市场数量
650
Disagg FUT
报告日期
2026-08-11
CFTC 每周二发布
总未平仓量 OI
64.3M
-0.9% 1周
极端净多
56
COT≥80 · 净多
极端净空
48
COT≤20 · 净空
最大增仓
PJM N ILL OFF PEA… 588K
减仓: WTI 1st Line-Bren… -140K
52周新高 / 新低
129 / 139
52周极值
类别汇总
低高
类别品种总OI净持仓COT≥80 · 净多52周极值COT 百分位(全史)
农产品408.2M631K4 / 73 / 1
能源54353.0M969K51 / 35119 / 130
金属191.1M241K1 / 13 / 3
外汇433.4K900 / 11 / 1
股指381.9M-150K0 / 42 / 2
加密货币111.4K00 / 00 / 0
其他528.6K-10K0 / 01 / 2
市场概览 · Disagg FUT (650 个品种)
–
| 品种 | 异常状态 | 极值分 | OI | OI 1周 | 净持仓 | 净 1周 | COT 1Y | COT 2Y | COT 3Y | 百分位(全史) | 百分位(3Y) | Z 1Y | Z 3Y |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 100 | 61,465 | +1,701 | +2,601 | +90 | 100 | 100 | 100 | 100% | 100% | 2.15 | 3.21 |
| DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE 能源 NYMEX | 52周新高超买 | 100 | 30,649 | +110 | +2,392 | 0 | 100 | 100 | 100 | 100% | 100% | 2.66 | 2.99 |
| NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE 能源 NYMEX | 52周新低超卖ov.stOidn | 100 | 1,330 | -1,435 | -155 | -155 | 0 | N/A | N/A | 2% | 2% | -7.14 | — |
| NJ SRECS VINTAGE 2021 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高低确信 | 100 | 43,739 | 0 | +181 | 0 | 100 | N/A | N/A | 100% | 100% | 4.25 | — |
| PJM TRI-RECs CLASS 1 Vin 2020 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高低确信 | 100 | 31,471 | +500 | +200 | 0 | 100 | N/A | N/A | 100% | 100% | 4.04 | — |
| PJM TRI-RECs CLASS 1 Vin 2021 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高低确信 | 100 | 26,325 | +1,000 | +200 | +100 | 100 | N/A | N/A | 100% | 100% | 5.81 | — |
| PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE 能源 NOD-EXC | 52周新低超卖 | 100 | 71,711 | -2,955 | -5,265 | -775 | 0 | 0 | 0 | 3% | 1% | -2.74 | -3.42 |
| PJM.PPL_month_off_dap - NODAL EXCHANGE 能源 NOD-EXC | 52周新高超买 | 100 | 63,138 | -757 | +2,185 | +840 | 100 | 100 | 100 | 83% | 100% | 3.17 | 3.40 |
| PJM.PPL_month_on_dap - NODAL EXCHANGE 能源 NOD-EXC | 52周新高超买 | 100 | 63,290 | -985 | +2,185 | +840 | 100 | 100 | 100 | 82% | 100% | 3.03 | 3.34 |
| CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 股指 ICE-FUT | 52周新低超卖 | 100 | 65,149 | +3,165 | -15,551 | -815 | 0 | 0 | 0 | 0% | 1% | -2.08 | -3.40 |
| ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 能源 NOR-MON | 52周新低超卖 | 99 | 112,950 | -2,623 | +1,485 | -1,415 | 0 | 0 | 0 | 40% | 1% | -2.47 | -2.91 |
| MALIN (BASIS) - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超卖 | 99 | 125,301 | -83 | -9,390 | +88 | 1 | 1 | 1 | 1% | 3% | -3.00 | -4.93 |
| WAHA FIN BASIS - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 99 | 712,979 | -20,227 | +13,445 | +1,756 | 100 | 100 | 100 | 99% | 100% | 2.37 | 2.86 |
| PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE 能源 NOD-EXC | 52周新低超卖 | 98 | 72,819 | -3,446 | -2,518 | -1,440 | 0 | 0 | 0 | 20% | 1% | -2.16 | -2.75 |
| FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 97 | 17,861 | +2,265 | -2,760 | 0 | 0 | 0 | 0 | 2% | 4% | -1.34 | -2.70 |
| DRY WHEY - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 超卖 | 95 | 4,031 | -48 | -159 | +11 | 5 | 5 | 3 | 2% | 2% | -1.93 | -2.96 |
| PROPANE OPIS MT BELVIEU TET FP - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 95 | 166,103 | +4,635 | -6,939 | -835 | 0 | 0 | 0 | 0% | 1% | -1.75 | -2.55 |
| PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 94 | 6,825 | 0 | -750 | 0 | 0 | 0 | N/A | 5% | 5% | -1.32 | — |
| NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 低确信 | 93 | 3,541 | 0 | 0 | 0 | 95 | N/A | N/A | 98% | 98% | 2.91 | — |
| PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 93 | 47,967 | +599 | +1,100 | 0 | 0 | 0 | 0 | 35% | 12% | -1.37 | -2.35 |
| ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 92 | 32,161 | -1,377 | -1,734 | +67 | 100 | 100 | 100 | 91% | 100% | 2.05 | 2.21 |
| ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 91 | 32,238 | -1,378 | -1,734 | +67 | 100 | 100 | 100 | 90% | 100% | 2.05 | 2.10 |
| PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE 能源 NYMEX | 52周新高超买 | 90 | 32,951 | 0 | +3,412 | 0 | 100 | 100 | 100 | 100% | 100% | 1.43 | 2.05 |
| PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超卖 | 90 | 124,901 | -2,701 | -4,218 | +115 | 1 | 1 | 1 | 19% | 1% | -1.68 | -2.15 |
| TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 90 | 541,984 | -24,832 | +29,109 | +1,580 | 100 | 100 | 100 | 100% | 100% | 2.43 | 1.97 |
| CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE 能源 ICE-EU | 超买 | 89 | 797,158 | +14,969 | -8,436 | -1,346 | 96 | 98 | 98 | 28% | 99% | 2.26 | 2.25 |
| PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 89 | 173,088 | -16,998 | -6,005 | -4,882 | 0 | 0 | 0 | 1% | 1% | -1.74 | -1.89 |
| PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE 能源 NYMEX | 超卖 | 89 | 11,152 | +128 | -2,475 | 0 | 2 | 2 | 2 | 3% | 6% | -1.26 | -2.14 |
| PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 89 | 259,270 | -9,793 | +96,157 | +3,880 | 100 | 100 | 100 | 91% | 100% | 1.84 | 1.94 |
| TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE 能源 NOD-EXC | 52周新低低确信 | 89 | 5,671 | -63 | 0 | 0 | 0 | N/A | N/A | 17% | 17% | -1.57 | — |
| BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 52周新低超卖 | 88 | 17,220 | -2,157 | -393 | -94 | 0 | 0 | 0 | 2% | 1% | -2.11 | -1.84 |
| PJM TRI-RECs CLASS 1 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 88 | 246,920 | +1,984 | -4,968 | 0 | 0 | 0 | 0 | 1% | 1% | -1.50 | -1.80 |
| PJM.AEP_month_off_dap - NODAL EXCHANGE 能源 NOD-EXC | 52周新低超卖 | 88 | 29,226 | -1,894 | +1,570 | -85 | 0 | N/A | N/A | 1% | 1% | -1.62 | — |
| PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE 能源 NOD-EXC | 超买 | 88 | 66,149 | -477 | +3,564 | +25 | 97 | 98 | 98 | 65% | 99% | 1.28 | 2.04 |
| COPPER- #1 - COMMODITY EXCHANGE INC. 金属 COMEX | 52周新高超买 | 87 | 297,047 | +7,652 | +79,027 | +3,269 | 100 | 100 | 100 | 96% | 100% | 1.62 | 1.75 |
| ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 86 | 247,957 | -2,368 | +104,654 | +1,291 | 100 | 100 | 100 | 100% | 100% | 1.67 | 1.59 |
| PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超买 | 86 | 18,563 | +75 | +3,436 | 0 | 93 | 93 | 93 | 90% | 96% | 1.53 | 2.62 |
| PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE 能源 NOD-EXC | 超买 | 86 | 68,473 | -216 | +845 | 0 | 100 | 100 | 100 | 66% | 99% | 1.42 | 1.58 |
| RGGI VINTAGE 2020 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低低确信 | 86 | 16,885 | 0 | 0 | 0 | 0 | N/A | N/A | 8% | 8% | -1.63 | — |
| RGGI VINTAGE 2021 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低低确信ov.stOidn | 86 | 9,738 | -50,886 | -50 | -6,000 | 0 | N/A | N/A | 1% | 1% | -2.77 | — |
第 1 / 15 页 · 591 个品种