COT Positioning Analytics
Built by Robin Yu
仓位象限
x=Net %OI PR(window),y=Δ Net %OI,点大小=Gross %OI,颜色=Bias
Disaggregated动量
按 4W-8W 加速度排序,红线加速,绿线减速。
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%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
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。
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。
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%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
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。
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。
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%
Seasonal Pattern
Non-Reportable · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
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%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 18.7%