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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)500-3.7-1.9-0.11.63.45.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%PROD+7.2 pptNREPT+0.2 pptOTHER-0.7 pptSWAP-1.6 pptMM-5.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long679,578
Short988,004
Net-308,426
Open Interest2,454,804

Non-Commercial (No CIT)

Long240,941
Short237,614
Net3,327
Open Interest2,454,804

Producer/Merchant

Long510,566
Short921,524
Net-410,958
Open Interest2,454,804
Net %OI-16.7%
Gross %OI58.3%
Bias-0.29Δ Net %OI +5.2%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-16.7%
Net %OI3.1%-36.9%21/06/0122/05/3123/05/3024/05/2825/05/2726/06/02

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: -16.7%
CountNormal FitCurrent -16.7%

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 · Top411.3%Long · Top819.0%Short · Top410.9%Short · Top817.9%% 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

Long304,898
Short189,816
Net115,082
Open Interest2,454,804
Net %OI4.7%
Gross %OI20.2%
Bias+0.23Δ Net %OI -3.7%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest4.7%
Net %OI20.3%-17.4%21/06/0122/05/3123/05/3024/05/2825/05/2726/06/02

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: 4.7%
CountNormal FitCurrent 4.7%

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 · Top411.3%Long · Top819.0%Short · Top410.9%Short · Top817.9%% 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

Long220,738
Short308,273
Net-87,535
Open Interest2,454,804
Net %OI-3.6%
Gross %OI21.6%
Bias-0.17Δ Net %OI -0.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-3.6%
Net %OI0.1%-5.2%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -3.6%
CountNormal FitCurrent -3.6%

Index Traders

Long518,723
Short126,090
Net392,633
Open Interest2,454,804
Net %OI16.0%
Gross %OI26.3%
Bias+0.61Δ Net %OI -1.6%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.0%
Net %OI25.6%10.5%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 16.0%
CountNormal FitCurrent 16.0%