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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)500-1.4-0.70.00.71.52.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-25%-17%-8%0%8%17%25%OTHER+2.8 pptSWAP-0.2 pptNREPT-0.4 pptPROD-0.7 pptMM-1.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long360,360
Short811,447
Net-451,087
Open Interest1,673,040

Non-Commercial (No CIT)

Long279,408
Short206,968
Net72,440
Open Interest1,673,040

Producer/Merchant

Long260,539
Short597,839
Net-337,300
Open Interest1,673,040
Net %OI-20.2%
Gross %OI51.3%
Bias-0.39Δ Net %OI -1.4%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-20.2%
Net %OI8.6%-26.0%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.202-0.158-0.130-0.087-0.043-0.0000.0290.086Current: -20.2%
CountNormal FitCurrent -20.2%

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 · Top411.8%Long · Top821.1%Short · Top417.8%Short · Top828.7%% 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。

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

Long346,470
Short103,003
Net243,467
Open Interest1,673,040
Net %OI14.6%
Gross %OI26.9%
Bias+0.54Δ Net %OI +2.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.6%
Net %OI23.4%-20.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.206-0.148-0.109-0.0500.0080.0670.1060.184Current: 14.6%
CountNormal FitCurrent 14.6%

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 · Top411.8%Long · Top821.1%Short · Top417.8%Short · Top828.7%% 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。

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

Long115,157
Short55,101
Net60,056
Open Interest1,673,040
Net %OI3.6%
Gross %OI10.2%
Bias+0.35Δ Net %OI +0.7%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.6%
Net %OI5.5%-2.0%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 3.6%
CountNormal FitCurrent 3.6%

Index Traders

Long403,572
Short84,981
Net318,591
Open Interest1,673,040
Net %OI19.0%
Gross %OI29.2%
Bias+0.65Δ Net %OI +0.7%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest19.0%
Net %OI26.8%10.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1180.1340.1440.1600.1760.1920.2020.224Current: 19.0%
CountNormal FitCurrent 19.0%