微型标普500 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	229,117	35,824	691	+35,133	102,784	30,287	+72,497	1,649	28,524	-26,875	0	1,393
2026-04-28	244,749	34,757	830	+33,927	108,062	37,924	+70,138	12,630	66,831	-54,201	0	1,262
2026-04-21	242,376	44,753	744	+44,009	104,041	38,445	+65,596	8,018	68,195	-60,177	0	1,585
2026-04-14	236,574	40,734	776	+39,958	92,315	30,701	+61,614	18,038	49,456	-31,418	0	3,481
2026-04-07	208,814	36,437	2,227	+34,210	73,447	36,086	+37,361	7,941	19,114	-11,173	0	1,171
2026-03-31	206,125	28,430	1,935	+26,495	82,329	50,958	+31,371	2,461	5,831	-3,370	0	1,125
2026-03-24	197,350	29,779	3,006	+26,773	66,781	42,421	+24,360	4,611	27,979	-23,368	0	2,042
2026-03-17	307,492	29,057	2,921	+26,136	29,895	99,723	-69,828	110,490	1,003	+109,487	0	972
2026-03-10	281,213	27,241	5,104	+22,137	39,639	120,025	-80,386	113,899	0	+113,899	1,437	1,144
2026-03-03	262,768	33,196	1,614	+31,582	33,493	83,411	-49,918	99,992	0	+99,992	1,773	1,125
2026-02-24	222,512	27,944	7,206	+20,738	23,345	42,201	-18,856	80,513	1,003	+79,510	0	711
2026-02-17	226,620	27,890	2,851	+25,039	31,996	52,226	-20,230	69,926	1,755	+68,171	0	0
2026-02-10	212,416	27,893	1,510	+26,383	39,264	48,311	-9,047	55,543	5,327	+50,216	1,415	774
2026-02-03	221,944	30,639	5,465	+25,174	49,348	63,117	-13,769	49,546	5,517	+44,029	1,333	0
2026-01-27	196,153	27,280	1,588	+25,692	47,338	49,689	-2,351	34,340	7,227	+27,113	1,244	0
2026-01-20	188,157	27,992	5,478	+22,514	24,037	61,986	-37,949	32,496	7,298	+25,198	1,709	0
2026-01-13	156,382	26,651	5,347	+21,304	23,557	27,867	-4,310	19,587	12,435	+7,152	1,833	0
2026-01-06	153,386	28,019	2,965	+25,054	27,483	20,128	+7,355	11,395	13,261	-1,866	1,184	0
2025-12-30	140,367	26,445	2,749	+23,696	24,218	21,274	+2,944	5,860	13,618	-7,758	1,089	1,100
2025-12-23	133,492	27,595	1,289	+26,306	18,134	17,646	+488	2,414	10,211	-7,797	1,330	1,600
2025-12-16	404,149	28,667	3,025	+25,642	148,281	142,546	+5,735	67,609	24,814	+42,795	1,856	1,000
2025-12-09	343,272	29,775	5,115	+24,660	131,528	117,555	+13,973	56,268	39,433	+16,835	2,971	0
2025-12-02	304,373	28,403	1,873	+26,530	108,684	81,255	+27,429	47,648	36,323	+11,325	1,920	0
2025-11-25	330,083	26,595	1,935	+24,660	141,576	93,053	+48,523	44,991	39,170	+5,821	1,924	0
2025-11-18	308,131	28,110	9,112	+18,998	107,524	89,196	+18,328	42,164	24,521	+17,643	1,912	0
2025-11-10	266,052	24,908	2,796	+22,112	99,038	76,874	+22,164	34,943	29,172	+5,771	3,884	0
2025-11-04	233,611	25,840	8,888	+16,952	67,327	92,942	-25,615	32,739	27,142	+5,597	5,079	0
2025-10-28	205,768	24,198	4,564	+19,634	49,944	71,960	-22,016	31,709	11,226	+20,483	5,405	0
2025-10-21	202,966	25,985	6,644	+19,341	54,343	74,262	-19,919	33,186	9,952	+23,234	1,275	1,490
2025-10-14	173,591	26,379	5,422	+20,957	15,571	60,777	-45,206	30,412	8,605	+21,807	3,101	0

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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历史数据