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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 2026/07/14Available 2026/07/18 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)500-2.2-1.4-0.50.31.11.9020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-7%-5%-2%0%2%5%7%MM+6.6 pptSWAP+2.9 pptNREPT+0.5 pptOTHER-2.5 pptPROD-7.5 ppt0
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%
Net %OI0.5%-37.3%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

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: -25.0%
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。

0%5%10%16%21%26%31%Long · Top413.4%Long · Top822.9%Short · Top412.6%Short · Top823.0%% 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

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%
Net %OI24.8%-25.6%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

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: 5.8%
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。

0%5%10%16%21%26%31%Long · Top413.4%Long · Top822.9%Short · Top412.6%Short · Top823.0%% 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

Long21,038
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%
Net %OI1.8%-3.1%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

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: -0.4%
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%
Net %OI34.2%16.6%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

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: 19.3%
CountNormal FitCurrent 19.3%