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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)500-4.5-2.6-0.81.02.94.7020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-26%-17%-9%0%9%17%26%PROD+8.1 pptNREPT+0.8 pptOTHER+0.3 pptSWAP-0.0 pptMM-9.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long259,861
Short1,060,004
Net-800,143
Open Interest1,764,182
Net %OI-45.4%
Gross %OI74.8%
Bias-0.61Δ Net %OI -4.5%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-45.4%
Net %OI3.0%-51.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.454-0.381-0.333-0.260-0.187-0.115-0.0660.030Current: -45.4%
CountNormal FitCurrent -45.4%

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 · Top410.9%Long · Top818.6%Short · Top412.2%Short · Top820.0%% 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

Long467,856
Short66,853
Net401,003
Open Interest1,764,182
Net %OI22.7%
Gross %OI30.3%
Bias+0.75Δ Net %OI +4.7%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest22.7%
Net %OI24.4%-22.8%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.228-0.160-0.114-0.0460.0220.0910.1360.227Current: 22.7%
CountNormal FitCurrent 22.7%

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 · Top410.9%Long · Top818.6%Short · Top412.2%Short · Top820.0%% 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