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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)500-4.1-2.8-1.5-0.21.12.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-11%-7%-4%0%4%7%11%OTHER+1.3 pptMM+1.1 pptNREPT-0.1 pptSWAP-0.8 pptPROD-1.4 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long174,682
Short399,109
Net-224,427
Open Interest609,008
Net %OI-36.9%
Gross %OI94.2%
Bias-0.39Δ Net %OI -4.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-36.9%
Net %OI-6.9%-58.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.378-0.332-0.301-0.254-0.208-0.162-0.131-0.069Current: -36.9%
CountNormal FitCurrent -36.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%22%29%36%43%Long · Top412.4%Long · Top820.0%Short · Top427.5%Short · Top840.1%% 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

Long124,046
Short24,223
Net99,823
Open Interest609,008
Net %OI16.4%
Gross %OI24.3%
Bias+0.67Δ Net %OI +2.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest16.4%
Net %OI25.8%-18.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.185-0.122-0.080-0.0160.0470.1100.1520.237Current: 16.4%
CountNormal FitCurrent 16.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%22%29%36%43%Long · Top412.4%Long · Top820.0%Short · Top427.5%Short · Top840.1%% 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→16/1219wHIGH26/03→26/0617wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0512w持续周数