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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)500-3.5-2.3-1.2-0.11.02.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-17%-11%-6%0%6%11%17%PROD+9.8 pptSWAP-0.2 pptOTHER-0.4 pptNREPT-1.3 pptMM-7.9 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long16,088
Short128,345
Net-112,257
Open Interest306,154
Net %OI-36.7%
Gross %OI47.2%
Bias-0.78Δ Net %OI -3.5%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-36.7%
Net %OI-0.0%-41.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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

Count05101520-0.367-0.312-0.275-0.220-0.165-0.110-0.074-0.000Current: -36.7%
CountNormal FitCurrent -36.7%

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 · Top414.8%Long · Top825.5%Short · Top414.7%Short · Top824.5%% 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→19/0511wLOW17/06→17/089w持续周数

Managed Money

Long82,473
Short33,647
Net48,826
Open Interest306,154
Net %OI15.9%
Gross %OI37.9%
Bias+0.42Δ Net %OI +2.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest15.9%
Net %OI28.2%-26.4%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

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: 15.9%
CountNormal FitCurrent 15.9%

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 · Top414.8%Long · Top825.5%Short · Top414.7%Short · Top824.5%% 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→18/0611wLOW15/08→15/1010wHIGH21/10→21/1210w持续周数