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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)500-2.9-1.4-0.01.42.94.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-7%-5%-2%0%2%5%7%MM+1.8 pptSWAP+0.5 pptNREPT-0.1 pptPROD-0.8 pptOTHER-1.3 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long34,691
Short63,452
Net-28,761
Open Interest155,275
Net %OI-18.5%
Gross %OI63.2%
Bias-0.29Δ Net %OI +4.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-18.5%
Net %OI-0.0%-34.8%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI-0.0%-34.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.342-0.297-0.267-0.222-0.178-0.133-0.103-0.044Current: -18.5%
CountNormal FitCurrent -18.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top415.9%Long · Top826.3%Short · Top417.5%Short · Top827.1%% 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。

08162432HIGH11/12→12/0728wHIGH18/07→18/1015wHIGH22/10→23/0114wHIGH15/03→15/0511wHIGH15/05→15/0811wLOW20/03→20/0510wHIGH17/12→18/029wLOW21/01→21/039w持续周数

Managed Money

Long40,000
Short13,271
Net26,729
Open Interest155,275
Net %OI17.2%
Gross %OI34.3%
Bias+0.50Δ Net %OI -2.9%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest17.2%
Net %OI37.5%-18.2%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI37.5%-18.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.151-0.072-0.0200.0590.1380.2170.2690.375Current: 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%7%13%20%26%33%39%Long · Top415.9%Long · Top826.3%Short · Top417.5%Short · Top827.1%% 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→18/0430wHIGH21/09→22/0323wLOW12/02→12/0721wHIGH14/02→14/0720wHIGH24/04→24/0717wLOW18/06→18/1016wHIGH24/12→25/0314wLOW22/11→23/0113w持续周数