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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)500-1.5-0.70.00.81.52.2020406080100PRODSWAPMMOTHERNREPTNet %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+3.2 pptOTHER+3.0 pptNREPT-0.4 pptSWAP-0.8 pptMM-5.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long124,444
Short309,538
Net-185,094
Open Interest543,101

Non-Commercial (No CIT)

Long129,413
Short28,791
Net100,622
Open Interest543,101

Producer/Merchant

Long77,229
Short252,634
Net-175,405
Open Interest543,101
Net %OI-32.3%
Gross %OI60.7%
Bias-0.53Δ Net %OI -1.5%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-32.3%
Net %OI7.7%-42.3%22/10/0423/07/1824/04/3025/02/0425/11/2526/09/01

Seasonal Pattern

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

Net %OI7.7%-42.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.423-0.348-0.298-0.223-0.148-0.073-0.0230.077Current: -32.3%
CountNormal FitCurrent -32.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top413.7%Long · Top822.4%Short · Top424.4%Short · Top836.8%% 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。

036912HIGH25/09→25/118wLOW26/08→26/092w持续周数

Managed Money

Long120,482
Short12,506
Net107,976
Open Interest543,101
Net %OI19.9%
Gross %OI24.5%
Bias+0.81Δ Net %OI +2.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest19.9%
Net %OI29.8%-24.2%22/10/0423/07/1824/04/3025/02/0425/11/2526/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI29.8%-24.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.242-0.161-0.107-0.0260.0550.1360.1900.298Current: 19.9%
CountNormal FitCurrent 19.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top413.7%Long · Top822.4%Short · Top424.4%Short · Top836.8%% 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。

02579LOW25/09→25/105wHIGH26/08→26/093wLOW26/02→26/021w持续周数

Non-Reportable

Long22,059
Short10,209
Net11,850
Open Interest543,101
Net %OI2.2%
Gross %OI5.9%
Bias+0.37Δ Net %OI +0.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest2.2%
Net %OI4.6%-1.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI4.6%-1.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.011-0.0040.0010.0070.0140.0210.0250.035Current: 2.2%
CountNormal FitCurrent 2.2%

Index Traders

Long102,425
Short29,804
Net72,621
Open Interest543,101
Net %OI13.4%
Gross %OI24.3%
Bias+0.55Δ Net %OI +0.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest13.4%
Net %OI32.1%10.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI32.1%10.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1030.1330.1540.1840.2140.2440.2640.304Current: 13.4%
CountNormal FitCurrent 13.4%