微型罗素2000 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	38,627	7,429	0	+7,429	10,187	16,483	-6,296	7,623	10,774	-3,151	0	622
2026-04-28	35,086	7,399	0	+7,399	16,942	13,879	+3,063	1,826	10,619	-8,793	0	622
2026-04-21	37,664	6,940	0	+6,940	21,704	9,108	+12,596	1,021	10,034	-9,013	0	622
2026-04-14	30,737	7,440	0	+7,440	14,659	6,020	+8,639	1,006	5,265	-4,259	0	0
2026-04-07	26,631	7,566	0	+7,566	8,396	6,600	+1,796	2,499	2,172	+327	0	0
2026-03-31	25,548	7,316	0	+7,316	6,394	8,632	-2,238	3,554	1,534	+2,020	0	0
2026-03-24	22,682	8,076	0	+8,076	3,864	7,673	-3,809	3,264	0	+3,264	0	0
2026-03-17	42,742	9,131	0	+9,131	4,355	10,871	-6,516	16,912	545	+16,367	702	400
2026-03-10	36,725	9,070	0	+9,070	6,227	5,332	+895	10,059	545	+9,514	702	0
2026-03-03	34,460	8,856	0	+8,856	5,559	4,716	+843	8,747	542	+8,205	952	248
2026-02-24	33,977	8,575	0	+8,575	5,305	3,535	+1,770	8,748	542	+8,206	952	0
2026-02-17	35,617	9,110	0	+9,110	9,324	2,921	+6,403	5,851	539	+5,312	1,192	0
2026-02-10	35,263	8,243	0	+8,243	11,826	2,726	+9,100	4,512	816	+3,696	918	226
2026-02-03	31,667	7,657	0	+7,657	6,889	2,689	+4,200	5,142	905	+4,237	1,278	226
2026-01-27	27,660	7,931	0	+7,931	4,297	4,425	-128	3,100	564	+2,536	940	0
2026-01-20	23,677	7,378	0	+7,378	2,828	2,953	-125	3,138	254	+2,884	460	275
2026-01-13	23,106	7,303	360	+6,943	2,626	2,657	-31	3,311	0	+3,311	650	1,150
2026-01-06	22,658	7,291	440	+6,851	3,800	1,707	+2,093	2,660	0	+2,660	240	235
2025-12-16	57,980	7,834	0	+7,834	24,629	7,490	+17,139	5,424	12,371	-6,947	200	0
2025-12-09	37,414	7,405	0	+7,405	16,018	11,167	+4,851	5,498	6,482	-984	650	1,016
2025-12-02	37,290	7,434	0	+7,434	14,875	11,389	+3,486	6,116	9,456	-3,340	500	581
2025-11-25	34,452	7,154	0	+7,154	13,485	9,317	+4,168	5,342	8,545	-3,203	0	378
2025-11-18	31,450	6,957	0	+6,957	7,791	13,256	-5,465	4,645	5,902	-1,257	934	0
2025-11-10	25,464	7,172	0	+7,172	5,232	13,535	-8,303	3,121	1,116	+2,005	0	0
2025-11-04	26,836	6,972	0	+6,972	5,872	15,873	-10,001	3,399	0	+3,399	285	0
2025-10-28	23,686	6,934	0	+6,934	4,236	8,937	-4,701	2,042	1,408	+634	640	645
2025-10-21	20,797	7,197	0	+7,197	2,432	7,308	-4,876	1,813	654	+1,159	230	250
2025-10-14	21,996	6,493	0	+6,493	2,667	8,674	-6,007	4,851	0	+4,851	0	520
2025-10-07	25,561	7,010	0	+7,010	4,087	10,936	-6,849	5,285	0	+5,285	0	0
2025-09-30	17,327	1,240	0	+1,240	4,532	3,271	+1,261	2,215	0	+2,215	0	817

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)

📈 微型罗素2000 COT持仓

Asset Manager 持仓走势

历史数据