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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 2026/06/02Available 2026/06/06 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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-9%-6%-3%0%3%6%9%PROD+3.5 pptOTHER-0.0 pptNREPT-0.4 pptSWAP-0.7 pptMM-2.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long198,859
Short467,125
Net-268,266
Open Interest725,328

Non-Commercial (No CIT)

Long150,035
Short46,124
Net103,911
Open Interest725,328

Producer/Merchant

Long159,016
Short436,960
Net-277,944
Open Interest725,328
Net %OI-38.3%
Gross %OI82.2%
Bias-0.47Δ Net %OI +0.8%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-38.3%
Net %OI-3.0%-56.2%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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

Count05101520-0.423-0.364-0.325-0.266-0.207-0.148-0.109-0.030Current: -38.3%
CountNormal FitCurrent -38.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top49.9%Long · Top817.3%Short · Top431.6%Short · Top841.1%% 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。

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

Long150,837
Short23,767
Net127,070
Open Interest725,328
Net %OI17.5%
Gross %OI24.1%
Bias+0.73Δ Net %OI +0.6%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest17.5%
Net %OI32.5%-18.8%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 17.5%
CountNormal FitCurrent 17.5%

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 · Top49.9%Long · Top817.3%Short · Top431.6%Short · Top841.1%% 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。

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

Long57,946
Short35,659
Net22,287
Open Interest725,328
Net %OI3.1%
Gross %OI12.9%
Bias+0.24Δ Net %OI -1.0%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.1%
Net %OI7.7%2.1%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 3.1%
CountNormal FitCurrent 3.1%

Index Traders

Long160,767
Short18,700
Net142,067
Open Interest725,328
Net %OI19.6%
Gross %OI24.7%
Bias+0.79Δ Net %OI -0.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest19.6%
Net %OI29.9%8.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 19.6%
CountNormal FitCurrent 19.6%