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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 2026/09/15Available 2026/09/19 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)500-1.0-0.5-0.00.51.01.5020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-11%-7%-4%0%4%7%11%PROD+5.7 pptOTHER+2.5 pptNREPT-0.8 pptSWAP-2.1 pptMM-5.2 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long134,517
Short301,018
Net-166,501
Open Interest528,536

Non-Commercial (No CIT)

Long109,211
Short28,535
Net80,676
Open Interest528,536

Producer/Merchant

Long85,197
Short245,730
Net-160,533
Open Interest528,536
Net %OI-30.4%
Gross %OI62.6%
Bias-0.49Δ Net %OI +1.5%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-30.4%
Net %OI7.7%-42.3%22/10/0423/07/2524/05/0725/02/1125/12/0226/09/15

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: -30.4%
CountNormal FitCurrent -30.4%

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 · Top414.3%Long · Top823.6%Short · Top422.8%Short · Top835.1%% 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→26/093w持续周数

Managed Money

Long107,519
Short9,616
Net97,903
Open Interest528,536
Net %OI18.5%
Gross %OI22.2%
Bias+0.84Δ Net %OI -0.4%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.5%
Net %OI29.8%-24.2%22/10/0423/07/2524/05/0725/02/1125/12/0226/09/15

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: 18.5%
CountNormal FitCurrent 18.5%

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 · Top414.3%Long · Top823.6%Short · Top422.8%Short · Top835.1%% 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→26/095wLOW26/02→26/021w持续周数

Non-Reportable

Long19,333
Short9,608
Net9,725
Open Interest528,536
Net %OI1.8%
Gross %OI5.5%
Bias+0.34Δ Net %OI -0.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.8%
Net %OI4.6%-1.1%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 1.8%
CountNormal FitCurrent 1.8%

Index Traders

Long99,606
Short23,506
Net76,100
Open Interest528,536
Net %OI14.4%
Gross %OI23.3%
Bias+0.62Δ Net %OI -0.1%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.4%
Net %OI32.1%10.3%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 14.4%
CountNormal FitCurrent 14.4%