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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 2026/07/21Available 2026/07/25 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)500-4.5-2.8-1.10.62.34.0020406080100PRODSWAPMMOTHERNREPTNet %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+11.8 pptOTHER+0.4 pptNREPT+0.0 pptSWAP-1.2 pptPROD-11.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long455,061
Short690,970
Net-235,909
Open Interest1,300,374

Non-Commercial (No CIT)

Long149,207
Short78,751
Net70,456
Open Interest1,300,374

Producer/Merchant

Long387,392
Short614,808
Net-227,416
Open Interest1,300,374
Net %OI-17.5%
Gross %OI77.1%
Bias-0.23Δ Net %OI -4.5%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-17.5%
Net %OI8.0%-30.4%21/07/2022/07/1923/07/2524/07/1625/07/1526/07/21

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: -17.5%
CountNormal FitCurrent -17.5%

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 · Top411.5%Long · Top818.8%Short · Top413.9%Short · Top824.4%% 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

Long172,922
Short48,022
Net124,900
Open Interest1,300,374
Net %OI9.6%
Gross %OI17.0%
Bias+0.57Δ Net %OI +4.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest9.6%
Net %OI22.0%-18.5%21/07/2022/07/1923/07/2524/07/1625/07/1526/07/21

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: 9.6%
CountNormal FitCurrent 9.6%

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 · Top411.5%Long · Top818.8%Short · Top413.9%Short · Top824.4%% 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

Long56,182
Short81,592
Net-25,410
Open Interest1,300,374
Net %OI-2.0%
Gross %OI10.6%
Bias-0.18Δ Net %OI +0.2%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.0%
Net %OI-0.6%-6.0%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -2.0%
CountNormal FitCurrent -2.0%

Index Traders

Long237,012
Short46,149
Net190,863
Open Interest1,300,374
Net %OI14.7%
Gross %OI21.8%
Bias+0.67Δ Net %OI +1.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.7%
Net %OI27.3%7.1%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0710.0910.1040.1240.1440.1630.1770.203Current: 14.7%
CountNormal FitCurrent 14.7%