【国投期货】COMEX系列品种——CFTC持仓报告-260427（3页）.pdf

1、国投期货 研究院有色金属团队COMEX系列品种CFTC持仓报告-36.0%-36.0%17.1%17.1%2026-04-142026-04-1424.5624.562.5%2.5%-39.9%-39.9%23.8%23.8%-38.5%-38.5%21.3%21.3%2026-04-212026-04-2125.0525.05-9.98-9.98铜-CFTC持仓情况铜-CFTC持仓情况2026-04-072026-04-0722.4622.46-8.08-8.083.843.8410.8%10.8%46.7%46.7%25.0%25.0%5.965.9610.0%10.0%49.8%49.8

2、%29.8%29.8%-9.44-9.445.235.2310.1%10.1%48.6%48.6%27.9%27.9%总持仓:万手总持仓:万手生产商/贸易商/加工企业净持仓：万手生产商/贸易商/加工企业净持仓：万手管理基金净持仓：万手管理基金净持仓：万手生产商/贸易商/加工企业多头占比生产商/贸易商/加工企业多头占比生产商/贸易商/加工企业空头占比生产商/贸易商/加工企业空头占比管理基金多头占比管理基金多头占比7.9%7.9%6.1%6.1%6.6%6.6%管理基金空头占比管理基金空头占比生产商/贸易商/加工企业净头寸占比生产商/贸易商/加工企业净头寸占比管理基金净头寸占比管理基金净头寸占比2

3、006.6.13至今极值区间2006.6.13至今极值区间总持仓:万手总持仓:万手35.4935.4936.2336.23环比变化量环比变化量0.490.49-0.54-0.540.730.73-0.1%-0.1%1.3%1.3%2.0%2.0%-0.5%-0.5%-1.4%-1.4%76.66%76.66%2.51%2.51%7.04%7.04%91.32%91.32%2006.6.13至今极值区间2006.6.13至今极值区间所处分位数所处分位数83.51%83.51%1.25%1.25%90.84%90.84%31.63%31.63%97.30%97.30%6.52 :33.406.52

4、 :33.40-10.96 :1.49-10.96 :1.49-7.51 :12.54-7.51 :12.542.6%:29.4%2.6%:29.4%16.9%:53.9%16.9%:53.9%3.6%:48.2%3.6%:48.2%2.5%:45.2%2.5%:45.2%-48.7%:5.7%-48.7%:5.7%-27.3%:39.2%-27.3%:39.2%36.5836.580.360.367.81%7.81%黄金-CFTC持仓情况黄金-CFTC持仓情况2026-04-072026-04-142026-04-21环比变化量所处分位数2026-04-072026-04-142026-04

5、-21环比变化量所处分位数26.10 :79.6926.10 :79.695.6%:62.2%5.6%:62.2%管理基金净持仓：万手管理基金净持仓：万手9.009.009.519.519.309.30-0.22-0.2244.26%44.26%生产商/贸易商/加工企业净持仓：万手生产商/贸易商/加工企业净持仓：万手-1.93-1.93-1.85-1.85-2.04-2.04-0.19-0.1994.79%94.79%生产商/贸易商/加工企业空头占比生产商/贸易商/加工企业空头占比8.7%8.7%8.7%8.7%9.0%9.0%0.3%0.3%2.99%2.99%生产商/贸易商/加工企业多头占

6、比生产商/贸易商/加工企业多头占比3.3%3.3%3.6%3.6%3.5%3.5%-0.2%-0.2%24.30%24.30%管理基金净头寸占比管理基金净头寸占比25.4%25.4%26.3%26.3%25.4%25.4%-0.8%-0.8%54.77%54.77%生产商/贸易商/加工企业净头寸占比生产商/贸易商/加工企业净头寸占比-5.4%-5.4%-5.1%-5.1%-5.6%-5.6%-0.5%-0.5%93.35%93.35%管理基金空头占比管理基金空头占比8.6%8.6%8.4%8.4%8.4%8.4%11.5111.5111.7011.7011.5511.55-0.15-0.151