市场数量
656
Disagg FUT
报告日期
2026-09-22
CFTC 每周二发布
总未平仓量 OI
66.1M
+1.3% 1周
极端净多
67
COT≥80 · 净多
极端净空
51
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 / 133
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418.6M1M10 / 105 / 2
能源54854.1M931K54 / 36115 / 126
金属191.2M236K1 / 04 / 1
外汇433.4K900 / 11 / 1
股指382.0M-158K2 / 43 / 1
加密货币112.2K00 / 00 / 0
其他528.6K-10K0 / 01 / 2
市场概览 · Disagg FUT (656 个品种)
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| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CME MILK IV - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 52周新高超买 | 100 | 12,324 | +767 | +354 | +153 | 100 | 100 | 100 | 91% | 100% | 3.82 | 3.73 |
| DRY WHEY - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 52周新低超卖 | 100 | 3,687 | -344 | -172 | -13 | 0 | 0 | 0 | 1% | 1% | -2.01 | -3.17 |
| BUTANE OPIS MT BELV NONTET FP - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 100 | 68,898 | +5,116 | +3,253 | +30 | 100 | 100 | 100 | 100% | 100% | 2.21 | 3.24 |
| 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 | — |
| NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 100 | 11,166 | +960 | -2,611 | -975 | 0 | 0 | 0 | 0% | 1% | -2.35 | -4.02 |
| 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.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE 能源 NOD-EXC | 52周新高低确信 | 100 | 93,692 | +95 | +490 | 0 | 100 | 100 | 100 | 51% | 100% | 3.87 | 3.38 |
| PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE 能源 NOD-EXC | 52周新高低确信 | 99 | 92,245 | +45 | +490 | 0 | 100 | 100 | 100 | 57% | 100% | 3.85 | 2.87 |
| ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 能源 NOR-MON | 52周新低低确信 | 98 | 117,438 | +1,506 | +34 | -2,020 | 0 | 0 | 0 | 24% | 1% | -2.22 | -2.77 |
| MALIN (BASIS) - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超卖 | 97 | 131,463 | +1,293 | -9,955 | +62 | 2 | 2 | 2 | 0% | 2% | -2.08 | -3.70 |
| PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高低确信 | 94 | 74,973 | +1,693 | +48 | +526 | 100 | 100 | 100 | 40% | 100% | 2.42 | 2.36 |
| 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 | — |
| SOYBEAN MEAL - CHICAGO BOARD OF TRADE 农产品 CBOT | 52周新高超买 | 93 | 657,637 | -25,837 | +191,087 | +7,976 | 100 | 100 | 100 | 100% | 100% | 1.95 | 2.28 |
| CRUDE OIL, LIGHT SWEET-WTI - ICE FUTURES EUROPE 能源 ICE-EU | 52周新高低确信 | 93 | 734,302 | -19,579 | -4,834 | +5,188 | 100 | 100 | 100 | 31% | 100% | 2.03 | 2.30 |
| FUEL OIL-3% USGC/3.5% FOB RDAM - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 93 | 19,696 | +935 | -2,760 | 0 | 0 | 0 | 0 | 3% | 8% | -1.06 | -2.30 |
| 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 | — |
| SOYBEANS - CHICAGO BOARD OF TRADE 农产品 CBOT | 52周新高超买 | 92 | 1,114,328 | +9,448 | +265,159 | +23,658 | 100 | 100 | 100 | 100% | 100% | 1.62 | 2.17 |
| PJM.PPL_month_off_dap - NODAL EXCHANGE 能源 NOD-EXC | 超买 | 92 | 69,869 | +5,106 | +2,105 | 0 | 97 | 97 | 97 | 82% | 97% | 1.93 | 2.66 |
| PJM.PPL_month_on_dap - NODAL EXCHANGE 能源 NOD-EXC | 超买 | 92 | 69,861 | +5,041 | +2,105 | 0 | 97 | 97 | 97 | 80% | 97% | 1.88 | 2.63 |
| BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 超卖 | 91 | 20,218 | +524 | -618 | +26 | 6 | 6 | 5 | 0% | 2% | -2.52 | -2.74 |
| CORN - CHICAGO BOARD OF TRADE 农产品 CBOT | 超买 | 91 | 1,854,505 | +10,681 | +404,097 | -10,363 | 98 | 98 | 99 | 100% | 99% | 1.94 | 2.24 |
| PA COMPLIANCE AECs TIER1 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新低超卖 | 91 | 51,040 | +1,752 | +1,100 | 0 | 0 | 0 | 0 | 37% | 15% | -1.08 | -2.06 |
| TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 91 | 572,972 | +5,260 | +32,196 | +698 | 100 | 100 | 100 | 100% | 100% | 2.61 | 2.06 |
| ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 90 | 33,174 | +339 | -1,672 | 0 | 100 | 100 | 100 | 91% | 100% | 1.80 | 2.03 |
| 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 |
| WAHA INDEX - ICE FUTURES ENERGY DIV 股指 ICE-FUT | 52周新高超买 | 90 | 97,611 | +6,222 | +3,483 | +1,159 | 100 | 100 | 100 | 100% | 100% | 1.66 | 2.04 |
| ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 89 | 33,250 | +339 | -1,672 | 0 | 100 | 100 | 100 | 90% | 100% | 1.80 | 1.93 |
| PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超买 | 89 | 18,478 | -1 | +3,698 | 0 | 97 | 97 | 97 | 91% | 96% | 1.28 | 2.37 |
| 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 |
| RGGI V2026 - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 52周新高超买 | 89 | 68,369 | +5,990 | +11,250 | +986 | 100 | N/A | N/A | 100% | 100% | 1.86 | — |
| 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 | — |
| CRUDE DIFF-TMX WCS 1A INDEX - ICE FUTURES ENERGY DIV 股指 ICE-FUT | 超卖 | 89 | 69,279 | -9,267 | -19,735 | +2,475 | 9 | 8 | 8 | 1% | 3% | -1.84 | -3.17 |
| LEAN HOGS - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 超卖 | 88 | 287,713 | +1,790 | -42,140 | -4,372 | 1 | 1 | 1 | 0% | 1% | -1.43 | -1.85 |
| PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE 能源 NOD-EXC | 超卖 | 88 | 73,820 | +1,424 | -6,655 | +350 | 11 | 9 | 9 | 3% | 3% | -2.12 | -3.22 |
| TRANSCO LEIDY BASIS - ICE FUTURES ENERGY DIV 能源 ICE-FUT | 超买 | 88 | 134,138 | +1,158 | +9,565 | +61 | 97 | 99 | 99 | 100% | 99% | 1.99 | 2.02 |
| MILK, Class III - CHICAGO MERCANTILE EXCHANGE 农产品 CME | 52周新低超卖 | 87 | 34,260 | +1,363 | -6,831 | -835 | 0 | 0 | 0 | 0% | 1% | -2.19 | -1.74 |
第 1 / 15 页 · 594 个品种