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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 2026/07/21Available 2026/07/25 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)500-3.6-2.3-1.10.11.42.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-10%-7%-3%0%3%7%10%MM+15.0 pptSWAP+0.7 pptNREPT-1.5 pptOTHER-2.2 pptPROD-12.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long335,128
Short814,388
Net-479,260
Open Interest1,742,139
Net %OI-27.5%
Gross %OI66.0%
Bias-0.42Δ Net %OI -3.6%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-27.5%
Net %OI3.0%-51.5%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -27.5%
CountNormal FitCurrent -27.5%

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 · Top411.7%Long · Top819.8%Short · Top410.3%Short · Top817.8%% 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

Long305,756
Short249,043
Net56,713
Open Interest1,742,139
Net %OI3.3%
Gross %OI31.8%
Bias+0.10Δ Net %OI +2.6%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest3.3%
Net %OI24.4%-22.8%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 3.3%
CountNormal FitCurrent 3.3%

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 · Top411.7%Long · Top819.8%Short · Top410.3%Short · Top817.8%% 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