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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)500-1.8-0.90.01.01.92.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-32%-21%-11%0%11%21%32%OTHER+3.0 pptPROD-0.1 pptSWAP-0.3 pptNREPT-0.5 pptMM-2.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long222,988
Short525,350
Net-302,362
Open Interest1,275,546
Net %OI-23.7%
Gross %OI58.7%
Bias-0.40Δ Net %OI -1.8%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-23.7%
Net %OI10.0%-30.5%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: -23.7%
CountNormal FitCurrent -23.7%

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 · Top411.8%Long · Top820.5%Short · Top420.0%Short · Top833.0%% 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

Long334,372
Short100,601
Net233,771
Open Interest1,275,546
Net %OI18.3%
Gross %OI34.1%
Bias+0.54Δ Net %OI +2.8%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.3%
Net %OI27.6%-22.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.227-0.159-0.114-0.0470.0210.0890.1340.224Current: 18.3%
CountNormal FitCurrent 18.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%15%22%29%37%44%Long · Top411.8%Long · Top820.5%Short · Top420.0%Short · Top833.0%% 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