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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 2026/09/15Available 2026/09/19 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)500-1.6-1.1-0.5-0.00.51.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-8%-5%-3%0%3%5%8%PROD+1.5 pptOTHER+1.0 pptNREPT-0.4 pptSWAP-0.6 pptMM-1.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long53,727
Short143,278
Net-89,551
Open Interest347,391

Non-Commercial (No CIT)

Long58,881
Short54,146
Net4,735
Open Interest347,391

Producer/Merchant

Long23,721
Short133,774
Net-110,053
Open Interest347,391
Net %OI-31.7%
Gross %OI45.3%
Bias-0.70Δ Net %OI +0.9%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-31.7%
Net %OI0.5%-37.3%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.330-0.280-0.246-0.196-0.146-0.095-0.0620.005Current: -31.7%
CountNormal FitCurrent -31.7%

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 · Top412.6%Long · Top822.1%Short · Top412.6%Short · Top821.7%% 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。

07132026HIGH15/01→15/0622wLOW20/10→21/0322wHIGH15/10→16/0321wHIGH23/08→24/0121wLOW12/07→12/1120wLOW26/07→26/0911wHIGH19/03→19/0510wLOW17/06→17/089w持续周数

Managed Money

Long78,979
Short33,221
Net45,758
Open Interest347,391
Net %OI13.2%
Gross %OI32.3%
Bias+0.41Δ Net %OI -1.6%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest13.2%
Net %OI24.8%-25.6%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.196-0.155-0.094-0.0330.0280.0680.149Current: 13.2%
CountNormal FitCurrent 13.2%

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 · Top412.6%Long · Top822.1%Short · Top412.6%Short · Top821.7%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0320wHIGH12/07→12/1115wLOW19/02→19/0515wHIGH18/04→18/0611wLOW25/04→25/0611wHIGH26/07→26/0911w持续周数

Non-Reportable

Long21,949
Short21,635
Net314
Open Interest347,391
Net %OI0.1%
Gross %OI12.5%
Bias+0.01Δ Net %OI +0.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.1%
Net %OI1.8%-3.1%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 0.1%
CountNormal FitCurrent 0.1%

Index Traders

Long98,116
Short13,614
Net84,502
Open Interest347,391
Net %OI24.3%
Gross %OI32.2%
Bias+0.76Δ Net %OI +2.6%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest24.3%
Net %OI34.2%16.6%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 24.3%
CountNormal FitCurrent 24.3%