MacroDataHub

美国CFTC投机净持仓

美国商品期货交易委员会(CFTC)发布的投机性净头寸数据,用于衡量杠杆基金与资管机构在主要金融期货合约中的多头减去空头净持仓规模。该指标自2010年起按周跟踪利率、股票指数及外汇资产的持仓变动。数据由CFTC汇总发布,具体反映未平仓多头合约与空头合约的轧差数值。极端的持仓头寸分布往往预示着市场可能迎来行情拐点。

来源: 美国商品期货交易委员会(CFTC)(交易商持仓报告)最后更新: 整理维护 Bui Thanh Phuc

正在加载图表数据…
指标13-10-202606-10-202629-09-202622-09-202615-09-202608-09-202601-09-202625-08-202618-08-202611-08-202604-08-202628-07-202621-07-202614-07-202607-07-202630-06-202623-06-202616-06-202609-06-202602-06-202626-05-202619-05-202612-05-202605-05-202628-04-202621-04-202614-04-202607-04-202631-03-202624-03-202617-03-2026
利率9
联邦基金利率(30天)144,897144,37980,253116,547173,4211,543-91,028-106,026-60,085-17,451-42,437-263,963-314,258-333,379-273,170-155,935-59,79322,592-8,441-21,33942,47994,147153,033171,413194,371162,915166,909100,570161,574266,669170,108
3个月SOFR利率-2,245,507-2,353,716-2,410,343-2,444,986-2,774,148-2,803,445-2,605,980-2,596,865-2,530,893-2,559,816-2,532,086-2,445,938-2,694,174-2,786,954-2,872,406-2,943,898-2,786,248-2,399,900-2,449,864-2,103,389-1,724,797-1,610,423-1,530,754-1,343,025-924,352-910,028-783,332-625,987-660,012-875,793-937,414
1个月SOFR利率-235,318-209,452-361,297-339,697-382,057-319,535-390,389-326,436-327,510-335,907-336,449-278,504-273,088-270,352-283,695-368,275-384,997-398,323-353,259-312,151-406,978-313,361-313,900-280,264-266,221-236,266-246,184-235,635-289,849-433,427-407,319
2年期美国国债-1,367,408-1,257,484-1,165,980-1,350,740-1,294,575-1,290,479-1,268,034-1,232,753-1,243,004-1,359,521-1,334,181-1,564,294-1,595,128-1,671,766-1,756,528-1,748,875-1,787,552-1,704,817-1,680,942-1,813,011-1,772,557-1,878,632-1,947,829-2,034,475-2,118,008-2,105,973-2,079,200-2,147,829-2,168,752-2,299,260-2,086,476
5年期美国国债-2,104,391-2,127,567-1,985,787-1,858,062-1,986,928-2,066,289-2,202,688-2,111,810-2,169,814-2,147,744-2,211,439-2,108,638-2,131,428-2,156,750-2,174,862-2,146,290-2,165,573-2,214,610-2,230,356-2,257,595-2,071,353-2,306,447-2,349,205-2,450,841-2,408,372-2,408,586-2,455,118-2,440,079-2,563,554-2,585,724-2,917,569
10年期美国国债-2,205,937-2,139,785-2,036,432-1,926,947-1,868,126-1,938,754-2,062,502-2,134,339-2,229,013-2,163,714-2,231,670-2,155,739-2,064,805-2,079,653-2,004,023-1,969,851-1,938,747-2,082,236-1,979,511-1,963,094-2,005,980-1,952,737-1,956,942-2,003,848-2,095,799-2,040,275-2,009,971-1,975,685-1,955,731-1,848,765-1,934,928
10年期美国国债(长期限)-335,858-319,061-328,471-395,678-399,246-426,360-423,357-372,157-353,477-361,727-419,861-400,210-380,604-378,565-351,500-311,282-248,756-233,985-260,130-285,323-239,726-276,150-250,455-278,881-221,789-222,540-289,328-329,894-322,118-339,355-317,384
长期美国国债-154,020-189,678-251,395-162,052-211,735-276,965-303,045-302,994-361,383-364,824-376,226-389,522-391,386-365,688-365,483-341,922-350,946-310,313-281,933-280,062-320,746-326,383-296,196-285,473-223,829-216,160-205,518-184,861-175,610-297,969-276,999
长期美国国债(超长期限)-715,729-726,257-808,870-824,343-813,426-864,271-878,489-848,988-861,357-853,397-849,690-862,638-899,165-910,452-920,648-909,902-925,550-938,774-935,158-909,397-871,013-886,063-873,229-875,583-883,277-893,352-897,352-861,595-847,325-832,142-836,178
股指9
标普500(所有合约合并)-410,518-415,909-374,007-375,616-311,831-362,087-334,436-328,532-289,435-286,505-333,099-302,372-329,314-370,589-364,959-362,599-374,569-523,882-459,690-503,509-459,415-402,312-429,355-398,805-400,613-405,927-414,525-240,873-230,392-341,661-347,577
标普500(E-mini合约)-408,726-415,087-372,489-375,574-293,143-341,104-317,564-315,204-281,402-280,446-329,999-297,476-322,865-365,002-361,875-360,469-373,468-515,520-451,586-500,732-457,780-401,554-432,438-405,875-407,490-412,321-420,356-244,483-233,412-344,127-340,507
