CFTC Commitment of Traders 机构净持仓 · 更新 2026-10-27 01:02:23
| 市场 | 分组 | 报告日 | 杠杆基金净仓 | 未平仓 |
|---|---|---|---|---|
| 3-MONTH SOFR | bonds | 2026-10-20 | -$237.30万 | 12,982,053 |
| 5-YEAR U.S. TREASURY NOTES | bonds | 2026-10-20 | -$211.75万 | 6,715,851 |
| 10-YEAR U.S. TREASURY NOTES | bonds | 2026-10-20 | -$210.72万 | 5,868,295 |
| 2-YEAR U.S. TREASURY NOTES | bonds | 2026-10-20 | -$128.55万 | 4,533,571 |
| LONG-TERM U.S. TREASURY BONDS | bonds | 2026-10-20 | -$80.48万 | 2,364,949 |
| 30-DAY FEDERAL FUNDS | bonds | 2026-10-20 | +$37.62万 | 2,766,665 |
| S&P 500 Consolidated | indices | 2026-10-20 | -$37.29万 | 1,954,969 |
| E-MINI S&P 500 STOCK INDEX | indices | 2026-10-20 | -$37.12万 | 1,935,470 |
| ULTRA 10-YEAR U.S. T-NOTES | bonds | 2026-10-20 | -$31.85万 | 2,665,818 |
| SUGAR NO. 11 | agriculture | 2026-10-20 | +$26.45万 | 1,210,639 |
| 1-MONTH SOFR | bonds | 2026-10-20 | -$24.46万 | 1,422,267 |
| SOYBEANS | agriculture | 2026-10-20 | +$22.13万 | 1,093,612 |
| NATURAL GAS PENULTIMATE ICE | energy | 2026-10-20 | -$20.77万 | 728,735 |
| SOYBEAN MEAL | agriculture | 2026-10-20 | +$20.09万 | 635,401 |
| S&P 500 ANNUAL DIVIDEND INDEX | indices | 2026-10-20 | +$18.95万 | 414,185 |
| CORN | agriculture | 2026-10-20 | +$16.44万 | 1,835,658 |
| U.S. TREASURY BONDS | bonds | 2026-10-20 | -$16.28万 | 1,785,457 |
| NATURAL GAS | energy | 2026-10-20 | -$15.74万 | 1,710,685 |
| NATURAL GAS ICE HENRY HUB | energy | 2026-10-20 | +$13.11万 | 7,844,136 |
| 2 YEAR ERIS SOFR SWAP | bonds | 2026-10-20 | +$12.51万 | 239,063 |
| ERCOT North 345KV Hub RT 7x8 | energy | 2026-10-20 | +$12.17万 | 284,841 |
| NANO ETHER PERP STYLE | crypto | 2026-10-20 | -$11.72万 | 237,998 |
| HOUSTON SHIP CHANNEL (INDEX) | energy | 2026-10-20 | -$11.28万 | 463,611 |
| GOLD | metals | 2026-10-20 | +$10.42万 | 402,279 |
| HSC FIN BASIS | other | 2026-10-20 | -$10.40万 | 879,071 |
| GASOLINE BLENDSTOCK (RBOB) | energy | 2026-10-20 | +$9.37万 | 337,457 |
| CANADIAN DOLLAR | currencies | 2026-10-20 | -$9.11万 | 383,635 |
| 10 YEAR ERIS SOFR SWAP | bonds | 2026-10-20 | -$8.95万 | 226,530 |
| CANOLA | agriculture | 2026-10-20 | +$8.66万 | 333,712 |
| MICRO E-MINI NASDAQ-100 INDEX | indices | 2026-10-20 | -$8.64万 | 134,202 |
| COLORADO INTERSTATE | other | 2026-10-20 | -$8.41万 | 450,924 |
| CALIF CARBON ALL VINTAGE 2026 | energy | 2026-10-20 | +$7.70万 | 169,259 |
| SOYBEAN OIL | agriculture | 2026-10-20 | +$7.15万 | 570,462 |
| PJM WH OFF PEAK REAL TIME OTC | energy | 2026-10-20 | +$6.90万 | 235,848 |
| EURO FX | currencies | 2026-10-20 | -$6.88万 | 877,940 |
| MEXICAN PESO | currencies | 2026-10-20 | +$6.38万 | 278,165 |
| ERCOT | energy | 2026-10-20 | +$6.25万 | 253,955 |
| CALIF LOW CARBON FSC-OPIS | energy | 2026-10-20 | +$6.15万 | 117,718 |
| NATURAL GAS PIPELINE, TEXOK (BASIS) | energy | 2026-10-20 | -$6.06万 | 631,685 |
