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📈 2年SOFR互换 COT持仓

2Y 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
116,869
+3,299 周变化
AM净多头
+47,598
+1,952 周变化
AM 多头
57,250
空头 9,652
Lev.Money净多
-22,027
Dealer净多
-3,794

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
2026-06-23 116,869 57,250 9,652 +47,598 12,015 34,042 -22,027 3,565 7,359 -3,794 1,068 22,807
2026-06-16 113,570 57,250 11,604 +45,646 12,501 33,942 -21,441 1,995 7,449 -5,454 1,068 19,795
2026-06-09 120,117 64,750 11,203 +53,547 14,071 29,369 -15,298 1,540 14,454 -12,914 1,475 26,806
2026-06-02 113,217 35,000 900 +34,100 11,267 22,309 -11,042 1,017 12,194 -11,177 70 18,590
2026-05-26 112,520 64,750 9,480 +55,270 10,618 30,096 -19,478 778 12,195 -11,417 1,150 25,521
2026-05-19 113,584 64,750 10,991 +53,759 9,141 29,431 -20,290 1,728 12,195 -10,467 1,345 24,343
2026-05-12 111,851 64,750 11,095 +53,655 7,333 29,825 -22,492 2,107 12,195 -10,088 1,546 22,617
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
2025-10-07 75,092 0 6,769 -6,769 19,530 11,886 +7,644 350 5,750 -5,400 23,947 19,418
2025-09-30 77,199 0 6,790 -6,790 20,256 12,367 +7,889 350 5,750 -5,400 24,023 19,718
2025-09-23 76,206 0 5,529 -5,529 19,160 14,224 +4,936 350 6,050 -5,700 23,976 17,679
2025-09-16 74,803 0 5,392 -5,392 16,156 13,827 +2,329 1,500 6,050 -4,550 23,926 16,309
2025-09-09 71,143 0 5,285 -5,285 19,104 10,636 +8,468 750 6,050 -5,300 23,736 21,615
2025-09-02 64,636 0 4,018 -4,018 18,299 10,296 +8,003 750 1,950 -1,200 18,574 21,361
2025-08-26 64,561 0 3,753 -3,753 18,234 10,143 +8,091 750 1,950 -1,200 18,574 21,708
2025-08-19 63,097 65 3,601 -3,536 16,770 9,526 +7,244 750 1,950 -1,200 18,509 21,013
2025-08-12 62,359 65 3,414 -3,349 16,483 10,383 +6,100 750 1,850 -1,100 18,069 19,705
2025-08-05 62,339 65 3,414 -3,349 16,100 10,442 +5,658 800 1,750 -950 18,382 19,226
2025-07-29 55,775 65 2,760 -2,695 8,060 12,033 -3,973 800 1,650 -850 21,261 13,738
2025-07-22 54,971 65 2,474 -2,409 6,118 15,846 -9,728 800 1,350 -550 22,761 10,069
2025-07-15 54,615 65 1,557 -1,492 6,683 15,392 -8,709 800 1,150 -350 21,261 10,705
2025-07-08 53,368 65 1,490 -1,425 7,985 16,603 -8,618 800 1,250 -450 21,252 10,700
2025-07-01 47,381 65 590 -525 12,006 19,992 -7,986 800 1,150 -350 19,351 10,435
2025-06-24 46,264 65 59 +6 11,317 17,817 -6,500 800 950 -150 17,352 10,643
2025-06-17 47,608 65 59 +6 11,202 18,914 -7,712 4,650 300 +4,350 16,893 13,489
2025-06-10 50,648 65 50 +15 12,255 19,892 -7,637 2,300 300 +2,000 16,684 11,003
2025-06-03 45,795 135 50 +85 13,205 18,641 -5,436 2,350 180 +2,170 16,653 13,393
2025-05-27 42,523 157 60 +97 11,139 18,703 -7,564 850 780 +70 16,952 9,503
