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COT Positioning Analytics

Built by Robin Yu

CombinedFutures-Only
大豆 / Soybeans玉米 / Corn棉花 / Cotton软红冬小麦 / Wheat SRW硬红冬小麦 / Wheat HRW豆粕 / Soybean Meal豆油 / Soybean Oil可可 / Cocoa咖啡C / Coffee C11号糖 / Sugar No. 11
Report Date 2026/09/01Available 2026/09/05 03:30

仓位象限

x=Net %OI PR(window)，y=Δ Net %OI，点大小=Gross %OI，颜色=Bias

Δ Net %OI (ppt)500-4.0-2.6-1.10.31.83.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-8%-5%-3%0%3%5%8%SWAP+6.1 pptNREPT+0.0 pptMM-0.6 pptPROD-1.3 pptOTHER-4.3 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long40,843
Short71,468
Net-30,625
Open Interest178,298
Net %OI-17.2%
Gross %OI63.0%
Bias-0.27Δ Net %OI -4.0%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-17.2%
Net %OI-0.3%-37.2%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Producer/Merchant · Net %OI · 5-year overlay

Net %OI-0.5%-37.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.372-0.317-0.280-0.225-0.170-0.115-0.078-0.005Current: -17.2%
CountNormal FitCurrent -17.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%25%33%41%49%Long · Top416.5%Long · Top827.7%Short · Top416.4%Short · Top828.9%% of OI

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。

015294458HIGH16/09→17/0954wLOW13/07→14/0333wHIGH25/11→26/0317wLOW24/09→24/1214wLOW24/05→24/0710wHIGH11/12→12/029wLOW23/08→23/109wHIGH12/04→12/055w持续周数

Managed Money

Long26,056
Short30,806
Net-4,750
Open Interest178,298
Net %OI-2.7%
Gross %OI31.9%
Bias-0.08Δ Net %OI +3.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-2.7%
Net %OI31.8%-15.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI31.8%-15.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.114-0.049-0.0060.0590.1240.1880.2310.318Current: -2.7%
CountNormal FitCurrent -2.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%25%33%41%49%Long · Top416.5%Long · Top827.7%Short · Top416.4%Short · Top828.9%% of OI

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。

013274053LOW16/10→17/0949wLOW25/10→26/0638wHIGH13/07→14/0333wHIGH24/09→25/0120wHIGH23/06→23/1018wHIGH23/10→24/0112wHIGH13/04→13/0710wLOW22/07→22/088w持续周数