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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)500-1.7-0.80.00.91.72.5020406080100PRODSWAPMMOTHERNREPTNet %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+3.4 pptOTHER+0.8 pptSWAP+0.2 pptNREPT-0.3 pptMM-4.1 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long51,427
Short67,692
Net-16,265
Open Interest202,855
Net %OI-8.0%
Gross %OI58.7%
Bias-0.14Δ Net %OI +2.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-8.0%
Net %OI-0.0%-34.8%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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

Count051015-0.342-0.297-0.267-0.223-0.178-0.134-0.104-0.045Current: -8.0%
CountNormal FitCurrent -8.0%

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 · Top827.6%Short · Top415.5%Short · Top825.0%% 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

Long42,530
Short22,906
Net19,624
Open Interest202,855
Net %OI9.7%
Gross %OI32.3%
Bias+0.30Δ Net %OI -1.7%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest9.7%
Net %OI37.5%-18.2%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.182-0.098-0.0430.0410.1240.2080.2630.375Current: 9.7%
CountNormal FitCurrent 9.7%

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 · Top827.6%Short · Top415.5%Short · Top825.0%% 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