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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)500-4.9-2.6-0.32.04.26.5020406080100PRODSWAPMMOTHERNREPTNet %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+9.4 pptNREPT+0.4 pptOTHER-0.4 pptSWAP-2.1 pptMM-7.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long390,543
Short847,227
Net-456,684
Open Interest1,874,936
Net %OI-24.4%
Gross %OI66.0%
Bias-0.37Δ Net %OI +6.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-24.4%
Net %OI3.0%-51.5%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI3.0%-51.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.368-0.309-0.269-0.209-0.149-0.089-0.0490.030Current: -24.4%
CountNormal FitCurrent -24.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top410.8%Long · Top818.9%Short · Top410.3%Short · Top817.7%% 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。

010203040HIGH23/07→24/0336wHIGH13/06→14/0132wLOW20/10→21/0530wHIGH20/04→20/0713wLOW22/02→22/0513wHIGH19/03→19/0511wLOW21/11→22/0211wHIGH17/04→17/057w持续周数

Managed Money

Long313,131
Short192,995
Net120,136
Open Interest1,874,936
Net %OI6.4%
Gross %OI27.0%
Bias+0.24Δ Net %OI -4.9%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest6.4%
Net %OI24.4%-22.8%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI24.4%-22.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.228-0.167-0.126-0.065-0.0040.0580.0990.180Current: 6.4%
CountNormal FitCurrent 6.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top410.8%Long · Top818.9%Short · Top410.3%Short · Top817.7%% 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→21/0531wLOW13/07→14/0128wHIGH21/11→22/0214wLOW15/04→15/0611wHIGH12/07→12/099wLOW16/08→16/109wHIGH22/02→22/049w持续周数