3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	94,782	84,000	4,220	+79,780	1,880	46,919	-45,039	0	27,875	-27,875	0	6,865
2026-04-28	95,187	84,000	4,174	+79,826	1,955	46,535	-44,580	0	27,875	-27,875	0	7,370
2026-04-21	94,330	84,000	4,324	+79,676	1,135	47,125	-45,990	1,261	29,021	-27,760	0	5,925
2026-04-14	94,873	74,000	4,324	+69,676	750	35,510	-34,760	0	27,760	-27,760	0	7,155
2026-04-07	95,776	74,000	4,326	+69,674	629	34,903	-34,274	0	27,759	-27,759	0	7,640
2026-03-31	95,360	74,000	4,315	+69,685	429	35,699	-35,270	0	27,759	-27,759	0	6,635
2026-03-24	114,348	84,000	4,311	+79,689	728	58,497	-57,769	0	15,019	-15,019	0	6,880
2026-03-17	113,416	84,000	4,311	+79,689	14	54,720	-54,706	0	19,016	-19,016	0	5,946
2026-03-10	92,620	84,000	4,311	+79,689	0	55,408	-55,408	0	19,016	-19,016	0	5,244
2026-03-03	99,209	84,000	4,311	+79,689	0	55,678	-55,678	3,985	15,000	-11,015	0	4,975
2026-02-24	91,882	84,000	4,311	+79,689	0	48,313	-48,313	0	27,015	-27,015	0	4,340
2026-02-17	82,579	75,250	4,309	+70,941	0	38,177	-38,177	0	29,000	-29,000	0	3,743
2026-02-10	82,321	75,250	4,308	+70,942	0	38,385	-38,385	0	29,000	-29,000	0	3,536
2026-02-03	82,221	75,250	4,307	+70,943	0	38,385	-38,385	0	29,000	-29,000	0	3,537
2026-01-27	84,801	75,250	4,306	+70,944	745	36,750	-36,005	0	29,000	-29,000	0	5,918
2026-01-20	84,387	75,250	4,246	+71,004	523	36,877	-36,354	0	29,000	-29,000	0	5,591
2026-01-13	84,249	75,250	4,244	+71,006	787	36,882	-36,095	0	29,000	-29,000	0	5,871
2026-01-06	64,392	55,250	3,509	+51,741	883	16,755	-15,872	0	29,735	-29,735	0	6,094
2025-09-09	22,875	0	4,184	-4,184	7,067	2,917	+4,150	0	4,735	-4,735	12,500	7,731
2025-09-02	15,046	0	1,701	-1,701	6,694	2,950	+3,744	500	0	+500	5,000	7,544

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)

📈 3年SOFR互换 COT持仓

Asset Manager 持仓走势

历史数据