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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)500-7.9-4.6-1.31.95.28.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-23%-15%-8%0%8%15%23%PROD+7.7 pptOTHER+1.4 pptNREPT+0.3 pptSWAP-0.8 pptMM-8.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long184,759
Short468,254
Net-283,495
Open Interest730,588

Non-Commercial (No CIT)

Long157,961
Short37,177
Net120,784
Open Interest730,588

Producer/Merchant

Long128,997
Short439,406
Net-310,409
Open Interest730,588
Net %OI-42.5%
Gross %OI77.8%
Bias-0.55Δ Net %OI -7.9%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-42.5%
Net %OI-3.0%-56.2%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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

Count051015-0.425-0.366-0.326-0.267-0.208-0.149-0.109-0.030Current: -42.5%
CountNormal FitCurrent -42.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top48.7%Long · Top816.4%Short · Top433.4%Short · Top843.2%% 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

Long178,612
Short19,871
Net158,741
Open Interest730,588
Net %OI21.7%
Gross %OI27.2%
Bias+0.80Δ Net %OI +8.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest21.7%
Net %OI32.5%-18.8%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.188-0.126-0.086-0.0240.0370.0980.1390.220Current: 21.7%
CountNormal FitCurrent 21.7%

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 · Top48.7%Long · Top816.4%Short · Top433.4%Short · Top843.2%% 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

Long55,208
Short26,859
Net28,349
Open Interest730,588
Net %OI3.9%
Gross %OI11.2%
Bias+0.35Δ Net %OI +0.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.9%
Net %OI7.7%2.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 3.9%
CountNormal FitCurrent 3.9%

Index Traders

Long147,177
Short12,816
Net134,361
Open Interest730,588
Net %OI18.4%
Gross %OI21.9%
Bias+0.84Δ Net %OI +2.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest18.4%
Net %OI29.9%8.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0870.1100.1250.1480.1710.1940.2090.239Current: 18.4%
CountNormal FitCurrent 18.4%