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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)500-5.7-3.6-1.50.62.74.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-10%-7%-3%0%3%7%10%MM+11.2 pptSWAP+1.3 pptNREPT+0.1 pptOTHER-1.5 pptPROD-11.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long122,465
Short139,573
Net-17,108
Open Interest528,698

Non-Commercial (No CIT)

Long72,880
Short111,731
Net-38,851
Open Interest528,698

Producer/Merchant

Long84,039
Short121,538
Net-37,499
Open Interest528,698
Net %OI-7.1%
Gross %OI38.9%
Bias-0.18Δ Net %OI -5.7%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-7.1%
Net %OI9.7%-21.1%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.145-0.109-0.085-0.048-0.0120.0240.0480.097Current: -7.1%
CountNormal FitCurrent -7.1%

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 · Top412.6%Long · Top820.9%Short · Top411.7%Short · Top821.9%% 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

Long76,030
Short112,828
Net-36,798
Open Interest528,698
Net %OI-7.0%
Gross %OI35.7%
Bias-0.19Δ Net %OI +4.8%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-7.0%
Net %OI5.5%-27.3%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.261-0.219-0.191-0.149-0.106-0.064-0.0360.020Current: -7.0%
CountNormal FitCurrent -7.0%

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 · Top412.6%Long · Top820.9%Short · Top411.7%Short · Top821.9%% 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

Long38,714
Short37,138
Net1,576
Open Interest528,698
Net %OI0.3%
Gross %OI14.3%
Bias+0.02Δ Net %OI +0.4%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.3%
Net %OI2.1%-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 %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: 0.3%
CountNormal FitCurrent 0.3%

Index Traders

Long132,632
Short78,248
Net54,384
Open Interest528,698
Net %OI10.3%
Gross %OI39.9%
Bias+0.26Δ Net %OI -0.1%
Available TS2026/07/18 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest10.3%
Net %OI36.7%6.6%21/07/2722/07/2623/07/2524/07/1625/07/1526/07/14

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0660.0980.1200.1520.1840.2160.2380.281Current: 10.3%
CountNormal FitCurrent 10.3%