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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 2026/07/07Available 2026/07/11 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)500-3.3-2.0-0.70.51.83.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-14%-9%-5%0%5%9%14%MM+9.7 pptOTHER+0.3 pptNREPT-0.5 pptSWAP-2.5 pptPROD-6.9 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long458,726
Short622,400
Net-163,674
Open Interest1,202,753

Non-Commercial (No CIT)

Long116,333
Short106,649
Net9,684
Open Interest1,202,753

Producer/Merchant

Long387,332
Short552,495
Net-165,163
Open Interest1,202,753
Net %OI-13.7%
Gross %OI78.1%
Bias-0.18Δ Net %OI -3.3%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-13.7%
Net %OI8.0%-30.4%21/07/0622/07/0523/07/1124/07/0225/07/0126/07/07

Seasonal Pattern

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

Net %OI8.0%-30.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.283-0.228-0.192-0.138-0.083-0.0290.0070.080Current: -13.7%
CountNormal FitCurrent -13.7%

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 · Top412.3%Long · Top820.5%Short · Top413.7%Short · Top823.0%% 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。

07132026HIGH14/06→14/1022wHIGH24/01→24/0418wLOW20/08→20/1216wHIGH24/06→24/0913wLOW16/10→16/127wHIGH23/09→23/107wHIGH17/05→17/066wHIGH19/04→19/056w持续周数

Managed Money

Long147,993
Short79,314
Net68,679
Open Interest1,202,753
Net %OI5.7%
Gross %OI18.9%
Bias+0.30Δ Net %OI +3.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest5.7%
Net %OI22.0%-18.5%21/07/0622/07/0523/07/1124/07/0225/07/0126/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.0%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.130-0.093-0.0370.0190.0740.1120.186Current: 5.7%
CountNormal FitCurrent 5.7%

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 · Top412.3%Long · Top820.5%Short · Top413.7%Short · Top823.0%% 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。

06131925LOW23/12→24/0421wLOW14/06→14/1019wLOW15/03→15/0615wHIGH26/02→26/0515wHIGH20/08→20/1114wLOW24/06→24/0912wLOW19/04→19/0611wHIGH22/12→23/029w持续周数

Non-Reportable

Long50,113
Short80,170
Net-30,057
Open Interest1,202,753
Net %OI-2.5%
Gross %OI10.8%
Bias-0.23Δ Net %OI +0.3%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.5%
Net %OI-0.6%-6.0%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Non-Reportable · Net %OI · 5-year overlay

Net %OI-0.6%-6.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.039-0.034-0.031-0.026-0.021-0.016-0.013-0.006Current: -2.5%
CountNormal FitCurrent -2.5%

Index Traders

Long231,111
Short47,064
Net184,047
Open Interest1,202,753
Net %OI15.3%
Gross %OI23.1%
Bias+0.66Δ Net %OI -1.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.3%
Net %OI27.3%7.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI24.4%7.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0710.0910.1040.1240.1440.1630.1770.203Current: 15.3%
CountNormal FitCurrent 15.3%