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)
Long267,840
Short452,454
Net-184,614
Open Interest747,953
Non-Commercial (No CIT)
Long119,221
Short36,077
Net83,144
Open Interest747,953
Producer/Merchant
Long213,635
Short408,885
Net-195,250
Open Interest747,953
Net %OI-26.1%
Gross %OI83.2%
Bias-0.31Δ Net %OI -3.0%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-26.1%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -26.1%
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
Long136,058
Short23,029
Net113,029
Open Interest747,953
Net %OI15.1%
Gross %OI21.3%
Bias+0.71Δ Net %OI +3.2%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest15.1%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 15.1%
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
Long38,951
Short28,266
Net10,685
Open Interest747,953
Net %OI1.4%
Gross %OI9.0%
Bias+0.16Δ Net %OI +0.3%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Non-Reportable · Net %OI / Gross %OI
Latest1.4%
Seasonal Pattern
Non-Reportable · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 1.4%
Index Traders
Long123,892
Short33,106
Net90,786
Open Interest747,953
Net %OI12.1%
Gross %OI21.0%
Bias+0.58Δ Net %OI +0.3%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest12.1%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 12.1%