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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)500-1.5-0.70.10.81.62.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%MM+6.5 pptNREPT+1.0 pptOTHER-1.3 pptPROD-2.6 pptSWAP-3.6 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long49,082
Short72,607
Net-23,525
Open Interest197,971
Net %OI-11.9%
Gross %OI61.5%
Bias-0.19Δ Net %OI -0.9%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-11.9%
Net %OI-0.3%-37.2%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI-0.5%-37.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.372-0.317-0.280-0.225-0.170-0.115-0.078-0.005Current: -11.9%
CountNormal FitCurrent -11.9%

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%25%33%41%49%Long · Top414.7%Long · Top826.0%Short · Top415.3%Short · Top827.4%% 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。

015294458HIGH16/09→17/0954wLOW13/07→14/0333wHIGH25/11→26/0317wLOW24/09→24/1214wLOW24/05→24/0710wHIGH11/12→12/029wLOW23/08→23/109wHIGH12/04→12/055w持续周数

Managed Money

Long23,141
Short29,005
Net-5,864
Open Interest197,971
Net %OI-3.0%
Gross %OI26.3%
Bias-0.11Δ Net %OI +2.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-3.0%
Net %OI31.8%-15.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI31.8%-15.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.114-0.049-0.0060.0590.1240.1880.2310.318Current: -3.0%
CountNormal FitCurrent -3.0%

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%25%33%41%49%Long · Top414.7%Long · Top826.0%Short · Top415.3%Short · Top827.4%% 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。

013274053LOW16/10→17/0949wLOW25/10→26/0638wHIGH13/07→14/0333wHIGH24/09→25/0120wHIGH23/06→23/1018wHIGH23/10→24/0112wHIGH13/04→13/0710wLOW22/07→22/088w持续周数