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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 2026/09/15Available 2026/09/19 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)500-1.6-0.70.21.01.92.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-14%-9%-5%0%5%9%14%SWAP+0.9 pptPROD+0.7 pptOTHER+0.6 pptNREPT-0.1 pptMM-2.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long323,727
Short636,056
Net-312,329
Open Interest1,104,880
Net %OI-28.3%
Gross %OI86.9%
Bias-0.33Δ Net %OI +2.8%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-28.3%
Net %OI11.2%-44.9%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

Net %OI11.2%-44.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.358-0.288-0.241-0.170-0.100-0.0290.0180.112Current: -28.3%
CountNormal FitCurrent -28.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top411.1%Long · Top818.9%Short · Top415.5%Short · Top825.7%% 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→14/1022wHIGH23/12→24/0422wLOW20/08→21/0121wLOW25/10→25/128wLOW22/02→22/037wHIGH23/09→23/107wHIGH24/07→24/097wLOW16/06→16/076w持续周数

Managed Money

Long282,581
Short41,080
Net241,501
Open Interest1,104,880
Net %OI21.9%
Gross %OI29.3%
Bias+0.75Δ Net %OI -1.4%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest21.9%
Net %OI25.9%-22.3%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI25.9%-22.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.223-0.153-0.107-0.0370.0330.1020.1490.242Current: 21.9%
CountNormal FitCurrent 21.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top411.1%Long · Top818.9%Short · Top415.5%Short · Top825.7%% 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。

07142027LOW15/01→15/0623wLOW23/12→24/0421wLOW14/07→14/1017wHIGH20/08→20/1216wHIGH26/02→26/0514wHIGH12/03→12/0513wHIGH12/06→12/0913wLOW24/06→24/0912w持续周数