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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 2026/07/21Available 2026/07/25 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)500-4.2-2.7-1.10.52.03.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%MM+8.6 pptSWAP+1.6 pptNREPT+0.9 pptOTHER-3.4 pptPROD-7.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long64,206
Short129,392
Net-65,186
Open Interest345,541

Non-Commercial (No CIT)

Long51,592
Short49,482
Net2,110
Open Interest345,541

Producer/Merchant

Long35,066
Short124,851
Net-89,785
Open Interest345,541
Net %OI-26.0%
Gross %OI46.3%
Bias-0.56Δ Net %OI -4.2%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-26.0%
Net %OI0.5%-37.3%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

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

Net %OI0.5%-37.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.281-0.238-0.209-0.167-0.124-0.081-0.0520.005Current: -26.0%
CountNormal FitCurrent -26.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top414.4%Long · Top823.3%Short · Top412.4%Short · Top821.4%% 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。

07132026HIGH15/01→15/0622wLOW20/10→21/0322wHIGH15/10→16/0321wHIGH23/08→24/0121wLOW12/07→12/1120wHIGH19/03→19/0510wLOW17/06→17/089wLOW26/02→26/048w持续周数

Managed Money

Long66,609
Short36,665
Net29,944
Open Interest345,541
Net %OI8.7%
Gross %OI29.9%
Bias+0.29Δ Net %OI +3.6%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest8.7%
Net %OI24.8%-25.6%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.6%-25.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.256-0.201-0.164-0.109-0.0540.0020.0380.112Current: 8.7%
CountNormal FitCurrent 8.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top414.4%Long · Top823.3%Short · Top412.4%Short · Top821.4%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0320wHIGH12/07→12/1115wLOW19/02→19/0515wHIGH18/04→18/0611wLOW25/04→25/0611wLOW15/08→15/1010w持续周数

Non-Reportable

Long21,778
Short23,225
Net-1,447
Open Interest345,541
Net %OI-0.4%
Gross %OI13.0%
Bias-0.03Δ Net %OI -0.1%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.4%
Net %OI1.8%-3.1%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

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

Net %OI1.8%-3.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.031-0.024-0.020-0.013-0.007-0.0000.0040.013Current: -0.4%
CountNormal FitCurrent -0.4%

Index Traders

Long89,142
Short24,619
Net64,523
Open Interest345,541
Net %OI18.7%
Gross %OI32.9%
Bias+0.57Δ Net %OI +1.9%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest18.7%
Net %OI34.2%16.6%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI34.2%16.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1660.1890.2030.2260.2480.2700.2850.314Current: 18.7%
CountNormal FitCurrent 18.7%