纳斯达克100(所有合约合并)-21,891-26,738-33,782-35,670-13,052-36,884-18,034-44,316-67,709-96,727-100,640-76,960-90,587-80,323-68,479-79,944-57,403-51,468-56,754-74,838-70,676-65,822-73,737-56,339-55,663-54,238-58,892-45,034-41,577-42,626-41,041
纳斯达克100(迷你合约)-11,593-19,212-24,723-30,683-6,387-31,872-14,092-41,232-61,771-89,125-78,333-58,298-74,690-64,163-55,013-68,617-51,062-28,154-34,306-53,650-51,679-45,371-52,042-36,100-35,950-39,000-49,667-38,828-37,103-39,379-31,462
道琼斯工业平均指数(合并)4,327-1,894-5,386-4,109-1,598-3,473-1,735-1,6353,737-1,2071,9862,141-3,451-2,778-1,806-9,978-9,025-9,898-9,172-13,898-16,197-14,578-14,001-14,597-11,668-8,835-11,842-7,406-6,818-3,059-366
罗素2000(小盘股)-91,647-105,317-114,554-107,982-97,203-110,147-109,499-97,700-99,786-95,158-85,145-74,620-73,468-88,112-72,262-84,358-56,428-84,570-74,454-73,340-68,212-67,429-60,631-55,354-65,275-55,818-50,736-36,746-39,430-49,320-53,978
VIX波动率指数1,1055,494-7,467-15,015-16,504-23,270-26,258-30,143-19,093-12,1273,773-12,2893,09810,1895,112-2,017-18,863-13,295-35,290-33,033-49,336-51,904-47,579-38,803-40,321-42,383-29,822-44,959-42,246-40,460-64,625
非美发达市场股票(MSCI EAFE)-1,59948211,26429,18329,30324,21426,69921,71214,37515,2382,437-14,948-21,369-15,468-7,976-6,305239-12,820-11,886-14,012-24,935-30,334-16,786-6,204-16,967-9,731815-28,531-45,219-22,512-20,645
新兴市场股票(MSCI EM)29,58945,53532,89947,51243,38144,77543,76132,32238,93226,2993,116-12,8823,48914,02940,47666,56573,47545,81067,50182,61640,51639,91472,21942,285-14225,53711,2658,787-34,22846,95660,113
外汇7
欧元-68,001-44,261-39,265-26,694-28,156-33,285-38,173-38,359-57,716-60,600-52,205-65,198-56,671-53,691-45,461-32,644-15,410-8,926-17,38812,0277,29616,31718,00311,84611,59420,31725,3828823,947-13,538-6,952
日元-33,673-25,043-14,1617,42323,170-49,098-102,188-77,042-67,971-53,070-60,825-101,990-96,185-90,461-90,083-115,400-97,092-96,772-99,844-88,063-70,508-64,945-62,440-52,897-75,802-68,497-54,445-51,110-46,182-54,852-65,429
英镑10,31312,4324,60613,23918,87834,62743,16747,90942,87740,67038,17441,09733,23628,54117,97916,2737,56716,83622,31227,35328,82931,36937,30226,04928,88229,13722,33126,53329,93215,71611,768
加元-88,112-79,625-69,644-46,861-39,022-55,448-68,750-72,092-88,897-92,005-101,748-102,495-98,377-92,771-85,957-88,101-83,377-65,053-58,623-44,601-38,095-38,654-37,663-47,758-53,828-64,215-61,404-44,144-42,910-31,700-37,852
澳元50,59154,13360,59258,72661,13549,77949,66254,06152,10848,54140,63727,61824,78827,22229,68331,77739,11141,53842,29258,80060,23461,17855,85156,60047,85548,32543,64245,90152,56949,14545,359
瑞郎-14,941-11,350-13,995-16,457-14,964-13,440-10,298-8,825-9,071-11,432-10,084-9,647-8,897-9,500-7,218-9,666-13,816-12,366-10,785-9,949-4,823-4,845-7,708-6,634-5,174-3,766-3,421-971,490235513
墨西哥比索63,56474,92780,58779,18890,00882,10174,36268,90465,33076,28267,70763,80754,46353,79954,92455,31456,53149,27450,97856,06549,71055,59357,85860,18349,18945,22048,34454,60652,80354,78746,946
能源4
WTI原油40,57453,59879,592101,828106,279111,73194,28184,02087,47979,91686,95892,94363,97961,97464,04181,28282,87296,22894,72590,76579,92498,21972,80170,79180,33199,88798,36878,70073,34794,33696,371
天然气(亨利港)-126,481-144,537-132,799-65,547-100,205-96,742-89,481-71,673-100,080-110,630-126,933-105,826-102,756-105,709-60,295-64,808-82,722-84,909-122,617-114,854-134,426-96,303-120,065-107,489-97,245-100,574-114,095-86,033-67,616-54,155-44,628
RBOB汽油97,90897,08694,18696,03883,17192,84889,21579,65274,08169,85169,88573,87773,70768,72571,24971,92471,09567,42064,12567,77367,06261,67462,93565,70361,80058,12756,45159,17763,48371,25278,523
