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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
5,009,643
+30,816 周变化
AM净多头
+2,226,415
-116,456 周变化
AM 多头
2,831,844
空头 605,429
Lev.Money净多
-2,052,341
Dealer净多
-366,481

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 5,009,643 2,831,844 605,429 +2,226,415 404,579 2,456,920 -2,052,341 126,102 492,583 -366,481 333,483 223,527
2026-04-28 4,978,827 2,911,440 568,569 +2,342,871 393,467 2,530,437 -2,136,970 107,551 524,945 -417,394 325,519 197,575
2026-04-21 5,004,864 2,907,663 588,033 +2,319,630 407,839 2,528,272 -2,120,433 101,912 486,506 -384,594 318,709 217,202
2026-04-14 5,005,123 2,972,686 608,422 +2,364,264 385,075 2,481,338 -2,096,263 115,637 569,207 -453,570 321,697 213,644
2026-04-07 5,048,661 2,971,823 501,202 +2,470,621 460,754 2,636,824 -2,176,070 98,477 570,873 -472,396 335,437 232,262
2026-03-31 5,062,894 2,978,053 477,062 +2,500,991 456,336 2,655,796 -2,199,460 104,660 595,463 -490,803 346,749 223,717
2026-03-24 5,259,052 3,019,962 407,792 +2,612,170 405,998 2,762,269 -2,356,271 116,611 635,386 -518,775 394,387 217,136
2026-03-17 5,158,110 2,704,671 473,972 +2,230,699 377,695 2,525,885 -2,148,190 129,298 550,968 -421,670 445,903 210,314
2026-03-10 4,983,990 2,611,013 514,315 +2,096,698 400,588 2,378,165 -1,977,577 100,401 563,876 -463,475 418,512 184,143
2026-03-03 4,760,710 2,558,521 488,403 +2,070,118 451,293 2,526,360 -2,075,067 111,658 432,230 -320,572 393,176 175,556
2026-02-24 4,855,345 2,574,421 508,357 +2,066,064 452,148 2,532,325 -2,080,177 128,633 421,842 -293,209 370,540 166,028
2026-02-17 4,945,848 2,783,988 487,800 +2,296,188 489,194 2,637,485 -2,148,291 101,309 518,486 -417,177 327,009 165,873
2026-02-10 4,919,359 2,805,690 522,493 +2,283,197 512,663 2,660,676 -2,148,013 118,989 543,917 -424,928 345,930 168,846
2026-02-03 4,862,401 2,775,393 541,237 +2,234,156 506,009 2,653,906 -2,147,897 127,822 515,147 -387,325 339,623 140,495
2026-01-27 4,812,734 2,651,683 460,653 +2,191,030 506,923 2,651,697 -2,144,774 139,234 509,764 -370,530 341,308 140,271
2026-01-20 4,850,436 2,660,827 464,241 +2,196,586 462,570 2,671,285 -2,208,715 150,351 467,807 -317,456 350,088 132,637
2026-01-13 4,635,398 2,684,895 461,920 +2,222,975 363,924 2,617,561 -2,253,637 141,488 443,952 -302,464 332,507 129,991
2026-01-06 4,699,240 2,737,966 487,362 +2,250,604 516,879 2,776,916 -2,260,037 123,049 398,252 -275,203 287,086 133,518
2025-12-30 4,647,035 2,722,915 443,277 +2,279,638 546,536 2,776,620 -2,230,084 118,699 400,662 -281,963 250,447 141,193
2025-12-23 4,644,378 2,721,312 450,850 +2,270,462 517,170 2,737,295 -2,220,125 105,111 400,269 -295,158 255,237 135,771
2025-12-16 4,610,175 2,716,311 452,122 +2,264,189 475,842 2,711,670 -2,235,828 108,411 372,657 -264,246 238,002 129,077
2025-12-09 4,626,387 2,643,787 478,273 +2,165,514 502,003 2,644,196 -2,142,193 119,852 367,007 -247,155 237,567 123,271
2025-12-02 4,610,866 2,631,390 526,583 +2,104,807 523,069 2,590,619 -2,067,550 119,478 383,657 -264,179 239,087 125,083
2025-11-25 4,737,149 2,636,442 492,871 +2,143,571 507,646 2,523,858 -2,016,212 115,450 440,678 -325,228 220,845 125,012
2025-11-18 4,901,582 2,693,335 555,830 +2,137,505 454,729 2,551,971 -2,097,242 154,178 485,485 -331,307 259,468 138,899
2025-11-10 4,966,143 2,776,930 573,785 +2,203,145 525,189 2,623,345 -2,098,156 149,166 493,581 -344,415 262,664 150,058
2025-11-04 4,912,524 2,772,847 559,457 +2,213,390 490,944 2,609,923 -2,118,979 155,272 501,903 -346,631 265,935 143,732
2025-10-28 4,863,307 2,735,090 544,927 +2,190,163 477,719 2,572,524 -2,094,805 142,645 473,051 -330,406 239,358 141,197
2025-10-21 4,852,361 2,752,243 504,387 +2,247,856 449,098 2,561,196 -2,112,098 123,149 492,807 -369,658 237,081 147,979
2025-10-14 4,872,074 2,743,113 451,146 +2,291,967 525,660 2,600,858 -2,075,198 107,121 532,263 -425,142 232,143 144,087
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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