← 返回主页

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 2026/09/15Available 2026/09/19 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)500-1.4-0.9-0.30.20.71.2020406080100PRODSWAPMMOTHERNREPTNet %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+1.9 pptOTHER+1.1 pptNREPT-0.6 pptSWAP-0.7 pptMM-1.7 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long16,847
Short128,243
Net-111,396
Open Interest310,836
Net %OI-35.8%
Gross %OI46.7%
Bias-0.77Δ Net %OI +1.2%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-35.8%
Net %OI-0.0%-41.7%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

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

Net %OI-0.0%-41.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.377-0.321-0.283-0.227-0.170-0.113-0.076-0.000Current: -35.8%
CountNormal FitCurrent -35.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%22%28%33%Long · Top414.1%Long · Top824.5%Short · Top413.7%Short · Top822.7%% 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→15/0622wHIGH15/10→16/0321wLOW20/10→21/0221wHIGH23/08→24/0121wLOW12/08→12/1115wLOW26/02→26/0514wHIGH19/03→19/0511wLOW26/07→26/0911w持续周数

Managed Money

Long78,854
Short34,441
Net44,413
Open Interest310,836
Net %OI14.3%
Gross %OI36.4%
Bias+0.39Δ Net %OI -1.4%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.3%
Net %OI28.2%-26.4%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI28.2%-26.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.264-0.201-0.158-0.095-0.0310.0320.0750.159Current: 14.3%
CountNormal FitCurrent 14.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%22%28%33%Long · Top414.1%Long · Top824.5%Short · Top413.7%Short · Top822.7%% 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→21/0321wLOW19/02→19/0516wHIGH12/07→12/1115wHIGH18/04→18/0611wHIGH26/07→26/0911wLOW15/08→15/1010w持续周数