5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	190,301	50,944	34,388	+16,556	5,995	70,110	-64,115	31,180	16,339	+14,841	58,838	26,063
2026-04-28	208,810	50,944	34,041	+16,903	5,995	72,321	-66,326	31,398	15,597	+15,801	59,932	26,253
2026-04-21	204,653	50,944	34,404	+16,540	5,995	75,999	-70,004	31,621	15,637	+15,984	63,399	25,852
2026-04-14	198,187	40,944	34,410	+6,534	6,092	75,978	-69,886	33,068	5,932	+27,136	61,937	25,664
2026-04-07	194,154	40,944	34,351	+6,593	4,458	73,094	-68,636	32,269	5,265	+27,004	61,537	26,441
2026-03-31	192,287	40,944	34,127	+6,817	4,343	75,322	-70,979	32,280	4,416	+27,864	59,467	23,112
2026-03-24	185,469	51,067	33,630	+17,437	4,753	65,406	-60,653	10,482	3,971	+6,511	60,782	24,020
2026-03-17	185,838	50,515	33,454	+17,061	5,175	67,443	-62,268	11,056	3,941	+7,115	61,191	23,042
2026-03-10	174,329	50,515	30,375	+20,140	4,896	65,608	-60,712	10,922	3,961	+6,961	58,950	25,275
2026-03-03	158,565	50,638	29,550	+21,088	3,273	66,976	-63,703	9,981	3,961	+6,020	61,974	25,315
2026-02-24	156,439	50,638	29,659	+20,979	3,671	64,474	-60,803	10,120	4,197	+5,923	59,733	25,751
2026-02-17	156,359	50,638	29,659	+20,979	4,811	65,124	-60,313	10,120	3,991	+6,129	58,516	25,237
2026-02-10	160,585	50,638	29,456	+21,182	4,885	64,487	-59,602	10,120	3,910	+6,210	56,699	24,415
2026-02-03	147,071	50,638	29,341	+21,297	9,268	47,009	-37,741	10,070	4,010	+6,060	35,268	24,789
2026-01-27	140,053	50,350	29,240	+21,110	8,503	40,932	-32,429	10,070	4,010	+6,060	31,651	26,331
2026-01-20	142,099	50,350	29,436	+20,914	8,318	41,879	-33,561	10,000	4,010	+5,990	32,503	25,772
2026-01-13	142,434	50,350	29,336	+21,014	8,132	42,001	-33,869	10,000	4,010	+5,990	32,253	25,314
2026-01-06	119,654	30,350	28,913	+1,437	27,470	40,874	-13,404	11,037	4,010	+7,027	30,726	25,720
2025-12-30	116,177	30,350	28,913	+1,437	24,430	34,304	-9,874	11,037	4,010	+7,027	33,616	25,808
2025-12-23	126,827	30,350	28,913	+1,437	22,587	39,957	-17,370	11,037	4,010	+7,027	34,428	25,458
2025-12-16	124,354	30,350	28,691	+1,659	21,721	38,325	-16,604	10,887	4,010	+6,877	33,504	25,372
2025-12-09	132,618	28,850	27,716	+1,134	20,016	37,090	-17,074	12,387	3,950	+8,437	31,980	24,407
2025-12-02	121,054	0	28,015	-28,015	18,455	36,947	-18,492	13,342	3,950	+9,392	62,022	24,842
2025-11-25	141,523	0	27,900	-27,900	11,684	57,115	-45,431	13,227	4,020	+9,207	89,022	24,838
2025-11-18	138,438	0	27,638	-27,638	13,101	56,118	-43,017	13,297	4,000	+9,297	85,873	24,451
2025-11-10	137,392	0	24,957	-24,957	11,925	55,077	-43,152	13,297	4,050	+9,247	86,055	27,128
2025-11-04	123,134	0	24,236	-24,236	13,041	41,342	-28,301	13,087	4,100	+8,987	71,015	27,400
2025-10-28	114,349	0	24,500	-24,500	12,930	32,433	-19,503	13,087	4,150	+8,937	62,704	27,553
2025-10-21	109,481	0	23,230	-23,230	18,842	29,514	-10,672	12,982	4,240	+8,742	52,479	27,258
2025-10-14	111,692	0	23,048	-23,048	21,046	31,990	-10,944	12,982	4,200	+8,782	52,739	27,469

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)

📈 5年SOFR互换 COT持仓

Asset Manager 持仓走势

历史数据