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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)500-1.0-0.50.10.61.21.7020406080100PRODSWAPMMOTHERNREPTNet %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%PROD+3.7 pptNREPT+0.2 pptOTHER-0.5 pptSWAP-1.5 pptMM-2.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long272,330
Short502,956
Net-230,626
Open Interest879,979

Non-Commercial (No CIT)

Long156,655
Short41,898
Net114,757
Open Interest879,979

Producer/Merchant

Long224,669
Short462,927
Net-238,258
Open Interest879,979
Net %OI-27.1%
Gross %OI78.1%
Bias-0.35Δ Net %OI -0.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-27.1%
Net %OI-3.2%-47.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI-3.2%-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%19%25%31%37%Long · Top410.9%Long · Top818.8%Short · Top419.8%Short · Top830.3%% 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。

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

Long179,637
Short23,204
Net156,433
Open Interest879,979
Net %OI17.8%
Gross %OI23.1%
Bias+0.77Δ Net %OI +1.7%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest17.8%
Net %OI22.2%-17.5%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 17.8%
CountNormal FitCurrent 17.8%

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%19%25%31%37%Long · Top410.9%Long · Top818.8%Short · Top419.8%Short · Top830.3%% 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。

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

Non-Reportable

Long45,596
Short39,683
Net5,913
Open Interest879,979
Net %OI0.7%
Gross %OI9.7%
Bias+0.07Δ Net %OI -0.8%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.7%
Net %OI4.9%-0.4%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 0.7%
CountNormal FitCurrent 0.7%

Index Traders

Long161,393
Short51,437
Net109,956
Open Interest879,979
Net %OI12.5%
Gross %OI24.2%
Bias+0.52Δ Net %OI +0.0%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.5%
Net %OI29.4%10.8%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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%