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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)500-2.1-1.3-0.60.10.91.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%MM+4.7 pptNREPT+0.6 pptSWAP+0.4 pptOTHER+0.2 pptPROD-5.9 ppt0
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%
Net %OI-3.2%-47.7%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

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

Net %OI-3.2%-47.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.325-0.281-0.252-0.208-0.164-0.120-0.090-0.032Current: -27.1%
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。

0%6%12%18%24%30%36%Long · Top49.9%Long · Top817.0%Short · Top419.8%Short · Top831.7%% 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。

06121723LOW16/08→16/1219wHIGH18/06→18/0916wHIGH23/03→23/0615wLOW20/09→20/1214wHIGH23/12→24/0314wHIGH17/03→17/0613wLOW22/03→22/0512wHIGH13/02→13/0511w持续周数

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%
Net %OI22.2%-17.5%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.2%-17.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.175-0.119-0.082-0.0260.0290.0850.1230.197Current: 16.1%
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。

0%6%12%18%24%30%36%Long · Top49.9%Long · Top817.0%Short · Top419.8%Short · Top831.7%% 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。

08172533LOW18/03→18/0929wLOW23/10→24/0321wHIGH16/08→16/1219wHIGH26/03→26/0618wHIGH20/08→20/1215wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0511w持续周数

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%
Net %OI4.9%-0.4%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI4.9%-0.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.0040.0000.0030.0070.0110.0150.0180.023Current: 1.3%
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%
Net %OI29.4%10.8%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.0%10.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1080.1280.1420.1630.1830.2040.2180.245Current: 12.5%
CountNormal FitCurrent 12.5%