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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 2026/06/02Available 2026/06/06 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)500-6.7-4.2-1.60.93.56.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-11%-7%-4%0%4%7%11%PROD+2.5 pptMM+0.6 pptSWAP-0.7 pptOTHER-1.1 pptNREPT-1.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long115,405
Short134,852
Net-19,447
Open Interest580,385

Non-Commercial (No CIT)

Long62,605
Short138,458
Net-75,853
Open Interest580,385

Producer/Merchant

Long73,753
Short115,406
Net-41,653
Open Interest580,385
Net %OI-7.2%
Gross %OI32.6%
Bias-0.22Δ Net %OI +6.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-7.2%
Net %OI9.7%-21.1%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -7.2%
CountNormal FitCurrent -7.2%

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 · Top411.3%Long · Top819.0%Short · Top410.6%Short · Top818.5%% 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。

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

Long81,855
Short139,726
Net-57,871
Open Interest580,385
Net %OI-10.0%
Gross %OI38.2%
Bias-0.26Δ Net %OI -6.7%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-10.0%
Net %OI5.5%-27.3%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: -10.0%
CountNormal FitCurrent -10.0%

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 · Top411.3%Long · Top819.0%Short · Top410.6%Short · Top818.5%% 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。

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

Long44,297
Short41,433
Net2,864
Open Interest580,385
Net %OI0.5%
Gross %OI14.8%
Bias+0.03Δ Net %OI +0.1%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.5%
Net %OI2.1%-3.7%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 0.5%
CountNormal FitCurrent 0.5%

Index Traders

Long162,535
Short70,100
Net92,435
Open Interest580,385
Net %OI15.9%
Gross %OI40.1%
Bias+0.40Δ Net %OI -3.3%
Available TS2026/06/06 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.9%
Net %OI37.6%6.6%21/06/1522/06/1423/06/1324/06/0425/06/0326/06/02

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: 15.9%
CountNormal FitCurrent 15.9%