2025-05-20 42,089 157 60 +97 11,006 18,698 -7,692 850 780 +70 16,653 9,076
2025-05-13 42,486 157 60 +97 11,833 15,176 -3,343 850 780 +70 16,653 13,425
2025-05-06 42,702 157 60 +97 12,459 15,620 -3,161 850 200 +650 16,625 14,177
2025-04-29 42,980 157 60 +97 12,835 13,693 -858 850 200 +650 16,531 16,382
2025-04-22 35,906 157 60 +97 28,143 14,141 +14,002 850 100 +750 1,551 16,363
2025-04-15 27,215 157 60 +97 19,446 14,040 +5,406 850 100 +750 1,551 7,766
2025-04-08 28,281 157 60 +97 19,630 15,124 +4,506 1,750 100 +1,650 1,561 7,762
2025-04-01 27,827 157 60 +97 19,118 14,877 +4,241 1,750 100 +1,650 1,619 7,555
2025-03-25 28,557 157 60 +97 18,816 14,611 +4,205 1,750 100 +1,650 1,654 7,551
2025-03-18 29,329 157 60 +97 18,805 14,198 +4,607 1,750 100 +1,650 1,666 7,965
2025-03-11 32,335 157 60 +97 20,719 14,738 +5,981 900 100 +800 1,694 8,517
2025-03-04 33,823 157 50 +107 23,141 15,850 +7,291 900 100 +800 2,617 10,748
2025-02-25 33,206 157 60 +97 23,320 16,455 +6,865 1,100 100 +1,000 2,449 10,339
2025-02-18 34,198 157 60 +97 25,002 16,051 +8,951 1,100 100 +1,000 1,759 11,735
2025-02-11 37,238 157 60 +97 25,022 17,185 +7,837 1,100 100 +1,000 2,878 11,740
2025-02-04 36,177 157 60 +97 24,958 15,833 +9,125 1,100 100 +1,000 1,881 12,034
2025-01-28 35,885 157 60 +97 25,262 14,801 +10,461 1,100 100 +1,000 1,285 12,777
2025-01-21 45,452 157 60 +97 33,387 23,690 +9,697 1,100 100 +1,000 2,727 13,474
2025-01-14 44,288 157 60 +97 32,755 22,536 +10,219 1,100 100 +1,000 2,195 13,469
2025-01-07 44,513 157 60 +97 33,719 21,662 +12,057 0 100 -100 2,056 14,068
2024-12-31 44,642 157 60 +97 33,848 21,283 +12,565 0 100 -100 2,056 14,576
2024-12-24 44,322 157 60 +97 33,457 21,040 +12,417 0 100 -100 2,056 14,426
2024-12-17 47,152 157 60 +97 31,824 19,554 +12,270 0 100 -100 1,555 13,784
2024-12-10 39,535 157 52 +105 28,687 18,769 +9,918 0 100 -100 886 10,769
2024-12-03 38,735 157 52 +105 29,821 20,072 +9,749 0 100 -100 1,379 11,097
2024-11-26 36,870 157 52 +105 28,127 19,399 +8,728 0 100 -100 1,198 9,905
2024-11-19 37,491 157 52 +105 29,065 19,017 +10,048 0 100 -100 881 10,905
2024-11-12 36,014 157 52 +105 26,498 20,871 +5,627 0 100 -100 981 6,598
2024-11-05 35,335 157 52 +105 25,991 19,440 +6,551 0 100 -100 824 7,354
2024-10-29 33,507 157 52 +105 24,238 17,299 +6,939 0 100 -100 824 7,731
2024-10-22 30,772 157 52 +105 21,601 14,654 +6,947 0 100 -100 824 7,762
2024-10-15 30,761 107 52 +55 21,640 13,914 +7,726 0 100 -100 824 8,491
2024-10-08 26,518 107 52 +55 17,397 9,940 +7,457 0 100 -100 824 8,222
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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