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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 2026/07/14Available 2026/07/18 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)500-2.0-1.1-0.30.61.52.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%MM+5.7 pptNREPT+1.0 pptOTHER-1.2 pptSWAP-1.5 pptPROD-4.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long117,685
Short259,213
Net-141,528
Open Interest456,949

Non-Commercial (No CIT)

Long108,281
Short32,820
Net75,461
Open Interest456,949

Producer/Merchant

Long75,295
Short205,920
Net-130,625
Open Interest456,949
Net %OI-28.6%
Gross %OI61.5%
Bias-0.46Δ Net %OI -2.0%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-28.6%
Net %OI7.7%-42.3%22/10/0423/07/1124/04/0925/01/0725/10/0726/07/14

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: -28.6%
CountNormal FitCurrent -28.6%

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 · Top413.3%Long · Top821.4%Short · Top426.0%Short · Top839.4%% 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→25/118w持续周数

Managed Money

Long70,648
Short20,964
Net49,684
Open Interest456,949
Net %OI10.9%
Gross %OI20.0%
Bias+0.54Δ Net %OI +2.3%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest10.9%
Net %OI29.8%-24.2%22/10/0423/07/1124/04/0925/01/0725/10/0726/07/14

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: 10.9%
CountNormal FitCurrent 10.9%

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 · Top413.3%Long · Top821.4%Short · Top426.0%Short · Top839.4%% 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→25/105wLOW26/02→26/021w持续周数

Non-Reportable

Long19,516
Short9,053
Net10,463
Open Interest456,949
Net %OI2.3%
Gross %OI6.3%
Bias+0.37Δ Net %OI +0.6%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest2.3%
Net %OI4.6%-1.1%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.011-0.0030.0020.0090.0160.0240.0290.038Current: 2.3%
CountNormal FitCurrent 2.3%

Index Traders

Long82,618
Short27,015
Net55,603
Open Interest456,949
Net %OI12.2%
Gross %OI24.0%
Bias+0.51Δ Net %OI +0.2%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.2%
Net %OI32.1%10.3%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

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: 12.2%
CountNormal FitCurrent 12.2%