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)
Long61,884
Short114,588
Net-52,704
Open Interest300,969
Non-Commercial (No CIT)
Long53,451
Short57,549
Net-4,098
Open Interest300,969
Producer/Merchant
Long33,021
Short108,185
Net-75,164
Open Interest300,969
Net %OI-25.0%
Gross %OI46.9%
Bias-0.53Δ Net %OI -2.2%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Producer/Merchant · Net %OI / Gross %OI
Latest-25.0%
Seasonal Pattern
Producer/Merchant · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent -25.0%
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
Long63,083
Short45,589
Net17,494
Open Interest300,969
Net %OI5.8%
Gross %OI36.1%
Bias+0.16Δ Net %OI +1.9%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Managed Money · Net %OI / Gross %OI
Latest5.8%
Seasonal Pattern
Managed Money · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 5.8%
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
Long21,038
Short22,176
Net-1,138
Open Interest300,969
Net %OI-0.4%
Gross %OI14.4%
Bias-0.03Δ Net %OI +0.6%
Available TS2026/07/18 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
Long80,757
Short22,816
Net57,941
Open Interest300,969
Net %OI19.3%
Gross %OI34.4%
Bias+0.56Δ Net %OI -0.2%
Available TS2026/07/18 03:30
Participant Detail Chart Suite
Index Traders · Net %OI / Gross %OI
Latest19.3%
Seasonal Pattern
Index Traders · Net %OI · 5-year overlay
202620252024202320225Y Avg
Distribution
Net %OI · Window 156w · Sample 156
CountNormal FitCurrent 19.3%