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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 2026/09/08Available 2026/09/12 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)500-1.1-0.40.31.01.72.4020406080100PRODSWAPMMOTHERNREPTNet %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%SWAP+2.5 pptMM+1.1 pptNREPT-0.3 pptPROD-1.2 pptOTHER-2.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long78,742
Short92,880
Net-14,138
Open Interest239,937

Non-Commercial (No CIT)

Long16,259
Short34,628
Net-18,369
Open Interest239,937

Producer/Merchant

Long51,690
Short73,439
Net-21,749
Open Interest239,937
Net %OI-9.1%
Gross %OI52.2%
Bias-0.17Δ Net %OI +2.4%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-9.1%
Net %OI4.0%-22.7%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI4.0%-22.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.227-0.192-0.169-0.134-0.099-0.064-0.0410.006Current: -9.1%
CountNormal FitCurrent -9.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top416.5%Long · Top827.6%Short · Top413.2%Short · Top824.0%% 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。

011213242HIGH16/09→17/0538wLOW13/07→14/0334wLOW20/11→21/0318wHIGH16/01→16/0415wHIGH25/11→26/0212wLOW24/09→24/119wHIGH11/12→12/028wLOW20/08→20/097w持续周数

Managed Money

Long20,388
Short31,924
Net-11,536
Open Interest239,937
Net %OI-4.8%
Gross %OI21.8%
Bias-0.22Δ Net %OI -1.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-4.8%
Net %OI22.5%-11.8%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.5%-11.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.106-0.057-0.0230.0260.0760.1260.1590.225Current: -4.8%
CountNormal FitCurrent -4.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top416.5%Long · Top827.6%Short · Top413.2%Short · Top824.0%% 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。

013274053LOW16/10→17/0949wHIGH13/04→14/0347wLOW25/10→26/0531wHIGH24/09→25/0220wHIGH23/06→23/0916wLOW16/01→16/0311wHIGH20/01→20/038wLOW26/05→26/067w持续周数

Non-Reportable

Long11,793
Short8,317
Net3,476
Open Interest239,937
Net %OI1.4%
Gross %OI8.4%
Bias+0.17Δ Net %OI -0.5%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.4%
Net %OI5.2%-1.8%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI5.2%-1.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.018-0.007-0.0000.0100.0210.0310.0380.052Current: 1.4%
CountNormal FitCurrent 1.4%

Index Traders

Long50,529
Short21,498
Net29,031
Open Interest239,937
Net %OI12.1%
Gross %OI30.0%
Bias+0.40Δ Net %OI -0.4%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.1%
Net %OI17.7%2.2%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI17.7%2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count01020300.0220.0450.0610.0840.1080.1310.1460.177Current: 12.1%
CountNormal FitCurrent 12.1%