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报告日期
2026-05-05
每周五更新 (周二发布)
未平仓合约 OI
6,579,709
+61,640 周变化
AM净多头
+2,149,497
-82,853 周变化
AM 多头
3,145,515
空头 996,018
Lev.Money净多
-1,961,953
Dealer净多
-367,087

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
2026-05-05 6,579,709 3,145,515 996,018 +2,149,497 371,240 2,333,193 -1,961,953 217,342 584,429 -367,087 306,554 202,009
2026-04-28 6,518,069 3,159,785 927,435 +2,232,350 328,792 2,414,838 -2,086,046 233,164 592,395 -359,231 305,136 184,609
2026-04-21 6,448,728 3,071,013 905,209 +2,165,804 269,988 2,289,519 -2,019,531 237,150 577,518 -340,368 300,731 169,106
2026-04-14 6,261,126 3,050,579 837,703 +2,212,876 276,630 2,272,277 -1,995,647 198,596 589,046 -390,450 304,032 175,140
2026-04-07 6,278,760 2,992,277 766,580 +2,225,697 329,179 2,297,968 -1,968,789 163,789 565,826 -402,037 306,599 191,052
2026-03-31 6,351,759 2,979,250 787,642 +2,191,608 343,873 2,302,351 -1,958,478 162,562 536,053 -373,491 314,430 215,213
2026-03-24 6,992,182 2,954,919 828,631 +2,126,288 407,109 2,371,966 -1,964,857 214,271 532,716 -318,445 345,995 234,564
2026-03-17 6,729,899 2,970,956 872,056 +2,098,900 342,965 2,359,644 -2,016,679 283,482 561,834 -278,352 333,502 187,076
2026-03-10 6,764,990 2,994,879 955,333 +2,039,546 349,848 2,296,320 -1,946,472 347,671 579,013 -231,342 275,061 173,485
2026-03-03 6,931,573 3,031,179 982,295 +2,048,884 400,585 2,361,840 -1,961,255 416,552 576,040 -159,488 190,358 152,291
2026-02-24 7,219,449 3,070,901 923,977 +2,146,924 491,611 2,528,239 -2,036,628 389,270 603,678 -214,408 264,080 161,266
2026-02-17 7,386,053 3,070,086 908,936 +2,161,150 527,694 2,600,661 -2,072,967 349,623 595,968 -246,345 252,651 160,679
2026-02-10 6,898,762 3,063,515 943,809 +2,119,706 399,808 2,449,415 -2,049,607 336,481 624,383 -287,902 299,476 163,117
2026-02-03 6,748,591 3,076,022 1,019,434 +2,056,588 304,380 2,469,724 -2,165,344 335,117 540,687 -205,570 432,880 173,905
2026-01-27 6,799,954 3,064,733 1,056,634 +2,008,099 327,102 2,519,294 -2,192,192 374,388 514,765 -140,377 432,134 177,522
2026-01-20 7,105,351 3,048,850 1,098,207 +1,950,643 413,486 2,624,797 -2,211,311 413,150 463,358 -50,208 420,002 183,162
2026-01-13 6,690,517 3,162,015 953,577 +2,208,438 357,880 2,701,436 -2,343,556 434,112 536,015 -101,903 307,123 154,334
2026-01-06 6,461,912 3,155,354 922,871 +2,232,483 338,476 2,701,431 -2,362,955 425,943 509,979 -84,036 273,681 161,547
2025-12-30 6,347,335 3,159,421 957,924 +2,201,497 362,785 2,726,970 -2,364,185 415,601 477,660 -62,059 248,278 150,774
2025-12-23 6,646,904 3,075,437 973,531 +2,101,906 378,508 2,720,022 -2,341,514 419,419 465,338 -45,919 348,774 143,254
2025-12-16 6,532,818 2,994,756 943,300 +2,051,456 384,796 2,663,340 -2,278,544 383,178 482,305 -99,127 337,319 155,753
2025-12-09 6,765,572 3,031,820 937,281 +2,094,539 474,580 2,779,631 -2,305,051 396,001 476,635 -80,634 321,457 161,732
2025-12-02 6,767,330 3,073,389 952,002 +2,121,387 556,297 2,830,734 -2,274,437 385,546 455,237 -69,691 235,460 147,809
2025-11-25 7,394,834 3,242,828 955,541 +2,287,287 526,073 2,898,209 -2,372,136 373,609 535,851 -162,242 246,387 141,140
2025-11-18 7,162,012 3,240,109 932,897 +2,307,212 416,689 2,800,009 -2,383,320 355,070 571,116 -216,046 278,653 130,763
2025-11-10 6,832,521 3,131,660 974,722 +2,156,938 412,338 2,673,138 -2,260,800 400,167 551,583 -151,416 262,764 137,976
2025-11-04 6,547,723 3,115,041 984,280 +2,130,761 390,998 2,691,281 -2,300,283 413,604 528,756 -115,152 247,238 128,482
2025-10-28 6,694,941 3,108,386 965,677 +2,142,709 426,205 2,757,213 -2,331,008 458,122 574,834 -116,712 253,129 116,626
2025-10-21 6,954,756 3,029,710 930,983 +2,098,727 419,651 2,745,449 -2,325,798 467,145 526,830 -59,685 241,933 115,411
2025-10-14 6,716,726 2,998,286 961,936 +2,036,350 389,812 2,672,027 -2,282,215 466,156 525,235 -59,079 273,363 116,749
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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