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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)500-3.2-1.9-0.60.72.03.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-19%-13%-6%0%6%13%19%PROD+6.5 pptSWAP+0.2 pptOTHER+0.0 pptNREPT-0.8 pptMM-6.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long284,738
Short622,046
Net-337,308
Open Interest1,027,541
Net %OI-32.8%
Gross %OI88.2%
Bias-0.37Δ Net %OI -3.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-32.8%
Net %OI11.2%-44.9%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: -32.8%
CountNormal FitCurrent -32.8%

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 · Top49.9%Long · Top817.9%Short · Top416.9%Short · Top827.8%% 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

Long270,450
Short35,530
Net234,920
Open Interest1,027,541
Net %OI22.9%
Gross %OI29.8%
Bias+0.77Δ Net %OI +3.3%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest22.9%
Net %OI25.9%-22.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 22.9%
CountNormal FitCurrent 22.9%

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 · Top49.9%Long · Top817.9%Short · Top416.9%Short · Top827.8%% 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