COT Positioning Analytics
Built by Robin Yu
仓位象限
x=Net %OI PR(window),y=Δ Net %OI,点大小=Gross %OI,颜色=Bias
Disaggregated动量
按 4W-8W 加速度排序,红线加速,绿线减速。
最近8周累计变化最近4周累计变化Delta
Commercial (No CIT)
Long345,545
Short479,336
Net-133,791
Open Interest1,180,502
Non-Commercial (No CIT)
Long201,383
Short276,001
Net-74,618
Open Interest1,180,502
Producer/Merchant
Long245,413
Short388,886
Net-143,473
Open Interest1,180,502
Net %OI-12.2%
Gross %OI53.7%
Bias-0.23Δ Net %OI +0.0%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-12.2%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -12.2%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
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。
Managed Money
Long188,662
Short283,255
Net-94,593
Open Interest1,180,502
Net %OI-8.0%
Gross %OI40.0%
Bias-0.20Δ Net %OI +0.3%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest-8.0%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -8.0%
Concentration
深带是历史中位数,浅带是历史 P90,菱形点是当前值。
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。
Non-Reportable
Long79,621
Short73,299
Net6,322
Open Interest1,180,502
Net %OI0.5%
Gross %OI13.0%
Bias+0.04Δ Net %OI -0.0%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Non-Reportable · Net %OI / Gross %OI
Latest0.5%
Seasonal Pattern
Non-Reportable · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 0.5%
Index Traders
Long302,699
Short100,612
Net202,087
Open Interest1,180,502
Net %OI17.1%
Gross %OI34.2%
Bias+0.50Δ Net %OI +0.4%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest17.1%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 17.1%