10年SOFR互换 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	229,606	13,691	7,791	+5,900	8,170	132,175	-124,005	28,642	8,067	+20,575	118,180	20,628
2026-04-28	233,124	26,831	7,763	+19,068	8,370	158,084	-149,714	28,173	6,027	+22,146	120,856	12,338
2026-04-21	232,748	26,831	5,661	+21,170	8,399	161,701	-153,302	27,789	7,795	+19,994	120,986	8,830
2026-04-14	230,890	26,831	5,661	+21,170	8,270	158,569	-150,299	27,730	8,970	+18,760	119,216	8,830
2026-04-07	229,399	26,831	5,661	+21,170	8,089	156,160	-148,071	29,230	11,438	+17,792	117,956	8,830
2026-03-31	228,342	26,831	5,661	+21,170	8,009	155,225	-147,216	29,230	11,467	+17,763	117,131	8,830
2026-03-24	221,724	26,848	4,681	+22,167	6,270	159,512	-153,242	28,584	785	+27,799	112,241	8,947
2026-03-17	223,738	26,702	4,681	+22,021	6,270	156,251	-149,981	26,475	2,475	+24,000	112,975	8,997
2026-03-10	219,823	23,647	4,059	+19,588	6,500	154,101	-147,601	26,985	267	+26,718	110,925	9,604
2026-03-03	217,015	23,664	3,069	+20,595	6,365	146,781	-140,416	26,807	5,720	+21,087	108,356	9,604
2026-02-24	200,379	13,664	2,665	+10,999	8,392	135,049	-126,657	26,807	2,884	+23,923	101,356	9,604
2026-02-17	195,147	8,654	2,665	+5,989	6,338	129,665	-123,327	26,689	1,036	+25,653	101,306	9,604
2026-02-10	195,223	8,654	2,665	+5,989	7,335	129,665	-122,330	26,396	1,059	+25,337	100,626	9,604
2026-02-03	177,530	8,654	1,345	+7,309	7,435	113,952	-106,517	26,276	1,059	+25,217	83,118	9,109
2026-01-27	176,756	8,570	1,345	+7,225	7,595	113,178	-105,583	26,276	1,059	+25,217	82,241	9,109
2026-01-20	176,287	8,570	1,345	+7,225	7,595	112,833	-105,238	26,376	659	+25,717	81,406	9,109
2026-01-13	177,519	8,570	1,345	+7,225	7,107	112,667	-105,560	26,376	642	+25,734	81,711	9,109
2026-01-06	176,002	8,570	1,345	+7,225	7,075	110,602	-103,527	26,376	690	+25,686	79,726	9,109
2025-12-30	175,782	8,570	1,345	+7,225	7,075	110,384	-103,309	26,376	688	+25,688	79,506	9,109
2025-12-23	195,532	8,570	1,345	+7,225	7,075	130,134	-123,059	26,376	688	+25,688	99,256	9,109
2025-12-16	196,851	8,570	1,345	+7,225	7,075	131,021	-123,946	28,841	688	+28,153	97,682	9,109
2025-12-09	285,753	8,575	945	+7,630	7,220	132,573	-125,353	28,841	1,058	+27,783	99,054	9,109
2025-12-02	195,975	68	945	-877	7,325	132,668	-125,343	28,981	1,142	+27,839	107,495	9,109
2025-11-25	201,091	68	945	-877	7,345	137,787	-130,442	28,981	1,142	+27,839	112,605	9,120
2025-11-18	199,654	68	945	-877	7,293	136,400	-129,107	29,091	1,142	+27,949	111,110	9,070
2025-11-10	194,430	68	345	-277	7,293	131,176	-123,883	29,091	1,142	+27,949	105,886	9,670
2025-11-04	194,120	68	0	+68	7,293	130,816	-123,523	29,111	1,527	+27,584	105,556	9,670
2025-10-28	162,150	68	0	+68	7,253	98,862	-91,609	29,111	1,511	+27,600	73,626	9,670
2025-10-21	160,899	68	0	+68	7,253	97,183	-89,930	29,026	1,644	+27,382	72,460	9,975
2025-10-14	160,141	68	0	+68	7,336	96,291	-88,955	29,026	1,714	+27,312	71,555	9,955

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)

📈 10年SOFR互换 COT持仓

Asset Manager 持仓走势

历史数据