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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 2026/09/15Available 2026/09/19 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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-16%-11%-5%0%5%11%16%PROD+4.5 pptOTHER+1.1 pptSWAP+0.6 pptNREPT+0.3 pptMM-6.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long708,233
Short1,315,046
Net-606,813
Open Interest2,662,009

Non-Commercial (No CIT)

Long387,624
Short95,671
Net291,953
Open Interest2,662,009

Producer/Merchant

Long491,499
Short1,218,616
Net-727,117
Open Interest2,662,009
Net %OI-27.3%
Gross %OI64.2%
Bias-0.43Δ Net %OI +0.6%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-27.3%
Net %OI3.1%-36.9%21/09/1422/09/1323/09/1924/09/1025/09/0926/09/15

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.295-0.246-0.213-0.165-0.116-0.067-0.0340.031Current: -27.3%
CountNormal FitCurrent -27.3%

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 · Top413.4%Long · Top820.4%Short · Top414.7%Short · Top822.1%% 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。

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

Long484,852
Short58,010
Net426,842
Open Interest2,662,009
Net %OI16.0%
Gross %OI20.4%
Bias+0.79Δ Net %OI +0.1%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest16.0%
Net %OI20.3%-17.4%21/09/1422/09/1323/09/1924/09/1025/09/0926/09/15

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.174-0.123-0.089-0.0380.0130.0640.0980.166Current: 16.0%
CountNormal FitCurrent 16.0%

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 · Top413.4%Long · Top820.4%Short · Top414.7%Short · Top822.1%% 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。

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

Long190,031
Short250,241
Net-60,210
Open Interest2,662,009
Net %OI-2.3%
Gross %OI16.5%
Bias-0.14Δ Net %OI +0.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.3%
Net %OI0.1%-5.2%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.051-0.043-0.038-0.030-0.022-0.014-0.0090.001Current: -2.3%
CountNormal FitCurrent -2.3%

Index Traders

Long524,797
Short149,727
Net375,070
Open Interest2,662,009
Net %OI14.1%
Gross %OI25.3%
Bias+0.56Δ Net %OI -0.7%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.1%
Net %OI25.6%10.5%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 14.1%
CountNormal FitCurrent 14.1%