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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
2,057,727
+62,100 周变化
AM净多头
+433,537
+36,798 周变化
AM 多头
1,078,137
空头 644,600
Lev.Money净多
-298,258
Dealer净多
-228,190

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 2,057,727 1,078,137 644,600 +433,537 108,502 406,760 -298,258 22,866 251,056 -228,190 106,817 101,303
2026-04-28 1,995,627 1,079,044 682,305 +396,739 113,157 351,599 -238,442 20,143 288,776 -268,633 101,429 99,609
2026-04-21 2,021,481 1,080,573 665,515 +415,058 112,740 344,865 -232,125 17,656 304,620 -286,964 98,660 101,148
2026-04-14 1,987,186 1,061,420 681,220 +380,200 116,505 330,866 -214,361 17,420 286,422 -269,002 96,380 100,745
2026-04-07 2,009,735 1,066,376 694,464 +371,912 125,326 324,477 -199,151 15,924 285,593 -269,669 92,325 102,240
2026-03-31 2,019,802 1,075,934 698,265 +377,669 133,434 322,488 -189,054 20,873 301,265 -280,392 89,030 100,824
2026-03-24 2,149,458 1,067,774 587,597 +480,177 149,302 480,511 -331,209 19,083 234,456 -215,373 72,318 102,744
2026-03-17 2,086,848 1,014,767 577,143 +437,624 163,374 473,161 -309,787 17,251 231,773 -214,522 75,361 103,634
2026-03-10 2,068,217 1,011,548 585,005 +426,543 163,446 474,340 -310,894 18,384 241,659 -223,275 79,166 111,660
2026-03-03 2,094,824 1,043,023 579,530 +463,493 140,810 515,155 -374,345 24,543 224,031 -199,488 78,178 111,291
2026-02-24 2,255,170 1,047,757 569,320 +478,437 128,420 518,975 -390,555 16,292 233,620 -217,328 76,254 114,323
2026-02-17 2,172,484 1,058,630 568,314 +490,316 134,512 524,388 -389,876 16,130 218,873 -202,743 80,022 114,871
2026-02-10 2,065,590 1,028,452 554,691 +473,761 121,159 468,996 -347,837 12,350 220,088 -207,738 84,167 121,770
2026-02-03 2,024,410 1,000,641 568,762 +431,879 113,755 464,596 -350,841 18,321 164,573 -146,252 83,513 121,362
2026-01-27 2,066,263 1,049,114 558,243 +490,871 114,384 493,032 -378,648 14,398 214,752 -200,354 79,707 120,013
2026-01-20 2,113,393 1,085,748 588,524 +497,224 107,815 512,079 -404,264 16,355 194,829 -178,474 79,989 117,207
2026-01-13 2,025,191 1,107,494 575,138 +532,356 106,156 515,511 -409,355 16,563 215,952 -199,389 81,364 115,936
2026-01-06 2,088,827 1,124,708 616,011 +508,697 120,113 501,872 -381,759 24,704 233,716 -209,012 78,635 114,549
2025-12-30 2,029,719 1,111,508 621,021 +490,487 121,509 466,333 -344,824 19,815 260,703 -240,888 78,755 111,645
2025-12-23 2,084,373 1,088,054 602,583 +485,471 114,027 461,689 -347,662 20,956 261,600 -240,644 76,285 111,802
2025-12-16 2,096,773 1,111,351 597,563 +513,788 99,232 468,822 -369,590 19,517 255,928 -236,411 75,265 110,848
2025-12-09 2,055,300 1,075,375 608,147 +467,228 86,310 466,539 -380,229 21,264 223,335 -202,071 76,657 101,948
2025-12-02 2,049,260 1,084,493 624,620 +459,873 102,211 479,415 -377,204 20,121 219,785 -199,664 71,095 107,299
2025-11-25 2,110,802 1,085,704 651,441 +434,263 105,846 489,052 -383,206 22,907 204,109 -181,202 68,573 96,488
2025-11-18 2,100,813 1,123,027 664,280 +458,747 88,750 513,379 -424,629 22,353 183,157 -160,804 73,894 93,807
2025-11-10 2,102,922 1,117,378 682,433 +434,945 108,244 491,731 -383,487 19,718 213,174 -193,456 79,204 94,047
2025-11-04 2,113,878 1,152,525 698,606 +453,919 111,586 506,503 -394,917 15,882 224,015 -208,133 87,792 96,371
2025-10-28 2,106,396 1,151,336 713,497 +437,839 122,864 496,945 -374,081 20,378 240,726 -220,348 85,544 95,237
2025-10-21 2,161,520 1,158,184 702,200 +455,984 122,919 504,317 -381,398 26,192 241,957 -215,765 87,930 101,441
2025-10-14 2,104,500 1,157,788 703,197 +454,591 115,628 494,202 -378,574 22,667 232,281 -209,614 84,014 100,548
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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