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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
2,427,413
+14,176 周变化
AM净多头
+609,765
+28,978 周变化
AM 多头
1,243,799
空头 634,034
Lev.Money净多
-277,972
Dealer净多
-260,779

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 2,427,413 1,243,799 634,034 +609,765 153,071 431,043 -277,972 57,935 318,714 -260,779 156,312 97,405
2026-04-28 2,413,237 1,213,345 632,558 +580,787 164,113 385,332 -221,219 48,375 319,208 -270,833 153,997 114,654
2026-04-21 2,441,133 1,220,290 608,308 +611,982 157,551 379,676 -222,125 46,350 338,364 -292,014 155,419 125,484
2026-04-14 2,402,730 1,292,751 569,860 +722,891 121,850 410,054 -288,204 23,862 367,741 -343,879 152,044 124,872
2026-04-07 2,371,340 1,297,235 557,134 +740,101 99,372 427,661 -328,289 24,913 358,484 -333,571 150,204 121,060
2026-03-31 2,363,954 1,286,837 562,123 +724,714 97,566 417,871 -320,305 29,992 352,003 -322,011 148,280 120,657
2026-03-24 2,366,238 1,269,751 588,426 +681,325 108,149 445,973 -337,824 29,054 316,985 -287,931 149,705 112,818
2026-03-17 2,387,943 1,320,179 654,662 +665,517 133,229 449,358 -316,129 26,340 303,310 -276,970 130,837 113,067
2026-03-10 2,388,491 1,315,043 672,294 +642,749 145,865 443,437 -297,572 24,781 284,508 -259,727 136,381 114,305
2026-03-03 2,490,559 1,277,317 683,075 +594,242 203,937 419,262 -215,325 26,137 320,626 -294,489 133,701 126,668
2026-02-24 2,697,596 1,263,176 724,259 +538,917 245,206 413,418 -168,212 31,022 309,316 -278,294 130,860 132,903
2026-02-17 2,598,191 1,348,608 710,173 +638,435 221,876 464,701 -242,825 24,255 289,400 -265,145 132,164 124,157
2026-02-10 2,565,784 1,333,128 698,715 +634,413 225,378 491,291 -265,913 40,397 283,449 -243,052 138,210 128,842
2026-02-03 2,628,205 1,351,953 767,408 +584,545 231,822 553,721 -321,899 38,696 227,217 -188,521 166,191 122,595
2026-01-27 2,628,312 1,401,403 763,516 +637,887 230,004 579,974 -349,970 31,534 259,586 -228,052 175,051 121,233
2026-01-20 2,590,881 1,413,744 776,229 +637,515 221,621 606,130 -384,509 26,899 225,220 -198,321 180,836 121,306
2026-01-13 2,595,627 1,412,627 744,215 +668,412 216,831 595,690 -378,859 27,851 294,089 -266,238 172,104 114,786
2026-01-06 2,577,517 1,384,921 726,029 +658,892 223,884 605,870 -381,986 24,369 298,407 -274,038 163,554 117,749
2025-12-30 2,533,020 1,339,199 704,616 +634,583 225,173 612,173 -387,000 18,927 269,068 -250,141 159,677 113,083
2025-12-23 2,548,789 1,346,779 712,733 +634,046 229,432 617,720 -388,288 18,728 260,450 -241,722 159,386 113,483
2025-12-16 2,542,022 1,338,999 673,808 +665,191 229,071 648,757 -419,686 18,530 257,213 -238,683 157,551 112,738
2025-12-09 2,572,935 1,356,652 664,441 +692,211 223,028 694,243 -471,215 23,327 220,966 -197,639 144,320 109,536
2025-12-02 2,593,857 1,362,986 676,577 +686,409 242,467 717,924 -475,457 16,824 216,541 -199,717 143,820 100,599
2025-11-25 2,638,313 1,262,341 680,153 +582,188 267,746 647,138 -379,392 14,653 206,881 -192,228 143,075 102,442
2025-11-18 2,566,101 1,285,641 669,833 +615,808 228,846 675,333 -446,487 19,637 188,522 -168,885 150,324 98,191
2025-11-10 2,516,857 1,313,322 724,504 +588,818 214,565 657,918 -443,353 27,001 162,599 -135,598 144,876 99,862
2025-11-04 2,480,138 1,287,491 723,936 +563,555 217,141 650,161 -433,020 18,771 160,561 -141,790 146,156 102,563
2025-10-28 2,506,401 1,290,884 708,601 +582,283 252,381 656,137 -403,756 11,089 190,123 -179,034 149,919 103,066
2025-10-21 2,482,233 1,259,862 696,086 +563,776 257,240 653,666 -396,426 14,282 183,678 -169,396 151,749 108,700
2025-10-14 2,470,993 1,258,496 702,863 +555,633 266,840 642,751 -375,911 16,278 190,679 -174,401 151,999 114,831
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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