08-26 29,963 9,829 15,666 -5,837 225 610 -385 18,191 12,957 +5,234 0 0
2025-08-19 29,846 9,283 15,654 -6,371 239 484 -245 18,580 12,954 +5,626 0 0
2025-08-12 28,726 9,475 15,648 -6,173 453 754 -301 16,776 11,610 +5,166 0 0
2025-08-05 28,125 9,168 15,641 -6,473 239 906 -667 16,687 10,879 +5,808 0 0
2025-07-29 27,556 8,889 15,633 -6,744 244 0 +244 16,353 10,880 +5,473 0 373
2025-07-22 27,454 9,044 15,326 -6,282 252 0 +252 16,427 11,098 +5,329 0 261
2025-07-15 29,570 10,017 15,326 -5,309 252 0 +252 17,451 12,603 +4,848 0 791
2025-07-08 29,264 10,360 15,326 -4,966 260 0 +260 16,989 12,356 +4,633 0 794
2025-07-01 28,783 9,471 14,946 -5,475 270 0 +270 17,533 11,896 +5,637 0 1,195
2025-06-24 29,615 10,811 14,946 -4,135 270 0 +270 16,918 13,471 +3,447 0 250
2025-06-17 39,976 10,454 14,929 -4,475 292 0 +292 15,246 11,388 +3,858 0 414
2025-06-10 28,715 11,630 14,929 -3,299 292 0 +292 14,748 11,987 +2,761 0 791
2025-06-03 28,832 11,052 14,929 -3,877 292 0 +292 14,604 12,008 +2,596 355 259
2025-05-27 28,810 10,643 14,929 -4,286 292 0 +292 15,021 11,818 +3,203 59 259
2025-05-20 28,253 11,283 14,929 -3,646 292 0 +292 13,690 11,462 +2,228 203 259
2025-05-13 28,212 10,693 14,929 -4,236 292 0 +292 14,233 11,370 +2,863 203 250
2025-05-06 28,764 11,258 15,105 -3,847 504 0 +504 14,467 12,684 +1,783 876 268
2025-04-29 28,602 10,991 14,871 -3,880 256 0 +256 14,716 12,772 +1,944 1,006 274
2025-04-22 27,698 11,545 14,871 -3,326 0 0 +0 14,236 11,890 +2,346 0 291
2025-04-15 28,028 11,720 14,871 -3,151 0 0 +0 14,435 11,646 +2,789 0 674
2025-04-08 27,899 10,969 15,265 -4,296 0 0 +0 14,803 11,226 +3,577 0 698
2025-04-01 28,156 11,893 15,509 -3,616 0 0 +0 14,159 12,231 +1,928 0 0
2025-03-25 30,597 11,361 18,812 -7,451 0 0 +0 16,867 11,309 +5,558 0 0
2025-03-18 42,124 11,596 18,812 -7,216 0 0 +0 20,067 14,607 +5,460 0 0
2025-03-11 32,171 11,110 18,154 -7,044 0 0 +0 19,139 13,379 +5,760 0 0
2025-03-04 30,789 10,925 16,987 -6,062 0 0 +0 17,723 12,849 +4,874 0 0
2025-02-25 29,414 9,623 16,987 -7,364 0 0 +0 17,984 11,552 +6,432 0 0
2025-02-18 29,071 9,044 16,987 -7,943 224 0 +224 18,046 11,219 +6,827 0 0
2025-02-11 29,355 8,831 16,987 -8,156 481 0 +481 18,243 11,508 +6,735 0 0
2025-02-04 30,287 8,091 18,013 -9,922 456 0 +456 19,530 11,389 +8,141 0 0
2025-01-28 29,369 8,829 17,717 -8,888 419 0 +419 18,138 10,984 +7,154 0 0
2025-01-21 29,407 8,980 17,800 -8,820 366 0 +366 18,192 10,888 +7,304 0 0
2025-01-14 28,922 10,024 17,811 -7,787 366 0 +366 16,648 10,307 +6,341 0 0
2025-01-07 29,049 10,084 17,806 -7,722 413 0 +413 16,804 10,378 +6,426 0 0
2024-12-31 28,876 9,645 17,794 -8,149 413 0 +413 17,110 9,942 +7,168 0 0
2024-12-24 29,356 10,242 17,717 -7,475 413 0 +413 16,311 9,966 +6,345 0 368
2024-12-17 35,978 10,213 17,461 -7,248 1,258 0 +1,258 18,252 12,638 +5,614 0 336
2024-12-10 31,721 10,931 17,449 -6,518 1,049 0 +1,049 17,829 12,855 +4,974 0 336
2024-12-03 32,151 11,852 17,449 -5,597 1,049 0 +1,049 17,590 13,404 +4,186 0 336
2024-11-26 32,527 11,275 17,449 -6,174 1,041 207 +834 18,053 13,724 +4,329 0 336
2024-11-19 32,596 11,417 17,449 -6,032 1,041 0 +1,041 18,252 13,526 +4,726 0 726
2024-11-12 32,095 11,199 17,449 -6,250 1,039 0 +1,039 17,669 13,467 +4,202 0 471
2024-11-05 30,829 11,536 16,195 -4,659 2,194 0 +2,194 14,958 13,428 +1,530 0 404
2024-10-29 30,542 11,690 16,728 -5,038 1,079 0 +1,079 15,471 12,699 +2,772 0 404
2024-10-22 30,335 11,676 16,799 -5,123 1,357 0 +1,357 15,208 12,733 +2,475 0 0
2024-10-15 30,343 11,715 16,799 -5,084 1,137 0 +1,137 15,147 12,733 +2,414 228 0
2024-10-08 30,633 12,002 16,799 -4,797 1,384 0 +1,384 15,195 12,510 +2,685 0 525
2024-10-01 29,901 11,979 16,466 -4,487 1,121 0 +1,121 14,458 12,156 +2,302 0 543
2024-09-24 29,650 12,262 16,466 -4,204 1,102 0 +1,102 14,258 12,397 +1,861 0 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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