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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 2026/07/14Available 2026/07/18 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)500-1.0-0.5-0.10.40.91.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%MM+13.5 pptOTHER+0.4 pptSWAP-0.7 pptNREPT-1.7 pptPROD-11.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long666,852
Short890,940
Net-224,088
Open Interest2,326,231

Non-Commercial (No CIT)

Long252,658
Short290,574
Net-37,916
Open Interest2,326,231

Producer/Merchant

Long462,064
Short831,272
Net-369,208
Open Interest2,326,231
Net %OI-15.9%
Gross %OI55.6%
Bias-0.29Δ Net %OI -0.8%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-15.9%
Net %OI3.1%-36.9%21/07/1322/07/1223/07/1824/07/0925/07/0826/07/14

Seasonal Pattern

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

Net %OI3.1%-36.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.264-0.219-0.190-0.146-0.102-0.058-0.0280.031Current: -15.9%
CountNormal FitCurrent -15.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top413.1%Long · Top820.2%Short · Top412.9%Short · Top820.2%% 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。

09182635HIGH23/08→24/0331wLOW20/10→21/0425wHIGH13/07→13/1223wLOW21/11→22/0318wHIGH13/04→13/0612wHIGH20/04→20/0612wHIGH19/03→19/0511wHIGH24/06→24/076w持续周数

Managed Money

Long304,486
Short261,095
Net43,391
Open Interest2,326,231
Net %OI1.9%
Gross %OI24.3%
Bias+0.08Δ Net %OI +1.3%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest1.9%
Net %OI20.3%-17.4%21/07/1322/07/1223/07/1824/07/0925/07/0826/07/14

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI19.6%-17.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.174-0.126-0.095-0.0470.0000.0480.0800.143Current: 1.9%
CountNormal FitCurrent 1.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top413.1%Long · Top820.2%Short · Top412.9%Short · Top820.2%% 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。

010213141LOW23/08→24/0437wHIGH20/10→21/0530wLOW13/07→13/1225wHIGH21/11→22/0215wLOW17/04→17/057wLOW17/12→18/017wLOW19/04→19/057wLOW20/05→20/067w持续周数

Non-Reportable

Long190,357
Short220,041
Net-29,684
Open Interest2,326,231
Net %OI-1.3%
Gross %OI17.6%
Bias-0.07Δ Net %OI -0.3%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-1.3%
Net %OI0.1%-5.2%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI0.1%-5.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.051-0.043-0.038-0.030-0.022-0.014-0.0090.001Current: -1.3%
CountNormal FitCurrent -1.3%

Index Traders

Long436,087
Short144,398
Net291,689
Open Interest2,326,231
Net %OI12.5%
Gross %OI25.0%
Bias+0.50Δ Net %OI -0.0%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.5%
Net %OI25.6%10.5%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI25.0%10.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1050.1200.1300.1450.1600.1750.1850.205Current: 12.5%
CountNormal FitCurrent 12.5%