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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)500-2.2-1.1-0.01.02.13.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%MM+0.9 pptPROD+0.6 pptSWAP+0.2 pptNREPT-0.1 pptOTHER-1.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long51,651
Short96,697
Net-45,046
Open Interest200,891

Non-Commercial (No CIT)

Long27,599
Short20,454
Net7,145
Open Interest200,891

Producer/Merchant

Long42,886
Short70,551
Net-27,665
Open Interest200,891
Net %OI-13.8%
Gross %OI56.5%
Bias-0.24Δ Net %OI +3.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-13.8%
Net %OI2.6%-28.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI2.6%-28.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.286-0.247-0.221-0.182-0.143-0.103-0.077-0.025Current: -13.8%
CountNormal FitCurrent -13.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top414.8%Long · Top826.3%Short · Top416.8%Short · Top827.5%% 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。

07132026HIGH12/01→12/0622wLOW14/02→14/0618wLOW20/11→21/0317wLOW16/08→16/1116wHIGH18/07→18/1016wHIGH22/10→23/0115wLOW14/07→14/0911wLOW20/08→20/109w持续周数

Managed Money

Long38,641
Short16,291
Net22,350
Open Interest200,891
Net %OI11.1%
Gross %OI27.3%
Bias+0.41Δ Net %OI -2.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest11.1%
Net %OI27.4%-16.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.4%-16.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.135-0.074-0.0330.0280.0900.1510.1920.274Current: 11.1%
CountNormal FitCurrent 11.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top414.8%Long · Top826.3%Short · Top416.8%Short · Top827.5%% 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。

09172634LOW17/10→18/0430wHIGH24/01→24/0729wHIGH21/09→22/0323wHIGH14/02→14/0721wLOW12/02→12/0620wHIGH14/07→14/1116wLOW18/06→18/1016wLOW23/07→23/1015w持续周数

Non-Reportable

Long8,130
Short5,883
Net2,247
Open Interest200,891
Net %OI1.1%
Gross %OI7.0%
Bias+0.16Δ Net %OI -0.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.1%
Net %OI1.9%-0.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI1.9%-0.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.005-0.0020.0010.0040.0080.0120.0140.019Current: 1.1%
CountNormal FitCurrent 1.1%

Index Traders

Long41,284
Short5,630
Net35,654
Open Interest200,891
Net %OI17.7%
Gross %OI23.4%
Bias+0.76Δ Net %OI +0.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.7%
Net %OI26.5%8.8%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.5%8.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.0880.1140.1310.1570.1830.2090.2260.261Current: 17.7%
CountNormal FitCurrent 17.7%