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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 2026/09/01Available 2026/09/05 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)500-3.0-2.0-1.1-0.10.91.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-15%-10%-5%0%5%10%15%PROD+8.2 pptSWAP+0.2 pptOTHER-1.0 pptNREPT-1.0 pptMM-6.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long56,569
Short145,429
Net-88,860
Open Interest344,551

Non-Commercial (No CIT)

Long63,135
Short49,400
Net13,735
Open Interest344,551

Producer/Merchant

Long23,255
Short133,537
Net-110,282
Open Interest344,551
Net %OI-32.0%
Gross %OI45.5%
Bias-0.70Δ Net %OI -3.0%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-32.0%
Net %OI0.5%-37.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.320-0.271-0.239-0.190-0.141-0.093-0.0600.005Current: -32.0%
CountNormal FitCurrent -32.0%

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 · Top413.2%Long · Top822.7%Short · Top413.7%Short · Top823.7%% 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→12/1120wHIGH19/03→19/0510wLOW17/06→17/089wLOW26/07→26/099w持续周数

Managed Money

Long82,585
Short32,301
Net50,284
Open Interest344,551
Net %OI14.6%
Gross %OI33.3%
Bias+0.44Δ Net %OI +1.8%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.6%
Net %OI24.8%-25.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.196-0.156-0.096-0.0350.0250.0650.146Current: 14.6%
CountNormal FitCurrent 14.6%

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 · Top413.2%Long · Top822.7%Short · Top413.7%Short · Top823.7%% 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→25/0611wLOW15/08→15/1010w持续周数

Non-Reportable

Long21,991
Short22,222
Net-231
Open Interest344,551
Net %OI-0.1%
Gross %OI12.8%
Bias-0.01Δ Net %OI -0.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.1%
Net %OI1.8%-3.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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

Long98,052
Short22,697
Net75,355
Open Interest344,551
Net %OI21.9%
Gross %OI35.0%
Bias+0.62Δ Net %OI +1.7%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest21.9%
Net %OI34.2%16.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 21.9%
CountNormal FitCurrent 21.9%