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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)500-8.6-5.0-1.42.25.89.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-25%-17%-8%0%8%17%25%PROD+8.1 pptOTHER+2.0 pptNREPT+0.3 pptSWAP-0.8 pptMM-9.7 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long107,296
Short425,273
Net-317,977
Open Interest649,027
Net %OI-49.0%
Gross %OI82.1%
Bias-0.60Δ Net %OI -8.6%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-49.0%
Net %OI-6.2%-66.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI-6.2%-66.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.490-0.426-0.383-0.319-0.254-0.190-0.147-0.062Current: -49.0%
CountNormal FitCurrent -49.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%17%25%33%42%50%Long · Top49.7%Long · Top818.0%Short · Top436.3%Short · Top846.6%% 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。

07142128LOW21/12→22/0524wHIGH15/11→16/0320wHIGH23/12→24/0419wHIGH25/04→25/0818wLOW16/05→16/0817wLOW12/03→12/0512wHIGH15/04→15/0611wLOW17/01→17/0310w持续周数

Managed Money

Long178,183
Short21,004
Net157,179
Open Interest649,027
Net %OI24.2%
Gross %OI30.7%
Bias+0.79Δ Net %OI +9.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest24.2%
Net %OI36.8%-19.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI36.8%-19.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.196-0.129-0.083-0.0150.0530.1210.1660.256Current: 24.2%
CountNormal FitCurrent 24.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%17%25%33%42%50%Long · Top49.7%Long · Top818.0%Short · Top436.3%Short · Top846.6%% 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→25/0826wLOW15/01→15/0623wLOW15/10→16/0322wHIGH18/02→18/0616wHIGH22/12→23/0316wHIGH22/02→22/0514wLOW24/01→24/0414wLOW24/11→25/0113w持续周数