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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)500-3.1-1.9-0.70.51.83.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-9%-6%-3%0%3%6%9%MM+1.4 pptNREPT-0.1 pptOTHER-0.3 pptPROD-0.3 pptSWAP-0.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long254,215
Short450,643
Net-196,428
Open Interest723,386

Non-Commercial (No CIT)

Long108,979
Short38,436
Net70,543
Open Interest723,386

Producer/Merchant

Long197,502
Short418,332
Net-220,830
Open Interest723,386
Net %OI-30.5%
Gross %OI85.1%
Bias-0.36Δ Net %OI -3.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-30.5%
Net %OI-3.2%-47.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: -30.5%
CountNormal FitCurrent -30.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top411.8%Long · Top819.4%Short · Top424.9%Short · Top837.0%% 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

Long133,775
Short23,863
Net109,912
Open Interest723,386
Net %OI15.2%
Gross %OI21.8%
Bias+0.70Δ Net %OI +3.0%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest15.2%
Net %OI22.2%-17.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.175-0.119-0.082-0.0260.0290.0850.1230.197Current: 15.2%
CountNormal FitCurrent 15.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top411.8%Long · Top819.4%Short · Top424.9%Short · Top837.0%% 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

Long37,359
Short23,701
Net13,658
Open Interest723,386
Net %OI1.9%
Gross %OI8.4%
Bias+0.22Δ Net %OI +0.6%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.9%
Net %OI4.9%-0.4%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 1.9%
CountNormal FitCurrent 1.9%

Index Traders

Long144,424
Short32,198
Net112,226
Open Interest723,386
Net %OI15.5%
Gross %OI24.4%
Bias+0.64Δ Net %OI +1.5%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.5%
Net %OI29.4%10.8%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1080.1280.1420.1630.1830.2040.2180.245Current: 15.5%
CountNormal FitCurrent 15.5%