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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)500-6.2-3.7-1.31.23.66.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-22%-15%-7%0%7%15%22%PROD+9.3 pptNREPT+0.1 pptOTHER+0.0 pptSWAP-1.2 pptMM-8.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long42,440
Short144,846
Net-102,406
Open Interest470,560
Net %OI-21.8%
Gross %OI39.8%
Bias-0.55Δ Net %OI -6.2%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-21.8%
Net %OI10.2%-28.9%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

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

Net %OI10.2%-28.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.218-0.170-0.138-0.090-0.0420.0060.0380.102Current: -21.8%
CountNormal FitCurrent -21.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top411.6%Long · Top820.1%Short · Top414.1%Short · Top824.4%% 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→14/0214wLOW26/02→26/0514wLOW18/06→18/0913wLOW22/03→22/0512wHIGH25/04→25/0612wHIGH13/07→13/088w持续周数

Managed Money

Long109,614
Short94,710
Net14,904
Open Interest470,560
Net %OI3.2%
Gross %OI43.4%
Bias+0.07Δ Net %OI +6.1%
Available TS2026/09/05 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest3.2%
Net %OI9.6%-34.2%21/09/1422/09/1323/09/1224/09/0325/09/0226/09/01

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI9.6%-34.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.301-0.251-0.218-0.168-0.118-0.068-0.0350.032Current: 3.2%
CountNormal FitCurrent 3.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top411.6%Long · Top820.1%Short · Top414.1%Short · Top824.4%% 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。

010213141LOW22/10→23/0637wHIGH12/06→12/1016wLOW16/06→16/1016wHIGH26/02→26/0514wLOW13/11→14/0213wLOW15/03→15/0610wHIGH18/07→18/0910wLOW17/03→17/057w持续周数