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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 2026/06/02Available 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)500-2.6-1.6-0.50.51.52.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-8%-5%-3%0%3%5%8%PROD+3.4 pptSWAP+0.6 pptNREPT-0.3 pptOTHER-1.1 pptMM-2.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long416,168
Short692,326
Net-276,158
Open Interest1,293,079

Non-Commercial (No CIT)

Long147,974
Short94,963
Net53,011
Open Interest1,293,079

Producer/Merchant

Long350,195
Short603,078
Net-252,883
Open Interest1,293,079
Net %OI-19.6%
Gross %OI73.7%
Bias-0.27Δ Net %OI +2.6%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-19.6%
Net %OI8.0%-30.4%21/06/0122/05/3123/05/3024/05/2825/05/2726/06/02

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: -19.6%
CountNormal FitCurrent -19.6%

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 · Top410.2%Long · Top817.5%Short · Top413.4%Short · Top822.2%% 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

Long218,447
Short62,397
Net156,050
Open Interest1,293,079
Net %OI12.1%
Gross %OI21.7%
Bias+0.56Δ Net %OI -2.6%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest12.1%
Net %OI22.0%-18.5%21/06/0122/05/3123/05/3024/05/2825/05/2726/06/02

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: 12.1%
CountNormal FitCurrent 12.1%

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 · Top410.2%Long · Top817.5%Short · Top413.4%Short · Top822.2%% 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

Long82,349
Short110,495
Net-28,146
Open Interest1,293,079
Net %OI-2.2%
Gross %OI14.9%
Bias-0.15Δ Net %OI +0.4%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.2%
Net %OI-0.6%-6.0%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -2.2%
CountNormal FitCurrent -2.2%

Index Traders

Long303,845
Short52,552
Net251,293
Open Interest1,293,079
Net %OI19.4%
Gross %OI27.6%
Bias+0.71Δ Net %OI -0.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest19.4%
Net %OI27.3%7.1%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 19.4%
CountNormal FitCurrent 19.4%