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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 2026/07/21Available 2026/07/25 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)500-4.2-2.6-0.90.72.34.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%MM+16.5 pptNREPT+0.9 pptOTHER+0.2 pptSWAP-1.7 pptPROD-16.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long198,442
Short406,651
Net-208,209
Open Interest684,247

Non-Commercial (No CIT)

Long123,057
Short53,670
Net69,387
Open Interest684,247

Producer/Merchant

Long142,104
Short382,079
Net-239,975
Open Interest684,247
Net %OI-35.1%
Gross %OI76.6%
Bias-0.46Δ Net %OI -4.2%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-35.1%
Net %OI-3.0%-56.2%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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

Count051015-0.423-0.364-0.325-0.266-0.207-0.148-0.109-0.030Current: -35.1%
CountNormal FitCurrent -35.1%

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 · Top49.0%Long · Top816.6%Short · Top430.0%Short · Top838.3%% 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。

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

Long130,082
Short54,930
Net75,152
Open Interest684,247
Net %OI11.0%
Gross %OI27.0%
Bias+0.41Δ Net %OI +4.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest11.0%
Net %OI32.5%-18.8%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 11.0%
CountNormal FitCurrent 11.0%

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 · Top49.0%Long · Top816.6%Short · Top430.0%Short · Top838.3%% 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。

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

Long54,718
Short30,338
Net24,380
Open Interest684,247
Net %OI3.6%
Gross %OI12.4%
Bias+0.29Δ Net %OI -0.5%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.6%
Net %OI7.7%2.1%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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

Long143,703
Short29,260
Net114,443
Open Interest684,247
Net %OI16.7%
Gross %OI25.3%
Bias+0.66Δ Net %OI +1.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.7%
Net %OI29.9%8.7%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 16.7%
CountNormal FitCurrent 16.7%