低硫柴油(纽约港)12,07411,42712,9459,43712,70015,35920,34416,64115,88313,57411,09711,24613,38110,7054,7868,4816,4089,5199,50711,9977,68911,0239,77011,77912,49913,86616,58217,76619,42519,57124,319
金属5
黄金107,089110,987120,318127,389133,116134,972136,771144,747141,648137,662130,766119,795124,831120,779116,161120,091115,395113,721105,863112,17997,44693,54098,01594,25489,75292,97695,14190,03292,81491,621102,043
白银5,6197,5287,61413,30913,12414,38612,59814,07311,69511,15811,9749,18211,28211,50113,20113,78211,74112,88510,40310,44410,05511,56415,76110,84310,6068,86811,27010,39811,26611,1589,647
铜61,05861,13478,05882,52265,10682,15472,88276,27178,64879,02775,75865,00871,51560,18558,78459,70366,54769,00869,20475,74770,50074,18874,48863,47360,93759,58552,33338,39339,17235,28446,558
铂金7,0438,4758,2569,9288,9729,7878,68510,2287,2147,71810,9606,5266,2238,2667,5857,8978,6577,8848,27411,81712,82513,33416,11112,37214,07515,92716,62413,63812,43611,80410,838
钯金-10,699-9,385-7,962-6,006-5,688-4,339-4,619-5,499-5,317-4,947-5,458-6,173-6,617-6,227-6,381-5,969-4,724-4,319-4,460-3,491-3,772-2,733-1,948-1,938-2,336-1,786-1,808-2,541-2,012-1,512-98
农产品9
玉米246,425329,839381,220404,097414,460414,459401,003317,448181,692125,875144,821126,77656,71311,361-14,999-66,996-74,819-49,487-1,306120,136211,337293,342295,620344,641265,572182,213152,618210,976257,952279,630230,888
大豆249,807258,066246,558265,159241,501257,258234,920200,679151,782109,109132,524160,479130,50575,19169,57938,14936,98654,49497,859155,780184,229198,037208,023213,514176,910187,573168,081181,305204,008191,350195,221
豆粕204,643205,301207,578191,087183,111157,689157,17995,95383,31573,69077,83087,69673,47646,57618,7224,74012,35919,46055,447127,232123,593129,611116,163112,236121,059118,063131,55691,54398,882106,25780,912
豆油87,97293,51883,56492,137101,48091,71199,82385,11691,23379,28479,033107,898120,246107,94584,91991,946103,206122,424128,746150,595139,779154,276159,537166,959164,339167,943150,217148,357129,956118,496119,610
软红冬小麦-32,555-28,830-22,109-12,016-3,6744,87314,904-13,597-25,328-33,400-24,870-8,163-18,399-34,887-60,432-67,561-70,433-68,968-77,593-54,640-16,154-3,089-18,484-9,03311,725-8,384-5,550-4,3827,781-994-11,874
硬红冬小麦17,34523,25330,67740,63544,41348,67648,82642,51431,49725,60631,49631,41126,71013,7898,7294,962-7588,363-3,99814,23528,12930,79136,70737,98131,24931,40519,45518,76023,8009,51811,322
原糖259,549252,514218,336216,629225,430238,684233,771198,017138,61343,584-87,188-116,424-102,682-102,817-108,650-158,202-186,290-154,935-123,713-118,732-89,102-83,869-95,571-111,557-174,600-174,720-133,746-55,858-40,794-73,170-198,139
阿拉比卡咖啡15,27019,03616,20615,80620,66122,10926,72931,18831,61232,43331,44133,49933,21932,83434,45427,37720,91814,00711,86319,62422,97324,58630,37034,84332,73227,08029,57027,58730,71129,99724,252
棉花58,02557,11867,83776,18291,93595,367100,96388,29372,67266,78055,32146,36847,05943,92634,35429,42335,27333,54242,53849,89955,28459,66555,49348,33736,49231,32913,116-445-9,884-33,546-39,838
畜产品3
活牛48,21850,69553,19349,09047,69648,90548,85159,72962,96765,94964,96667,02575,68198,135114,908119,440125,583122,805109,072116,107120,542127,747128,954138,018131,560132,816132,839129,416119,553107,593103,143
育肥牛9,3399,3868,1668,0057,2117,4488,4368,88610,26110,90210,4008,9879,34511,28614,56615,60715,69513,35611,39211,29910,96318,81917,90920,52118,60820,34821,95121,11520,84719,56219,374
瘦肉猪-48,617-41,504-50,635-42,140-37,768-29,634-34,691-36,098-28,997-24,363-19,179-19,118-27,791-43,181-40,390-38,411-33,652-28,640-24,461-19,8491,43222,81029,21138,68746,10254,87678,03188,72685,52293,770109,736

