2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	112,925	64,750	11,833	+52,917	7,544	29,339	-21,795	2,197	12,195	-9,998	1,546	22,667
2026-04-28	116,819	64,750	11,515	+53,235	10,632	30,099	-19,467	3,182	12,195	-9,013	1,546	26,297
2026-04-21	116,190	64,750	11,722	+53,028	10,313	28,948	-18,635	2,382	12,195	-9,813	1,297	25,873
2026-04-14	105,974	57,250	11,607	+45,643	9,425	32,185	-22,760	3,742	4,695	-953	1,297	23,223
2026-04-07	110,353	57,250	11,582	+45,668	12,885	31,505	-18,620	3,417	4,695	-1,278	1,207	26,973
2026-03-31	113,852	57,250	11,849	+45,401	14,366	30,609	-16,243	3,417	4,695	-1,278	1,207	29,083
2026-03-24	120,061	64,750	13,285	+51,465	22,144	53,275	-31,131	1,380	144	+1,236	1,540	23,108
2026-03-17	121,964	64,750	12,535	+52,215	19,730	42,751	-23,021	1,380	10,144	-8,764	1,557	21,983
2026-03-10	115,828	64,750	8,394	+56,356	22,804	50,393	-27,589	640	100	+540	1,426	30,713
2026-03-03	105,141	57,250	7,974	+49,276	18,668	44,233	-25,565	900	100	+800	1,321	25,812
2026-02-24	98,712	57,250	7,148	+50,102	19,047	47,488	-28,441	900	4,650	-3,750	1,321	19,212
2026-02-17	84,455	42,250	6,974	+35,276	19,078	33,348	-14,270	1,180	4,850	-3,670	1,321	18,637
2026-02-10	90,102	42,250	6,730	+35,520	19,810	34,809	-14,999	1,180	4,950	-3,770	1,321	18,052
2026-02-03	91,375	42,250	5,620	+36,630	20,786	35,066	-14,280	1,180	5,150	-3,970	2,027	20,387
2026-01-27	90,750	42,250	4,993	+37,257	21,176	36,303	-15,127	1,180	5,150	-3,970	2,447	20,587
2026-01-20	92,667	42,250	7,754	+34,496	24,304	39,395	-15,091	1,800	5,150	-3,350	2,447	18,467
2026-01-13	92,078	42,250	7,749	+34,501	24,088	40,197	-16,109	1,800	5,150	-3,350	3,230	18,237
2026-01-06	90,475	42,250	7,057	+35,193	22,776	39,903	-17,127	1,690	5,150	-3,460	3,190	17,761
2025-12-30	89,890	42,250	7,057	+35,193	22,309	28,546	-6,237	1,690	5,150	-3,460	3,190	17,261
2025-12-23	92,324	42,250	7,057	+35,193	24,776	42,730	-17,954	1,690	5,150	-3,460	3,190	16,944
2025-12-16	91,133	42,250	6,344	+35,906	24,957	43,862	-18,905	1,650	5,150	-3,500	3,379	16,855
2025-12-09	97,400	42,250	5,726	+36,524	25,411	42,400	-16,989	1,650	5,150	-3,500	2,764	18,795
2025-12-02	91,186	0	5,719	-5,719	24,555	40,252	-15,697	675	5,150	-4,475	44,784	18,889
2025-11-25	78,155	0	5,719	-5,719	24,195	19,042	+5,153	675	5,150	-4,475	22,534	17,489
2025-11-18	80,124	0	5,374	-5,374	25,721	19,563	+6,158	450	5,250	-4,800	22,534	18,524
2025-11-10	79,984	0	4,433	-4,433	25,712	19,668	+6,044	450	5,350	-4,900	22,632	19,349
2025-11-04	80,215	0	3,729	-3,729	26,350	20,685	+5,665	450	5,450	-5,000	22,632	19,574
2025-10-28	82,852	0	6,765	-6,765	25,446	16,651	+8,795	450	5,650	-5,200	22,632	19,458
2025-10-21	80,987	0	6,759	-6,759	28,405	17,010	+11,395	350	5,750	-5,400	22,579	21,811
2025-10-14	70,401	0	6,769	-6,769	19,921	13,505	+6,416	350	5,750	-5,400	24,175	18,418

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)

📈 2年SOFR互换 COT持仓

Asset Manager 持仓走势

历史数据