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	445,456	140,547	155,516	-14,969	83,727	139,972	-56,245	128,098	60,958	+67,140	11,199	8,780
2026-04-28	426,827	148,867	129,108	+19,759	69,589	135,839	-66,250	131,980	80,590	+51,390	1,703	8,667
2026-04-21	426,652	143,462	128,687	+14,775	82,423	139,453	-57,030	118,630	72,927	+45,703	2,130	8,954
2026-04-14	417,559	147,225	129,403	+17,822	72,389	123,616	-51,227	117,369	81,459	+35,910	2,145	6,786
2026-04-07	411,725	137,108	131,047	+6,061	71,598	108,364	-36,766	117,614	84,276	+33,338	3,228	7,499
2026-03-31	414,456	144,728	129,570	+15,158	68,065	107,537	-39,472	114,519	88,363	+26,156	3,034	7,126
2026-03-24	422,903	149,284	116,857	+32,427	85,058	134,753	-49,695	98,483	82,794	+15,689	4,571	3,825
2026-03-17	504,533	160,399	116,147	+44,252	74,901	128,822	-53,921	104,490	91,836	+12,654	2,033	6,683
2026-03-10	425,956	160,627	115,956	+44,671	83,372	126,917	-43,545	84,547	89,573	-5,026	2,584	5,769
2026-03-03	419,069	176,192	116,317	+59,875	76,449	113,448	-36,999	72,560	97,196	-24,636	2,863	7,728
2026-02-24	411,611	170,820	114,698	+56,122	71,652	108,570	-36,918	80,518	102,955	-22,437	3,104	11,711
2026-02-17	410,023	167,922	111,768	+56,154	73,350	100,258	-26,908	70,689	106,845	-36,156	2,856	10,380
2026-02-10	427,126	164,510	114,072	+50,438	76,901	106,888	-29,987	66,702	104,138	-37,436	13,317	10,803
2026-02-03	427,897	161,109	116,197	+44,912	75,936	113,429	-37,493	74,147	99,430	-25,283	14,542	11,278
2026-01-27	435,907	158,781	127,529	+31,252	96,875	113,222	-16,347	64,863	96,429	-31,566	12,192	9,459
2026-01-20	431,866	154,910	125,145	+29,765	91,574	101,035	-9,461	66,047	97,788	-31,741	11,433	10,761
2026-01-13	412,953	155,683	125,841	+29,842	74,932	87,013	-12,081	66,344	99,298	-32,954	12,643	10,167
2026-01-06	408,126	161,499	124,177	+37,322	71,002	85,783	-14,781	71,659	100,646	-28,987	3,267	10,424
2025-12-30	401,426	163,277	122,944	+40,333	66,586	93,665	-27,079	75,313	98,028	-22,715	3,864	11,224
2025-12-23	402,230	165,333	125,253	+40,080	74,257	95,902	-21,645	68,739	98,829	-30,090	4,989	10,722
2025-12-16	522,365	167,805	132,994	+34,811	60,159	101,731	-41,572	70,561	77,703	-7,142	4,710	10,798
2025-12-09	434,295	161,852	134,491	+27,361	61,404	108,137	-46,733	84,078	67,364	+16,714	2,402	11,277
2025-12-02	398,933	158,659	132,277	+26,382	54,010	107,335	-53,325	85,575	59,011	+26,564	2,021	10,987
2025-11-25	387,018	152,230	132,178	+20,052	49,488	105,783	-56,295	83,424	51,789	+31,635	1,932	6,367
2025-11-18	415,810	154,819	132,062	+22,757	44,647	134,470	-89,823	105,068	45,262	+59,806	2,436	7,138
2025-11-10	412,463	149,664	131,997	+17,667	41,323	120,971	-79,648	110,948	55,475	+55,473	2,589	6,683
2025-11-04	415,384	149,650	141,008	+8,642	41,446	120,379	-78,933	117,359	50,459	+66,900	2,928	7,180
2025-10-28	404,885	154,195	142,150	+12,045	40,026	108,820	-68,794	100,623	52,069	+48,554	2,753	6,959
2025-10-21	402,965	151,032	139,724	+11,308	36,454	98,757	-62,303	102,668	54,452	+48,216	2,466	6,539
2025-10-14	402,124	151,577	141,439	+10,138	33,138	102,146	-69,008	110,033	54,662	+55,371	3,673	7,119

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