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)
Long55,110
Short102,586
Net-47,476
Open Interest228,276
Non-Commercial (No CIT)
Long32,131
Short19,677
Net12,454
Open Interest228,276
Producer/Merchant
Long44,790
Short72,389
Net-27,599
Open Interest228,276
Net %OI-12.1%
Gross %OI51.3%
Bias-0.24Δ Net %OI -0.9%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-12.1%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -12.1%
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
Long38,431
Short13,464
Net24,967
Open Interest228,276
Net %OI10.9%
Gross %OI22.7%
Bias+0.48Δ Net %OI -0.2%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest10.9%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 10.9%
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
Long7,399
Short5,915
Net1,484
Open Interest228,276
Net %OI0.7%
Gross %OI5.8%
Bias+0.11Δ Net %OI -0.1%
Available TS2026/07/18 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
Long40,168
Short6,630
Net33,538
Open Interest228,276
Net %OI14.7%
Gross %OI20.5%
Bias+0.72Δ Net %OI -0.1%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest14.7%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 14.7%