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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)500-3.4-2.3-1.2-0.11.02.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-20%-13%-7%0%7%13%20%PROD+5.9 pptNREPT+0.9 pptOTHER+0.2 pptSWAP+0.1 pptMM-7.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long631,809
Short1,269,363
Net-637,554
Open Interest2,594,329

Non-Commercial (No CIT)

Long374,144
Short109,074
Net265,070
Open Interest2,594,329

Producer/Merchant

Long417,752
Short1,182,486
Net-764,734
Open Interest2,594,329
Net %OI-29.5%
Gross %OI61.7%
Bias-0.48Δ Net %OI -3.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-29.5%
Net %OI3.1%-36.9%21/08/3122/08/3023/09/0524/08/2725/08/2626/09/01

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: -29.5%
CountNormal FitCurrent -29.5%

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 · Top414.5%Long · Top821.8%Short · Top414.9%Short · Top822.9%% 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

Long493,064
Short62,002
Net431,062
Open Interest2,594,329
Net %OI16.6%
Gross %OI21.4%
Bias+0.78Δ Net %OI +2.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest16.6%
Net %OI20.3%-17.4%21/08/3122/08/3023/09/0524/08/2725/08/2626/09/01

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: 16.6%
CountNormal FitCurrent 16.6%

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 · Top414.5%Long · Top821.8%Short · Top414.9%Short · Top822.9%% 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

Long196,980
Short249,084
Net-52,104
Open Interest2,594,329
Net %OI-2.0%
Gross %OI17.2%
Bias-0.12Δ Net %OI +0.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.0%
Net %OI0.1%-5.2%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: -2.0%
CountNormal FitCurrent -2.0%

Index Traders

Long568,755
Short144,168
Net424,587
Open Interest2,594,329
Net %OI16.4%
Gross %OI27.5%
Bias+0.60Δ Net %OI +0.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.4%
Net %OI25.6%10.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 16.4%
CountNormal FitCurrent 16.4%