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📈 10年SOFR互换 COT持仓

10Y ERIS SOFR Swap · 核心指标: Asset Manager净多头
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报告日期
2026-06-23
每周五更新 (周二发布)
未平仓合约 OI
276,764
-3,493 周变化
AM净多头
+9,051
-70 周变化
AM 多头
18,278
空头 9,227
Lev.Money净多
-131,353
Dealer净多
+8,399

Asset Manager 持仓走势

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
2026-06-23 276,764 18,278 9,227 +9,051 7,662 139,015 -131,353 26,176 17,777 +8,399 151,441 37,510
2026-06-16 280,257 18,178 9,057 +9,121 7,535 143,517 -135,982 26,935 17,312 +9,623 153,576 36,310
2026-06-09 257,039 18,157 9,021 +9,136 7,235 136,968 -129,733 28,375 10,683 +17,692 138,857 35,930
2026-06-02 246,650 15,467 8,291 +7,176 7,270 133,262 -125,992 27,185 10,266 +16,919 54,176 9,610
2026-05-26 231,346 17,657 8,986 +8,671 6,770 123,660 -116,890 34,195 10,648 +23,547 114,324 29,630
2026-05-19 219,677 15,106 8,051 +7,055 6,570 118,826 -112,256 31,970 8,197 +23,773 106,023 24,573
2026-05-12 228,975 13,541 8,051 +5,490 8,170 129,186 -121,016 28,427 8,066 +20,361 117,915 22,728
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
2025-10-07 160,040 68 0 +68 7,368 96,190 -88,822 29,026 1,714 +27,312 71,442 9,975
2025-09-30 159,046 68 0 +68 7,418 95,291 -87,873 29,026 1,674 +27,352 70,442 9,960
2025-09-23 168,342 68 0 +68 7,463 104,300 -96,837 29,026 1,714 +27,312 79,693 10,227
2025-09-16 160,160 68 0 +68 7,453 96,757 -89,304 33,447 1,714 +31,733 67,714 10,202
2025-09-09 156,794 68 0 +68 7,205 100,727 -93,522 35,265 602 +34,663 68,940 10,142
2025-09-02 169,452 68 0 +68 7,340 101,673 -94,333 33,067 10,780 +22,287 81,910 9,908
2025-08-26 164,078 68 0 +68 7,375 93,548 -86,173 33,067 13,780 +19,287 76,745 9,923
2025-08-19 163,008 358 0 +358 6,685 89,223 -82,538 33,067 16,780 +16,287 76,005 10,088
2025-08-12 151,890 308 0 +308 6,655 88,442 -81,787 33,067 6,506 +26,561 65,120 10,178
2025-08-05 150,737 308 0 +308 6,675 87,890 -81,215 32,767 5,806 +26,961 64,168 10,198
2025-07-29 141,602 408 0 +408 6,600 77,679 -71,079 32,767 5,536 +27,231 54,663 2,909
2025-07-22 141,190 408 0 +408 6,600 77,779 -71,179 32,767 5,536 +27,231 54,493 2,649
2025-07-15 138,736 408 0 +408 5,270 75,467 -70,197 32,767 5,566 +27,201 53,543 10,939
2025-07-08 133,270 308 0 +308 5,270 75,155 -69,885 27,967 4,545 +23,422 52,328 6,129
2025-07-01 132,740 308 0 +308 5,270 80,925 -75,655 28,719 297 +28,422 52,018 5,049
2025-06-24 185,460 308 0 +308 5,200 91,554 -86,354 5,774 35,404 -29,630 120,544 4,823
2025-06-17 187,796 308 0 +308 5,200 89,524 -84,324 5,592 38,422 -32,830 121,594 4,723
2025-06-10 127,484 305 0 +305 5,200 74,312 -69,112 17,442 300 +17,142 56,217 4,518
2025-06-03 129,457 315 0 +315 5,901 76,567 -70,666 19,562 300 +19,262 55,981 4,868
2025-05-27 175,731 365 0 +365 5,901 96,467 -90,566 5,852 28,410 -22,558 117,419 3,638
