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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)500-2.5-1.4-0.30.92.03.1020406080100PRODSWAPMMOTHERNREPTNet %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%MM+4.5 pptPROD+1.7 pptNREPT-0.8 pptOTHER-2.0 pptSWAP-3.3 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long359,950
Short456,402
Net-96,452
Open Interest1,187,070

Non-Commercial (No CIT)

Long130,886
Short270,062
Net-139,176
Open Interest1,187,070

Producer/Merchant

Long246,509
Short359,274
Net-112,765
Open Interest1,187,070
Net %OI-9.5%
Gross %OI51.0%
Bias-0.19Δ Net %OI +3.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-9.5%
Net %OI8.6%-26.0%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI8.6%-26.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.188-0.147-0.120-0.079-0.0370.0040.0310.086Current: -9.5%
CountNormal FitCurrent -9.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top413.7%Long · Top822.9%Short · Top418.0%Short · Top827.1%% 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。

06121723LOW20/08→20/1219wHIGH19/07→19/1117wHIGH25/06→25/0917wHIGH17/05→17/0916wHIGH23/12→24/0211wLOW13/09→13/1110wHIGH22/07→22/099wHIGH24/04→24/069w持续周数

Managed Money

Long149,055
Short271,559
Net-122,504
Open Interest1,187,070
Net %OI-10.3%
Gross %OI35.4%
Bias-0.29Δ Net %OI -2.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-10.3%
Net %OI23.4%-20.6%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.4%-20.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.206-0.146-0.106-0.0460.0140.0740.1140.194Current: -10.3%
CountNormal FitCurrent -10.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top413.7%Long · Top822.9%Short · Top418.0%Short · Top827.1%% 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。

011233445LOW12/10→13/0741wHIGH20/06→21/0132wLOW25/06→25/1230wHIGH16/04→16/1027wLOW17/06→17/0913wLOW19/08→19/1112wLOW12/04→12/0611wHIGH15/10→15/1210w持续周数

Non-Reportable

Long87,988
Short83,916
Net4,072
Open Interest1,187,070
Net %OI0.3%
Gross %OI14.5%
Bias+0.02Δ Net %OI -0.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.3%
Net %OI5.5%-2.0%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI5.5%-2.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.020-0.010-0.0030.0070.0170.0270.0330.047Current: 0.3%
CountNormal FitCurrent 0.3%

Index Traders

Long325,948
Short94,392
Net231,556
Open Interest1,187,070
Net %OI19.5%
Gross %OI35.4%
Bias+0.55Δ Net %OI -1.5%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest19.5%
Net %OI26.8%10.1%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.8%10.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1040.1220.1340.1520.1700.1880.2000.224Current: 19.5%
CountNormal FitCurrent 19.5%