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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 2026/07/21Available 2026/07/25 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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %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%MM+0.7 pptSWAP+0.6 pptOTHER+0.3 pptNREPT+0.0 pptPROD-1.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long52,582
Short99,328
Net-46,746
Open Interest220,681

Non-Commercial (No CIT)

Long30,074
Short19,491
Net10,583
Open Interest220,681

Producer/Merchant

Long42,493
Short69,848
Net-27,355
Open Interest220,681
Net %OI-12.4%
Gross %OI50.9%
Bias-0.24Δ Net %OI +0.1%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-12.4%
Net %OI2.6%-28.6%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -12.4%
CountNormal FitCurrent -12.4%

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 · Top414.9%Long · Top824.7%Short · Top415.8%Short · Top826.6%% 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

Long37,892
Short13,026
Net24,866
Open Interest220,681
Net %OI11.3%
Gross %OI23.1%
Bias+0.49Δ Net %OI -0.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest11.3%
Net %OI27.4%-16.3%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.163-0.097-0.0540.0120.0770.1430.1860.274Current: 11.3%
CountNormal FitCurrent 11.3%

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 · Top414.9%Long · Top824.7%Short · Top415.8%Short · Top826.6%% 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

Long7,614
Short5,883
Net1,731
Open Interest220,681
Net %OI0.8%
Gross %OI6.1%
Bias+0.13Δ Net %OI +0.1%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.8%
Net %OI1.9%-0.5%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 0.8%
CountNormal FitCurrent 0.8%

Index Traders

Long39,842
Short5,410
Net34,432
Open Interest220,681
Net %OI15.6%
Gross %OI20.5%
Bias+0.76Δ Net %OI +0.4%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.6%
Net %OI26.5%8.8%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 15.6%
CountNormal FitCurrent 15.6%