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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)500-3.0-1.8-0.50.72.03.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-9%-6%-3%0%3%6%9%MM+5.9 pptPROD+2.7 pptNREPT-0.7 pptOTHER-3.2 pptSWAP-4.6 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long217,037
Short310,631
Net-93,594
Open Interest979,429
Net %OI-9.6%
Gross %OI53.9%
Bias-0.18Δ Net %OI +3.2%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-9.6%
Net %OI10.0%-31.9%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

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

Net %OI10.0%-29.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.285-0.227-0.189-0.131-0.073-0.0150.0230.100Current: -9.6%
CountNormal FitCurrent -9.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%15%22%29%37%44%Long · Top415.5%Long · Top825.0%Short · Top420.3%Short · Top829.7%% 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。

09172634HIGH25/05→25/1230wLOW20/08→20/1219wHIGH17/05→17/0916wHIGH19/08→19/1115wLOW15/10→15/1212wHIGH23/12→24/0210wLOW13/10→13/119wHIGH18/03→18/059w持续周数

Managed Money

Long146,175
Short264,907
Net-118,732
Open Interest979,429
Net %OI-12.1%
Gross %OI42.0%
Bias-0.29Δ Net %OI -3.0%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-12.1%
Net %OI27.6%-22.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.6%-22.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.227-0.158-0.112-0.0430.0270.0960.1420.234Current: -12.1%
CountNormal FitCurrent -12.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%15%22%29%37%44%Long · Top415.5%Long · Top825.0%Short · Top420.3%Short · Top829.7%% 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→26/0132wHIGH16/04→16/1027wLOW17/06→17/0914wLOW12/04→12/0712wLOW19/08→19/1112wLOW24/04→24/0610w持续周数