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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)500-3.6-2.3-0.90.51.93.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-16%-11%-5%0%5%11%16%PROD+5.1 pptSWAP-0.1 pptOTHER-0.1 pptNREPT-0.6 pptMM-4.3 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long405,180
Short741,607
Net-336,427
Open Interest1,325,813

Non-Commercial (No CIT)

Long211,636
Short76,443
Net135,193
Open Interest1,325,813

Producer/Merchant

Long335,291
Short659,151
Net-323,860
Open Interest1,325,813
Net %OI-24.4%
Gross %OI75.0%
Bias-0.33Δ Net %OI -3.6%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-24.4%
Net %OI8.0%-30.4%21/08/3122/08/3023/09/0524/08/2725/08/2626/09/01

Seasonal Pattern

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

Net %OI8.0%-30.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.283-0.228-0.192-0.138-0.083-0.0290.0070.080Current: -24.4%
CountNormal FitCurrent -24.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.6%Long · Top817.8%Short · Top414.1%Short · Top824.1%% 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。

07132026HIGH14/06→14/1022wHIGH24/01→24/0418wLOW20/08→20/1216wHIGH24/06→24/0913wLOW16/10→16/127wHIGH23/09→23/107wHIGH17/05→17/066wHIGH19/04→19/056w持续周数

Managed Money

Long273,197
Short32,014
Net241,183
Open Interest1,325,813
Net %OI18.2%
Gross %OI23.0%
Bias+0.79Δ Net %OI +3.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.2%
Net %OI22.0%-18.5%21/08/3122/08/3023/09/0524/08/2725/08/2626/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.0%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.130-0.093-0.0370.0190.0740.1120.186Current: 18.2%
CountNormal FitCurrent 18.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.6%Long · Top817.8%Short · Top414.1%Short · Top824.1%% 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。

06131925LOW23/12→24/0421wLOW14/06→14/1019wLOW15/03→15/0615wHIGH26/02→26/0515wHIGH20/08→20/1114wLOW24/06→24/0912wLOW19/04→19/0611wHIGH22/12→23/029w持续周数

Non-Reportable

Long59,413
Short81,059
Net-21,646
Open Interest1,325,813
Net %OI-1.6%
Gross %OI10.6%
Bias-0.15Δ Net %OI +0.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-1.6%
Net %OI-0.6%-6.0%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI-0.6%-6.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.039-0.034-0.031-0.026-0.021-0.016-0.013-0.006Current: -1.6%
CountNormal FitCurrent -1.6%

Index Traders

Long272,195
Short49,315
Net222,880
Open Interest1,325,813
Net %OI16.8%
Gross %OI24.3%
Bias+0.69Δ Net %OI +1.7%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.8%
Net %OI27.3%7.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI24.4%7.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.0710.0910.1040.1240.1440.1630.1770.203Current: 16.8%
CountNormal FitCurrent 16.8%