2025-05-20 173,999 365 0 +365 5,951 93,477 -87,526 5,852 31,660 -25,808 115,629 2,638
2025-05-13 117,923 365 0 +365 5,951 68,200 -62,249 13,017 4,632 +8,385 56,159 2,638
2025-05-06 119,603 365 0 +365 6,251 69,628 -63,377 12,467 4,562 +7,905 58,089 2,960
2025-04-29 117,024 365 0 +365 6,291 67,119 -60,828 12,447 4,562 +7,885 55,490 2,890
2025-04-22 118,274 365 0 +365 6,241 68,561 -62,320 12,447 4,522 +7,925 56,790 2,738
2025-04-15 117,472 365 0 +365 6,166 67,731 -61,565 12,447 4,522 +7,925 56,063 2,766
2025-04-08 117,812 365 0 +365 6,566 68,042 -61,476 12,627 4,522 +8,105 55,823 2,776
2025-04-01 117,084 365 0 +365 6,386 67,463 -61,077 12,627 4,572 +8,055 55,275 2,586
2025-03-25 117,841 365 0 +365 6,403 68,325 -61,922 12,627 4,572 +8,055 56,015 2,481
2025-03-18 115,410 365 0 +365 6,381 65,185 -58,804 9,534 4,572 +4,962 55,465 1,956
2025-03-11 113,573 365 0 +365 6,691 63,388 -56,697 9,864 4,547 +5,317 52,998 1,946
2025-03-04 114,711 355 0 +355 6,671 64,396 -57,725 9,884 4,547 +5,337 53,971 1,906
2025-02-25 106,536 360 0 +360 6,406 56,912 -50,506 9,319 4,547 +4,772 46,831 1,436
2025-02-18 102,598 360 0 +360 6,406 53,103 -46,697 9,099 4,417 +4,682 43,113 1,426
2025-02-11 102,673 360 0 +360 6,506 52,683 -46,177 9,099 4,417 +4,682 43,088 1,921
2025-02-04 104,195 360 0 +360 6,441 54,297 -47,856 9,789 4,417 +5,372 43,985 1,840
2025-01-28 101,625 360 0 +360 6,416 51,727 -45,311 9,789 4,417 +5,372 41,440 1,840
2025-01-21 98,290 360 0 +360 6,316 48,239 -41,923 9,414 4,417 +4,997 38,580 1,993
2025-01-14 96,920 360 0 +360 6,426 46,890 -40,464 10,054 4,417 +5,637 36,510 2,023
2025-01-07 100,754 360 0 +360 6,449 50,823 -44,374 11,319 4,417 +6,902 39,056 1,924
2024-12-31 101,046 310 0 +310 6,249 51,115 -44,866 11,319 4,417 +6,902 39,598 1,924
2024-12-24 134,196 310 0 +310 6,249 84,275 -78,026 5,319 4,417 +902 78,748 1,914
2024-12-17 136,575 310 0 +310 6,425 86,056 -79,631 4,201 3,294 +907 79,828 1,874
2024-12-10 135,123 308 0 +308 6,545 85,108 -78,563 4,201 3,294 +907 78,683 1,324
2024-12-03 131,263 308 0 +308 6,518 81,246 -74,728 6,363 3,294 +3,069 72,689 1,307
2024-11-26 129,324 308 0 +308 6,518 79,341 -72,823 6,363 3,294 +3,069 70,739 1,282
2024-11-19 129,624 308 0 +308 6,518 79,666 -73,148 6,363 3,294 +3,069 71,039 1,257
2024-11-12 127,962 308 0 +308 6,518 78,019 -71,501 6,363 3,294 +3,069 69,377 1,247
2024-11-05 128,664 308 0 +308 6,623 76,469 -69,846 6,363 3,294 +3,069 67,711 1,228
2024-10-29 130,744 308 0 +308 6,683 78,645 -71,962 8,163 3,294 +4,869 67,986 1,188
2024-10-22 136,144 308 0 +308 6,683 84,045 -77,362 8,913 3,294 +5,619 72,636 1,186
2024-10-15 130,443 308 0 +308 6,724 78,029 -71,305 8,913 3,294 +5,619 66,894 1,501
2024-10-08 131,788 308 0 +308 6,890 79,589 -72,699 9,413 3,294 +6,119 67,739 1,462
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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