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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 2026/06/02Available 2026/06/06 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)500-2.1-1.3-0.50.31.11.9020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-11%-7%-4%0%4%7%11%PROD+2.4 pptOTHER+1.1 pptSWAP+0.6 pptNREPT-0.1 pptMM-4.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long74,747
Short104,533
Net-29,786
Open Interest253,211

Non-Commercial (No CIT)

Long36,880
Short31,769
Net5,111
Open Interest253,211

Producer/Merchant

Long63,442
Short78,525
Net-15,083
Open Interest253,211
Net %OI-6.0%
Gross %OI56.1%
Bias-0.11Δ Net %OI +1.9%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-6.0%
Net %OI2.6%-28.6%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.286-0.247-0.222-0.183-0.145-0.106-0.080-0.029Current: -6.0%
CountNormal FitCurrent -6.0%

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 · Top414.0%Long · Top825.5%Short · Top414.9%Short · Top825.6%% 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

Long39,584
Short27,389
Net12,195
Open Interest253,211
Net %OI4.8%
Gross %OI26.4%
Bias+0.18Δ Net %OI -2.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest4.8%
Net %OI27.4%-16.3%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 4.8%
CountNormal FitCurrent 4.8%

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 · Top414.0%Long · Top825.5%Short · Top414.9%Short · Top825.6%% 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

Long10,126
Short10,047
Net79
Open Interest253,211
Net %OI0.0%
Gross %OI8.0%
Bias+0.00Δ Net %OI +0.0%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.0%
Net %OI1.9%-0.5%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 0.0%
CountNormal FitCurrent 0.0%

Index Traders

Long38,032
Short13,436
Net24,596
Open Interest253,211
Net %OI9.7%
Gross %OI20.3%
Bias+0.48Δ Net %OI -0.6%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest9.7%
Net %OI26.5%9.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.5%9.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.0970.1220.1390.1640.1890.2130.2300.263Current: 9.7%
CountNormal FitCurrent 9.7%