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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)500-2.2-1.1-0.01.12.23.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-21%-14%-7%0%7%14%21%PROD+4.4 pptOTHER+4.0 pptNREPT-0.5 pptSWAP-1.4 pptMM-6.4 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long45,621
Short224,232
Net-178,611
Open Interest383,730
Net %OI-46.5%
Gross %OI70.3%
Bias-0.66Δ Net %OI -2.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-46.5%
Net %OI10.6%-63.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI10.6%-61.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.507-0.415-0.354-0.262-0.170-0.078-0.0160.106Current: -46.5%
CountNormal FitCurrent -46.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%15%23%30%38%45%Long · Top48.3%Long · Top814.6%Short · Top429.0%Short · Top840.3%% 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。

07142128HIGH19/05→19/1024wLOW12/12→13/0522wHIGH24/05→24/0919wHIGH18/12→19/0415wHIGH14/07→14/1014wLOW21/06→21/0913wHIGH25/09→25/1113wHIGH22/10→22/1211w持续周数

Managed Money

Long115,804
Short14,841
Net100,963
Open Interest383,730
Net %OI26.3%
Gross %OI34.0%
Bias+0.77Δ Net %OI +3.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest26.3%
Net %OI35.5%-29.0%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI35.5%-29.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.290-0.194-0.129-0.0320.0650.1610.2260.355Current: 26.3%
CountNormal FitCurrent 26.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%15%23%30%38%45%Long · Top48.3%Long · Top814.6%Short · Top429.0%Short · Top840.3%% 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。

011213242LOW18/12→19/0938wLOW12/02→12/0619wLOW24/12→25/0417wLOW23/02→23/0515wLOW24/06→24/0915wHIGH17/01→17/0414wLOW25/08→25/1013wHIGH13/01→13/0411w持续周数