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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)500-4.9-2.9-1.00.92.94.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-18%-12%-6%0%6%12%18%PROD+7.9 pptOTHER+0.1 pptNREPT-0.0 pptSWAP-0.9 pptMM-7.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long109,458
Short180,899
Net-71,441
Open Interest596,572

Non-Commercial (No CIT)

Long77,931
Short97,740
Net-19,809
Open Interest596,572

Producer/Merchant

Long61,349
Short158,050
Net-96,701
Open Interest596,572
Net %OI-16.2%
Gross %OI36.8%
Bias-0.44Δ Net %OI -4.9%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-16.2%
Net %OI9.7%-21.1%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI9.7%-21.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.162-0.123-0.097-0.059-0.0200.0190.0450.097Current: -16.2%
CountNormal FitCurrent -16.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top411.4%Long · Top818.8%Short · Top412.6%Short · Top822.0%% 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。

010213141HIGH22/10→23/0637wHIGH12/12→13/0419wHIGH13/11→14/0215wLOW26/02→26/0514wLOW18/06→18/0912wHIGH25/04→25/0612wHIGH13/07→13/088wHIGH16/02→16/038w持续周数

Managed Money

Long107,285
Short92,631
Net14,654
Open Interest596,572
Net %OI2.5%
Gross %OI33.5%
Bias+0.07Δ Net %OI +4.8%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest2.5%
Net %OI5.5%-27.3%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI5.5%-27.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.261-0.218-0.190-0.147-0.104-0.061-0.0330.025Current: 2.5%
CountNormal FitCurrent 2.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top411.4%Long · Top818.8%Short · Top412.6%Short · Top822.0%% 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。

010203040LOW22/10→23/0636wLOW16/06→16/1016wHIGH12/06→12/1015wHIGH26/02→26/0514wLOW13/11→14/0112wHIGH18/07→18/0911wLOW15/03→15/059wHIGH19/12→20/029w持续周数

Non-Reportable

Long38,499
Short39,371
Net-872
Open Interest596,572
Net %OI-0.1%
Gross %OI13.1%
Bias-0.01Δ Net %OI -0.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.1%
Net %OI2.1%-2.7%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI2.1%-2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.022-0.016-0.012-0.0060.0010.0070.0110.020Current: -0.1%
CountNormal FitCurrent -0.1%

Index Traders

Long148,253
Short56,131
Net92,122
Open Interest596,572
Net %OI15.4%
Gross %OI34.3%
Bias+0.45Δ Net %OI +1.8%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.4%
Net %OI36.7%6.6%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI36.7%6.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0660.0980.1200.1520.1840.2160.2380.281Current: 15.4%
CountNormal FitCurrent 15.4%