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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)500-2.0-0.90.21.42.53.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-15%-10%-5%0%5%10%15%MM+11.4 pptSWAP+2.8 pptNREPT+0.5 pptOTHER-3.3 pptPROD-11.4 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long70,786
Short125,612
Net-54,826
Open Interest455,433
Net %OI-12.0%
Gross %OI43.1%
Bias-0.28Δ Net %OI -2.0%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-12.0%
Net %OI10.2%-28.9%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.173-0.132-0.104-0.063-0.0220.0200.0470.102Current: -12.0%
CountNormal FitCurrent -12.0%

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 · Top413.5%Long · Top821.2%Short · Top412.8%Short · Top822.5%% 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→14/0214wLOW26/02→26/0514wLOW18/06→18/0913wLOW22/03→22/0512wHIGH25/04→25/0612wHIGH13/07→13/088w持续周数

Managed Money

Long74,206
Short92,605
Net-18,399
Open Interest455,433
Net %OI-4.0%
Gross %OI36.6%
Bias-0.11Δ Net %OI +3.6%
Available TS2026/07/25 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-4.0%
Net %OI9.6%-34.2%21/08/0322/08/0223/08/0124/07/2325/07/2226/07/21

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.301-0.252-0.219-0.170-0.120-0.071-0.0380.028Current: -4.0%
CountNormal FitCurrent -4.0%

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 · Top413.5%Long · Top821.2%Short · Top412.8%Short · Top822.5%% 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。

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