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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 2026/07/21Available 2026/07/25 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)500-1.7-0.80.21.12.13.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%MM+9.1 pptSWAP+2.0 pptNREPT+0.2 pptOTHER-0.6 pptPROD-10.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long127,087
Short152,028
Net-24,941
Open Interest578,236

Non-Commercial (No CIT)

Long60,857
Short94,030
Net-33,173
Open Interest578,236

Producer/Merchant

Long88,603
Short136,098
Net-47,495
Open Interest578,236
Net %OI-8.2%
Gross %OI38.9%
Bias-0.21Δ Net %OI -1.7%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-8.2%
Net %OI9.7%-21.1%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -8.2%
CountNormal FitCurrent -8.2%

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 · Top412.7%Long · Top820.9%Short · Top411.6%Short · Top821.1%% 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

Long74,065
Short93,414
Net-19,349
Open Interest578,236
Net %OI-3.3%
Gross %OI29.0%
Bias-0.12Δ Net %OI +3.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-3.3%
Net %OI5.5%-27.3%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -3.3%
CountNormal FitCurrent -3.3%

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 · Top412.7%Long · Top820.9%Short · Top411.6%Short · Top821.1%% 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

Long37,226
Short42,106
Net-4,880
Open Interest578,236
Net %OI-0.8%
Gross %OI13.7%
Bias-0.06Δ Net %OI -1.1%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.8%
Net %OI2.1%-2.8%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: -0.8%
CountNormal FitCurrent -0.8%

Index Traders

Long145,662
Short82,667
Net62,995
Open Interest578,236
Net %OI10.9%
Gross %OI39.5%
Bias+0.28Δ Net %OI +1.5%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest10.9%
Net %OI36.7%6.6%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

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: 10.9%
CountNormal FitCurrent 10.9%