| COTTON NO. 2 | agriculture | 2026-10-20 | +$6.06万 | 401,293 |
| E-MINI RUSSELL 2000 INDEX | indices | 2026-10-20 | -$5.30万 | 466,789 |
| AUSTRALIAN DOLLAR | currencies | 2026-10-20 | +$5.25万 | 333,010 |
| WHEAT | agriculture | 2026-10-20 | -$5.20万 | 516,379 |
| LIVE CATTLE | agriculture | 2026-10-20 | +$5.11万 | 289,575 |
| MICRO E-MINI RUSSELL 2000 INDX | indices | 2026-10-20 | +$5.11万 | 75,058 |
| PJM NI REAL-TIME OFF-PEAK | energy | 2026-10-20 | +$4.89万 | 80,441 |
| PJM WESTERN HUB MINI (REAL TIME LMP) | energy | 2026-10-20 | +$4.86万 | 401,042 |
| COPPER-GRADE #1 | metals | 2026-10-20 | +$4.77万 | 327,119 |
| LEAN HOGS | agriculture | 2026-10-20 | -$4.68万 | 291,717 |
| ADJUSTED INT RATE S&P 500 TOTL | indices | 2026-10-20 | +$4.20万 | 993,334 |
| NANO BITCOIN PERP STYLE | crypto | 2026-10-20 | -$4.05万 | 169,854 |
| WTI-PHYSICAL | energy | 2026-10-20 | +$3.62万 | 1,835,144 |
| TETCO M2 Basis (Receipts) | other | 2026-10-20 | +$3.62万 | 560,857 |
| 5 YEAR ERIS SOFR SWAP | bonds | 2026-10-20 | +$3.54万 | 203,795 |
| NANO ETHER | crypto | 2026-10-20 | -$3.39万 | 59,574 |
| REX ZONE 3 BASIS | other | 2026-10-20 | +$3.26万 | 302,639 |
| WTI HOUSTON ARGUS/WTI TR MO | energy | 2026-10-20 | -$3.12万 | 559,112 |
| RUSSELL 2000 ANNUAL DIVIDEND | indices | 2026-10-20 | +$3.10万 | 43,409 |
| NANO XRP PERP STYLE | crypto | 2026-10-20 | -$2.93万 | 40,655 |
| NORTHERN ILLINOIS HUB (REAL TIME LMP) | energy | 2026-10-20 | +$2.88万 | 72,948 |
| NWP ROCKIES FIN BASIS | other | 2026-10-20 | +$2.88万 | 415,461 |
| CIG ROCKIES FINANCIAL INDEX | energy | 2026-10-20 | -$2.82万 | 49,713 |
| MICRO ETHER | crypto | 2026-10-20 | -$2.54万 | 77,350 |
| CALIF CARBON ALL VINTAGE 2027 | energy | 2026-10-20 | +$2.46万 | 72,896 |
| BRITISH POUND STERLING | currencies | 2026-10-20 | +$2.41万 | 254,060 |
| JAPANESE YEN | currencies | 2026-10-20 | -$2.29万 | 379,141 |
| WAHA FIN BASIS | other | 2026-10-20 | -$2.25万 | 736,706 |
| MSCI EMERGING MKTS MINI INDEX | indices | 2026-10-20 | +$2.25万 | 1,051,211 |
| COFFEE C | agriculture | 2026-10-20 | +$2.23万 | 170,911 |
| VIX FUTURES | indices | 2026-10-20 | -$2.09万 | 433,778 |
| TETCO WLA BASIS | other | 2026-10-20 | -$2.04万 | 108,060 |
| HENRY HUB | energy | 2026-10-20 | +$2.01万 | 175,042 |
| 3 YEAR ERIS SOFR SWAP | bonds | 2026-10-20 | +$2.00万 | 78,307 |
| HENRY HUB | energy | 2026-10-20 | +$1.98万 | 121,932 |
| NEW ZEALAND DOLLAR | currencies | 2026-10-20 | -$1.93万 | 131,413 |
| NAT GAS LD1 for GDD -TEXOK | energy | 2026-10-20 | -$1.88万 | 143,456 |
| BRAZILIAN REAL | currencies | 2026-10-20 | +$1.87万 | 135,679 |
| NANO SOLANA PERP STYLE | crypto | 2026-10-20 | -$1.69万 | 34,698 |
| MICRO E-MINI S&P 500 INDEX | indices | 2026-10-20 | -$1.62万 | 194,990 |
| CRUDE DIFF-TMX WCS 1A INDEX | energy | 2026-10-20 | -$1.52万 | 64,215 |
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