VIX期货 COT持仓报告 - 金融期货CFTC数据

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	387,097	57,825	67,874	-10,049	77,895	116,698	-38,803	97,972	47,797	+50,175	2,109	1,631
2026-04-28	362,354	57,703	63,482	-5,779	60,287	100,608	-40,321	88,618	42,449	+46,169	1,450	987
2026-04-21	338,407	56,605	57,803	-1,198	49,672	92,055	-42,383	82,615	39,623	+42,992	2,734	1,160
2026-04-14	365,189	48,923	47,654	+1,269	65,256	95,078	-29,822	77,943	51,710	+26,233	2,556	1,518
2026-04-07	346,636	51,483	35,913	+15,570	55,648	100,607	-44,959	68,838	36,037	+32,801	1,253	2,487
2026-03-31	348,841	49,667	38,281	+11,386	58,211	100,457	-42,246	67,930	32,645	+35,285	1,405	3,017
2026-03-24	342,736	52,306	48,395	+3,911	61,060	101,520	-40,460	69,001	32,679	+36,322	3,082	5,872
2026-03-17	390,617	61,562	43,154	+18,408	53,142	117,767	-64,625	83,279	36,467	+46,812	2,477	6,811
2026-03-10	388,154	67,894	57,733	+10,161	64,308	129,111	-64,803	98,803	39,852	+58,951	1,596	6,447
2026-03-03	390,327	52,954	77,427	-24,473	76,336	107,548	-31,212	99,313	36,247	+63,066	1,481	4,727
2026-02-24	359,403	55,602	72,982	-17,380	57,593	86,973	-29,380	92,690	37,253	+55,437	2,610	6,536
2026-02-17	373,970	52,188	78,005	-25,817	48,861	76,025	-27,164	97,896	40,851	+57,045	2,418	5,207
2026-02-10	371,926	53,779	83,402	-29,623	58,053	80,526	-22,473	95,754	39,680	+56,074	813	4,142
2026-02-03	364,610	50,997	91,767	-40,770	61,447	81,148	-19,701	92,918	32,865	+60,053	1,067	1,575
2026-01-27	362,436	50,800	94,984	-44,184	57,816	76,594	-18,778	94,841	36,259	+58,582	1,185	1,904
2026-01-20	397,540	52,031	94,679	-42,648	49,673	86,899	-37,226	109,507	31,233	+78,274	3,174	1,470
2026-01-13	404,065	48,382	98,565	-50,183	66,312	89,969	-23,657	101,522	33,134	+68,388	3,623	760
2026-01-06	408,274	48,776	90,206	-41,430	65,134	89,577	-24,443	96,360	35,254	+61,106	3,807	1,157
2025-12-30	401,924	47,109	83,700	-36,591	56,684	83,676	-26,992	95,654	34,615	+61,039	3,212	702
2025-12-23	378,149	48,367	77,079	-28,712	54,273	79,302	-25,029	89,630	36,132	+53,498	1,929	540
2025-12-16	407,214	54,677	64,001	-9,324	59,115	84,711	-25,596	87,921	52,108	+35,813	2,228	1,617
2025-12-09	408,764	64,210	64,454	-244	62,306	105,826	-43,520	94,012	51,141	+42,871	2,621	2,414
2025-12-02	423,353	66,556	61,683	+4,873	61,347	107,307	-45,960	93,416	48,535	+44,881	1,196	2,941
2025-11-25	415,618	79,847	57,917	+21,930	55,175	110,285	-55,110	80,284	43,044	+37,240	829	5,460
2025-11-18	476,746	78,613	58,658	+19,955	46,093	133,390	-87,297	116,397	42,232	+74,165	1,986	3,696
2025-11-10	435,790	73,864	64,736	+9,128	55,670	123,742	-68,072	109,859	48,579	+61,280	1,230	1,482
2025-11-04	458,726	77,001	72,867	+4,134	56,972	135,098	-78,126	124,208	45,326	+78,882	1,068	2,385
2025-10-28	440,354	78,787	74,419	+4,368	57,843	125,781	-67,938	114,952	49,695	+65,257	700	1,205
2025-10-21	495,129	88,646	71,145	+17,501	55,759	130,377	-74,618	125,065	61,517	+63,548	1,296	4,511
2025-10-14	491,884	81,063	85,095	-4,032	60,556	135,773	-75,217	130,385	46,240	+84,145	1,146	1,878

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)

📈 VIX期货 COT持仓

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历史数据