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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 2026/09/15Available 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)500-1.5-0.9-0.20.41.01.7020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%PROD+2.5 pptMM+1.2 pptOTHER+0.4 pptNREPT-1.5 pptSWAP-2.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long125,151
Short169,553
Net-44,402
Open Interest603,066

Non-Commercial (No CIT)

Long69,138
Short111,235
Net-42,097
Open Interest603,066

Producer/Merchant

Long77,885
Short146,066
Net-68,181
Open Interest603,066
Net %OI-11.3%
Gross %OI37.1%
Bias-0.30Δ Net %OI +1.7%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-11.3%
Net %OI9.7%-21.1%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: -11.3%
CountNormal FitCurrent -11.3%

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 · Top412.9%Long · Top820.8%Short · Top411.7%Short · Top821.2%% 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

Long93,497
Short98,203
Net-4,706
Open Interest603,066
Net %OI-0.8%
Gross %OI31.8%
Bias-0.02Δ Net %OI -1.5%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-0.8%
Net %OI5.5%-27.3%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: -0.8%
CountNormal FitCurrent -0.8%

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 · Top412.9%Long · Top820.8%Short · Top411.7%Short · Top821.2%% 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

Long40,465
Short36,171
Net4,294
Open Interest603,066
Net %OI0.7%
Gross %OI12.7%
Bias+0.06Δ Net %OI +0.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.7%
Net %OI2.1%-2.3%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 0.7%
CountNormal FitCurrent 0.7%

Index Traders

Long136,370
Short54,166
Net82,204
Open Interest603,066
Net %OI13.6%
Gross %OI31.6%
Bias+0.43Δ Net %OI +2.3%
Available TS2026/09/19 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest13.6%
Net %OI36.7%6.6%21/09/2822/09/2723/09/2624/09/1725/09/1626/09/15

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: 13.6%
CountNormal FitCurrent 13.6%