SOFR 1个月 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	1,153,096	88,293	41,982	+46,311	113,406	393,670	-280,264	488,764	252,152	+236,612	381	3,075
2026-04-28	1,413,565	112,622	43,286	+69,336	180,628	446,849	-266,221	504,597	317,720	+186,877	12,717	2,695
2026-04-21	1,351,248	106,812	42,079	+64,733	175,688	411,954	-236,266	463,792	302,125	+161,667	12,493	2,664
2026-04-14	1,304,311	115,999	28,498	+87,501	172,038	418,222	-246,184	446,852	297,257	+149,595	12,753	3,741
2026-04-07	1,302,700	124,551	29,407	+95,144	161,177	396,812	-235,635	436,132	305,728	+130,404	12,762	2,744
2026-03-31	1,645,019	127,221	31,450	+95,771	201,586	491,435	-289,849	521,528	336,275	+185,253	11,681	2,852
2026-03-24	1,546,170	151,861	30,709	+121,152	141,078	574,505	-433,427	543,509	239,959	+303,550	11,631	2,815
2026-03-17	1,467,622	89,321	31,756	+57,565	188,023	595,342	-407,319	540,939	198,520	+342,419	9,294	2,074
2026-03-10	1,368,395	78,096	32,028	+46,068	172,841	555,903	-383,062	514,066	179,921	+334,145	4,677	1,821
2026-03-03	1,279,205	101,473	31,002	+70,471	205,373	592,855	-387,482	431,066	116,995	+314,071	4,911	1,787
2026-02-24	1,667,552	70,431	34,437	+35,994	296,469	711,900	-415,431	532,081	152,645	+379,436	4,431	4,559
2026-02-17	1,390,408	66,364	17,463	+48,901	178,389	444,417	-266,028	354,548	139,174	+215,374	4,431	2,655
2026-02-10	1,300,136	83,792	16,897	+66,895	131,648	394,532	-262,884	338,784	144,638	+194,146	4,434	2,515
2026-02-03	1,216,204	77,941	15,843	+62,098	145,705	389,428	-243,723	328,604	144,651	+183,953	296	2,502
2026-01-27	1,630,069	113,357	16,865	+96,492	212,549	677,063	-464,514	476,679	105,854	+370,825	1,246	3,960
2026-01-20	1,527,729	68,744	14,025	+54,719	187,997	667,605	-479,608	505,758	79,623	+426,135	2,693	3,849
2026-01-13	1,451,055	93,388	13,579	+79,809	160,057	718,648	-558,591	545,681	66,130	+479,551	2,336	3,438
2026-01-06	1,422,845	99,813	14,219	+85,594	188,012	769,503	-581,491	572,387	76,016	+496,371	2,923	3,403
2025-12-30	1,802,731	109,216	16,141	+93,075	308,079	939,594	-631,515	682,230	140,540	+541,690	3,198	3,370
2025-12-23	1,777,910	107,270	15,599	+91,671	319,839	897,356	-577,517	654,130	159,769	+494,361	3,398	8,466
2025-12-16	1,764,216	115,784	15,200	+100,584	344,716	958,358	-613,642	660,344	140,938	+519,406	3,232	8,430
2025-12-09	1,605,525	82,324	14,611	+67,713	269,916	792,573	-522,657	632,955	173,897	+459,058	3,343	6,192
2025-12-02	1,512,704	38,614	15,986	+22,628	324,434	755,553	-431,119	585,617	171,727	+413,890	590	6,187
2025-11-25	1,808,862	59,233	18,130	+41,103	326,664	819,331	-492,667	675,162	223,198	+451,964	869	1,544
2025-11-18	1,485,101	39,033	12,614	+26,419	170,441	619,761	-449,320	600,771	177,384	+423,387	1,743	824
2025-11-10	1,441,887	27,413	12,854	+14,559	165,667	598,062	-432,395	582,287	164,632	+417,655	1,140	819
2025-11-04	1,477,162	23,372	15,087	+8,285	166,729	586,284	-419,555	574,402	163,129	+411,273	715	816
2025-10-28	1,794,306	22,573	18,117	+4,456	316,821	733,983	-417,162	674,839	262,001	+412,838	742	2,672
2025-10-21	1,685,543	4,284	23,272	-18,988	209,396	671,828	-462,432	714,804	252,391	+462,413	21,871	2,659
2025-10-14	1,700,565	39,885	17,252	+22,633	207,620	706,208	-498,588	701,386	254,446	+446,940	18,631	2,586

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)

📈 SOFR 1个月 COT持仓

Asset Manager 持仓走势

历史数据