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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)500-4.3-2.7-1.20.31.83.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-18%-12%-6%0%6%12%18%PROD+1.8 pptOTHER+1.2 pptNREPT-0.5 pptMM-1.1 pptSWAP-1.3 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long178,004
Short495,223
Net-317,219
Open Interest783,555

Non-Commercial (No CIT)

Long179,634
Short26,721
Net152,913
Open Interest783,555

Producer/Merchant

Long119,149
Short463,877
Net-344,728
Open Interest783,555
Net %OI-44.0%
Gross %OI74.4%
Bias-0.59Δ Net %OI -4.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-44.0%
Net %OI-3.0%-56.2%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

Net %OI-3.0%-56.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.440-0.378-0.337-0.276-0.215-0.153-0.112-0.030Current: -44.0%
CountNormal FitCurrent -44.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top49.5%Long · Top816.7%Short · Top431.9%Short · Top841.2%% 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。

07132026LOW21/12→22/0522wHIGH15/11→16/0321wHIGH25/03→25/0821wHIGH23/12→24/0418wHIGH24/11→25/0112wHIGH15/04→15/0611wLOW17/01→17/0311wLOW12/03→12/0510w持续周数

Managed Money

Long195,505
Short9,959
Net185,546
Open Interest783,555
Net %OI23.7%
Gross %OI26.2%
Bias+0.90Δ Net %OI +3.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest23.7%
Net %OI32.5%-18.8%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI32.5%-18.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.188-0.124-0.081-0.0180.0460.1090.1520.237Current: 23.7%
CountNormal FitCurrent 23.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top49.5%Long · Top816.7%Short · Top431.9%Short · Top841.2%% 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。

08152330LOW25/02→25/0826wLOW15/10→16/0322wLOW15/03→15/0616wHIGH18/02→18/0616wHIGH22/12→23/0316wHIGH22/02→22/0514wLOW24/01→24/0414wLOW24/11→25/0113w持续周数

Non-Reportable

Long55,702
Short27,271
Net28,431
Open Interest783,555
Net %OI3.6%
Gross %OI10.6%
Bias+0.34Δ Net %OI +0.1%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.6%
Net %OI7.7%2.1%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

Net %OI7.7%2.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0210.0250.0290.0330.0380.0420.0460.052Current: 3.6%
CountNormal FitCurrent 3.6%

Index Traders

Long149,867
Short13,991
Net135,876
Open Interest783,555
Net %OI17.3%
Gross %OI20.9%
Bias+0.83Δ Net %OI +0.2%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.3%
Net %OI29.9%8.7%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.9%8.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0870.1090.1240.1460.1680.1900.2050.235Current: 17.3%
CountNormal FitCurrent 17.3%