离岸人民币/美元 COT持仓报告

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	41,465	220	0	+220	36,766	7,513	+29,253	1,702	31,385	-29,683	0	0
2026-04-28	41,340	220	0	+220	36,566	7,388	+29,178	1,782	31,390	-29,608	0	0
2025-12-23	1,072	0	0	+0	425	191	+234	0	0	+0	370	795
2025-12-16	29,161	3,970	0	+3,970	17,413	5,904	+11,509	340	16,032	-15,692	0	0
2025-12-09	29,161	3,970	0	+3,970	17,423	5,914	+11,509	340	16,032	-15,692	0	0
2025-12-02	29,136	3,970	0	+3,970	17,468	5,964	+11,504	340	16,027	-15,687	0	0
2025-11-25	29,126	3,970	0	+3,970	17,593	6,034	+11,559	340	16,027	-15,687	0	0
2025-11-18	29,099	3,970	0	+3,970	17,601	6,084	+11,517	340	16,010	-15,670	0	0
2025-11-10	29,009	3,970	0	+3,970	17,581	6,114	+11,467	340	16,010	-15,670	0	0
2025-11-04	28,989	3,970	0	+3,970	17,591	6,124	+11,467	340	16,010	-15,670	0	0
2025-10-28	27,989	3,070	0	+3,070	17,831	6,164	+11,667	340	15,310	-14,970	0	0
2025-10-21	27,349	2,905	0	+2,905	17,831	6,119	+11,712	340	15,605	-15,265	415	0
2025-10-14	29,123	2,875	0	+2,875	20,012	6,102	+13,910	370	17,803	-17,433	415	0
2025-10-07	29,123	2,895	0	+2,895	20,022	6,162	+13,860	460	17,803	-17,343	355	0
2025-09-30	28,673	2,890	0	+2,890	20,272	6,607	+13,665	460	17,603	-17,143	355	0
2025-09-23	28,658	2,865	0	+2,865	20,290	6,602	+13,688	460	17,591	-17,131	355	0
2025-09-16	18,459	7,006	1,721	+5,285	212	636	-424	4,375	9,679	-5,304	0	0
2025-09-09	12,533	7,097	1,728	+5,369	244	775	-531	3,752	9,487	-5,735	0	0
2025-09-02	26,316	2,845	0	+2,845	17,813	6,482	+11,331	460	15,336	-14,876	355	0
2025-08-26	25,976	2,221	0	+2,221	18,028	6,172	+11,856	460	15,236	-14,776	355	0
2025-08-19	25,659	2,219	0	+2,219	18,091	5,995	+12,096	460	15,471	-15,011	355	0
2025-08-12	24,989	2,210	0	+2,210	17,991	5,845	+12,146	460	15,471	-15,011	355	0
2025-08-05	24,874	2,195	0	+2,195	17,896	5,840	+12,056	460	15,366	-14,906	355	0
2025-07-29	24,964	2,190	0	+2,190	17,996	5,790	+12,206	460	15,511	-15,051	355	0
2025-07-22	24,929	2,190	0	+2,190	17,976	5,725	+12,251	460	15,556	-15,096	355	0
2025-07-15	24,544	2,190	0	+2,190	17,721	5,470	+12,251	460	15,426	-14,966	0	0
2025-07-08	24,527	2,190	0	+2,190	17,701	5,479	+12,222	460	15,397	-14,937	0	0
2025-07-01	24,521	2,190	0	+2,190	17,696	5,481	+12,215	460	15,390	-14,930	0	0
2025-06-24	24,421	2,190	0	+2,190	17,606	5,401	+12,205	460	15,380	-14,920	0	0
2025-06-17	24,061	2,190	0	+2,190	17,246	5,391	+11,855	460	15,030	-14,570	0	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)

📈 离岸人民币/美元 COT持仓

Asset Manager 持仓走势

历史数据