COT Positioning Analytics
Built by Robin Yu
仓位象限
x=Net %OI PR(window),y=Δ Net %OI,点大小=Gross %OI,颜色=Bias
Disaggregated动量
按 4W-8W 加速度排序,红线加速,绿线减速。
最近8周累计变化最近4周累计变化Delta
Commercial (No CIT)
Long85,783
Short101,600
Net-15,817
Open Interest269,255
Non-Commercial (No CIT)
Long18,428
Short35,240
Net-16,812
Open Interest269,255
Producer/Merchant
Long58,651
Short80,320
Net-21,669
Open Interest269,255
Net %OI-8.0%
Gross %OI51.6%
Bias-0.16Δ Net %OI +0.3%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-8.0%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -8.0%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
判断当前浓度只是偏高,还是已经接近历史极端。
Duration
只统计 PR156 高于 90 或低于 10 的连续区间,条越长说明极端持续越久。
Managed Money
Long15,808
Short27,412
Net-11,604
Open Interest269,255
Net %OI-4.3%
Gross %OI16.1%
Bias-0.27Δ Net %OI -0.2%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest-4.3%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -4.3%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
判断当前浓度只是偏高,还是已经接近历史极端。
Duration
只统计 PR156 高于 90 或低于 10 的连续区间,条越长说明极端持续越久。
Non-Reportable
Long10,594
Short8,680
Net1,914
Open Interest269,255
Net %OI0.7%
Gross %OI7.2%
Bias+0.10Δ Net %OI +0.1%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Non-Reportable · Net %OI / Gross %OI
Latest0.7%
Seasonal Pattern
Non-Reportable · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 0.7%
Index Traders
Long50,341
Short19,626
Net30,715
Open Interest269,255
Net %OI11.4%
Gross %OI26.0%
Bias+0.44Δ Net %OI -1.1%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest11.4%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 11.4%