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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 2026/09/15Available 2026/09/19 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)500-1.4-0.8-0.30.20.81.3020406080100PRODSWAPMMOTHERNREPTNet %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+3.8 pptNREPT-0.2 pptOTHER-0.8 pptPROD-1.3 pptSWAP-1.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long235,969
Short431,825
Net-195,856
Open Interest698,355

Non-Commercial (No CIT)

Long102,842
Short36,066
Net66,776
Open Interest698,355

Producer/Merchant

Long177,739
Short401,902
Net-224,163
Open Interest698,355
Net %OI-32.1%
Gross %OI83.0%
Bias-0.39Δ Net %OI -1.4%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-32.1%
Net %OI-3.2%-47.7%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: -32.1%
CountNormal FitCurrent -32.1%

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 · Top411.0%Long · Top818.4%Short · Top424.0%Short · Top836.5%% 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

Long134,835
Short23,941
Net110,894
Open Interest698,355
Net %OI15.9%
Gross %OI22.7%
Bias+0.70Δ Net %OI +1.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest15.9%
Net %OI22.2%-17.5%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 15.9%
CountNormal FitCurrent 15.9%

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 · Top411.0%Long · Top818.4%Short · Top424.0%Short · Top836.5%% 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

Long35,432
Short21,546
Net13,886
Open Interest698,355
Net %OI2.0%
Gross %OI8.2%
Bias+0.24Δ Net %OI +0.2%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest2.0%
Net %OI4.9%-0.4%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 2.0%
CountNormal FitCurrent 2.0%

Index Traders

Long144,193
Short28,999
Net115,194
Open Interest698,355
Net %OI16.5%
Gross %OI24.8%
Bias+0.67Δ Net %OI +0.8%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.5%
Net %OI29.4%10.8%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 16.5%
CountNormal FitCurrent 16.5%