最新值

本页序列为周度,时间跨度从2010年7月20日至2026年10月13日。来源:美国商品期货交易委员会(CFTC)(交易商持仓报告)。

按日期查询

选择2010年1月5日至2026年10月13日之间的日期,即可查看本数据表中所有序列在该日的数值。若该日无数据(因周末、节假日或周度发布),则显示此前最近一期的数值。

常见问题

美国CFTC投机净持仓的最新值是多少?
10年期美国国债在2026年10月13日为−2,205,937份。较2026年10月6日−66,152份,较上年同期+134,598份。
美国CFTC投机净持仓的数据可追溯至何时?
本页序列为周度,时间跨度从2010年7月20日至2026年10月13日。来源:美国商品期货交易委员会(CFTC)(交易商持仓报告)。本数据表中的每个序列均可查看全历史图表,并支持下载为CSV或Excel格式。
美国CFTC投机性净头寸衡量什么?
美国CFTC投机性净头寸衡量杠杆基金和资管机构在美国金融期货市场上持有的多头与空头合约之差。
该数据的发布频率如何,历史数据始于何时?
该数据由美国商品期货交易委员会按周发布,时间序列自2010年起延续至今。
表中涵盖哪些市场类别?
该表包含美国利率期货、股指期货和主要货币期货的净持仓数据。
投机性持仓数据应如何解读?
净持仓为正表明押注美国市场价格上涨,净持仓为负则表明押注价格下跌。