SOFR 3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	24,004,678	1,384,632	1,267,542	+117,090	933,903	2,587,006	-1,653,103	3,248,690	1,811,889	+1,436,801	285,924	184,516
2026-04-28	22,893,100	1,427,691	1,041,522	+386,169	998,306	2,243,769	-1,245,463	2,869,450	2,034,279	+835,171	240,341	216,962
2026-04-21	22,382,952	1,422,558	932,624	+489,934	960,109	2,200,646	-1,240,537	2,894,210	2,211,029	+683,181	245,675	179,746
2026-04-14	22,209,160	1,275,402	935,840	+339,562	1,011,266	2,106,929	-1,095,663	2,937,950	2,258,241	+679,709	253,567	178,164
2026-04-07	24,003,599	1,288,810	993,834	+294,976	1,112,375	2,072,740	-960,365	2,846,844	2,265,899	+580,945	258,943	175,760
2026-03-31	23,773,834	1,299,299	903,087	+396,212	1,062,683	2,014,710	-952,027	2,841,858	2,375,307	+466,551	259,068	172,499
2026-03-24	24,049,195	1,270,032	959,014	+311,018	1,174,678	2,225,758	-1,051,080	2,789,297	2,125,156	+664,141	246,482	172,493
2026-03-17	23,735,349	1,059,528	1,046,419	+13,109	1,277,472	2,457,633	-1,180,161	3,197,273	2,126,826	+1,070,447	290,563	192,095
2026-03-10	23,839,305	1,044,097	930,396	+113,701	1,019,814	2,364,989	-1,345,175	3,082,779	1,864,476	+1,218,303	291,856	277,574
2026-03-03	23,481,436	1,038,957	801,221	+237,736	988,723	2,534,235	-1,545,512	3,021,834	1,728,720	+1,293,114	263,719	260,232
2026-02-24	22,635,590	986,815	836,285	+150,530	1,005,154	2,495,645	-1,490,491	3,312,510	1,944,764	+1,367,746	226,499	256,941
2026-02-17	22,013,582	1,000,023	892,278	+107,745	946,853	2,462,307	-1,515,454	3,401,235	1,970,938	+1,430,297	226,269	250,617
2026-02-10	21,791,175	932,038	995,484	-63,446	1,187,376	2,376,327	-1,188,951	3,399,612	2,105,042	+1,294,570	200,944	245,148
2026-02-03	21,372,452	874,202	1,163,470	-289,268	1,149,760	2,203,112	-1,053,352	3,439,663	2,077,876	+1,361,787	214,072	233,798
2026-01-27	20,275,487	916,631	911,609	+5,022	1,239,827	2,311,852	-1,072,025	3,139,579	2,043,320	+1,096,259	201,986	232,116
2026-01-20	19,665,515	947,011	764,816	+182,195	1,235,588	2,315,600	-1,080,012	3,039,425	2,125,211	+914,214	200,744	216,578
2026-01-13	19,049,942	1,062,022	594,511	+467,511	1,256,386	2,315,252	-1,058,866	2,762,920	2,150,512	+612,408	196,174	219,204
2026-01-06	18,340,866	1,175,454	568,078	+607,376	1,218,181	2,062,595	-844,414	2,657,839	2,377,244	+280,595	158,484	202,468
2025-12-30	18,006,519	1,175,565	513,211	+662,354	1,229,211	1,928,341	-699,130	2,472,164	2,376,754	+95,410	142,629	199,181
2025-12-23	18,091,898	1,178,999	518,737	+660,262	1,316,678	1,830,449	-513,771	2,372,359	2,466,291	-93,932	142,330	196,195
2025-12-16	19,271,518	985,074	563,743	+421,331	1,554,466	2,085,998	-531,532	2,912,892	2,709,148	+203,744	132,990	227,235
2025-12-09	22,170,907	1,181,792	635,901	+545,891	1,431,114	2,286,316	-855,202	2,815,485	2,405,180	+410,305	130,157	231,042
2025-12-02	21,861,607	1,329,825	477,962	+851,863	1,383,953	2,263,713	-879,760	2,536,912	2,422,071	+114,841	147,892	234,867
2025-11-25	21,947,669	1,373,104	455,551	+917,553	1,278,698	2,388,018	-1,109,320	2,658,390	2,371,990	+286,400	135,196	235,771
2025-11-18	21,394,020	1,309,209	419,249	+889,960	1,102,336	2,446,427	-1,344,091	2,736,213	2,193,034	+543,179	134,231	225,311
2025-11-10	21,472,116	1,292,034	460,413	+831,621	1,063,375	2,228,322	-1,164,947	2,547,800	2,117,723	+430,077	126,293	226,456
2025-11-04	20,922,136	1,301,951	436,475	+865,476	955,964	2,174,659	-1,218,695	2,534,266	2,090,831	+443,435	135,121	224,537
2025-10-28	20,591,071	1,336,440	380,645	+955,795	1,159,129	2,084,987	-925,858	2,253,427	2,189,079	+64,348	118,564	216,857
2025-10-21	20,581,542	1,392,518	524,836	+867,682	1,138,780	2,096,889	-958,109	2,232,845	2,088,599	+144,246	170,006	226,119
2025-10-14	20,332,347	1,239,492	629,312	+610,180	1,128,032	1,962,320	-834,288	2,288,971	2,007,225	+281,746	168,665	226,692

📈 SOFR 3个月 COT持仓

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历史数据