COT Positioning Analytics
Built by Robin Yu
仓位象限
x=Net %OI PR(window),y=Δ Net %OI,点大小=Gross %OI,颜色=Bias
Disaggregated动量
按 4W-8W 加速度排序,红线加速,绿线减速。
最近8周累计变化最近4周累计变化Delta
Commercial (No CIT)
Long273,979
Short470,989
Net-197,010
Open Interest779,213
Non-Commercial (No CIT)
Long127,505
Short38,609
Net88,896
Open Interest779,213
Producer/Merchant
Long215,193
Short426,507
Net-211,314
Open Interest779,213
Net %OI-27.1%
Gross %OI82.4%
Bias-0.33Δ Net %OI -2.1%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-27.1%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -27.1%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
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。
Managed Money
Long145,542
Short20,194
Net125,348
Open Interest779,213
Net %OI16.1%
Gross %OI21.3%
Bias+0.76Δ Net %OI +1.6%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest16.1%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 16.1%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
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。
Non-Reportable
Long39,567
Short29,154
Net10,413
Open Interest779,213
Net %OI1.3%
Gross %OI8.8%
Bias+0.15Δ Net %OI -0.0%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Non-Reportable · Net %OI / Gross %OI
Latest1.3%
Seasonal Pattern
Non-Reportable · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 1.3%
Index Traders
Long129,248
Short31,545
Net97,703
Open Interest779,213
Net %OI12.5%
Gross %OI20.6%
Bias+0.61Δ Net %OI +0.9%
Available TS2026/07/25 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest12.5%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 12.5%