← 返回主页

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)500-1.0-0.5-0.00.51.01.5020406080100PRODSWAPMMOTHERNREPTNet %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+4.7 pptNREPT+0.3 pptOTHER-0.3 pptSWAP-2.3 pptMM-2.5 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long202,492
Short437,775
Net-235,283
Open Interest732,813
Net %OI-32.1%
Gross %OI87.4%
Bias-0.37Δ Net %OI +0.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-32.1%
Net %OI-6.9%-58.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI-6.9%-58.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.378-0.332-0.301-0.254-0.208-0.162-0.131-0.069Current: -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 · Top412.0%Long · Top819.7%Short · Top423.2%Short · Top832.8%% 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。

07142027LOW16/08→17/0123wLOW20/08→21/0121wHIGH18/06→18/0917wHIGH23/12→24/0315wHIGH17/03→17/0614wHIGH23/03→23/0614wHIGH13/02→13/0512wLOW22/03→22/0512w持续周数

Managed Money

Long174,908
Short24,313
Net150,595
Open Interest732,813
Net %OI20.6%
Gross %OI27.2%
Bias+0.76Δ Net %OI +1.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest20.6%
Net %OI25.8%-18.5%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI25.8%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.122-0.080-0.0160.0470.1100.1520.237Current: 20.6%
CountNormal FitCurrent 20.6%

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 · Top412.0%Long · Top819.7%Short · Top423.2%Short · Top832.8%% 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。

07152229LOW18/04→18/0925wHIGH20/08→21/0121wLOW23/10→24/0321wHIGH16/08→16/1219wLOW23/03→23/0614wHIGH26/03→26/0613wLOW12/10→13/0112wHIGH22/03→22/0512w持续周数