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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)500-3.9-2.4-1.00.51.93.4020406080100PRODSWAPMMOTHERNREPTNet %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%PROD+5.4 pptOTHER+2.7 pptNREPT-0.7 pptSWAP-0.8 pptMM-6.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long71,657
Short123,939
Net-52,282
Open Interest346,354

Non-Commercial (No CIT)

Long46,240
Short68,635
Net-22,395
Open Interest346,354

Producer/Merchant

Long44,242
Short116,409
Net-72,167
Open Interest346,354
Net %OI-20.8%
Gross %OI46.4%
Bias-0.45Δ Net %OI +3.4%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-20.8%
Net %OI0.5%-37.3%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -20.8%
CountNormal FitCurrent -20.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.5%Long · Top821.9%Short · Top412.2%Short · Top821.1%% 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

Long59,220
Short45,743
Net13,477
Open Interest346,354
Net %OI3.9%
Gross %OI30.3%
Bias+0.13Δ Net %OI -3.9%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest3.9%
Net %OI24.8%-25.6%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.201-0.164-0.108-0.0530.0030.0400.114Current: 3.9%
CountNormal FitCurrent 3.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.5%Long · Top821.9%Short · Top412.2%Short · Top821.1%% 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

Long24,542
Short25,155
Net-613
Open Interest346,354
Net %OI-0.2%
Gross %OI14.3%
Bias-0.01Δ Net %OI -0.2%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.2%
Net %OI1.8%-3.1%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -0.2%
CountNormal FitCurrent -0.2%

Index Traders

Long97,799
Short22,509
Net75,290
Open Interest346,354
Net %OI21.7%
Gross %OI34.7%
Bias+0.63Δ Net %OI -1.4%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest21.7%
Net %OI34.2%16.6%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 21.7%
CountNormal FitCurrent 21.7%