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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)500-2.1-1.1-0.10.91.92.9020406080100PRODSWAPMMOTHERNREPTNet %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%PROD+0.5 pptMM+0.4 pptSWAP+0.1 pptNREPT-0.3 pptOTHER-0.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long55,216
Short93,166
Net-37,950
Open Interest200,578

Non-Commercial (No CIT)

Long24,543
Short23,780
Net763
Open Interest200,578

Producer/Merchant

Long46,334
Short68,237
Net-21,903
Open Interest200,578
Net %OI-10.9%
Gross %OI57.1%
Bias-0.19Δ Net %OI +2.9%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-10.9%
Net %OI2.6%-28.6%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI2.6%-28.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.286-0.247-0.221-0.182-0.143-0.103-0.077-0.025Current: -10.9%
CountNormal FitCurrent -10.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top415.2%Long · Top826.9%Short · Top417.0%Short · Top827.8%% 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。

07132026HIGH12/01→12/0622wLOW14/02→14/0618wLOW20/11→21/0317wLOW16/08→16/1116wHIGH18/07→18/1016wHIGH22/10→23/0115wLOW14/07→14/0911wLOW20/08→20/109w持续周数

Managed Money

Long35,975
Short17,895
Net18,080
Open Interest200,578
Net %OI9.0%
Gross %OI26.9%
Bias+0.34Δ Net %OI -2.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest9.0%
Net %OI27.4%-16.3%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.4%-16.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.118-0.059-0.0200.0390.0970.1560.1950.274Current: 9.0%
CountNormal FitCurrent 9.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top415.2%Long · Top826.9%Short · Top417.0%Short · Top827.8%% 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。

09172634LOW17/10→18/0430wHIGH24/01→24/0729wHIGH21/09→22/0323wHIGH14/02→14/0721wLOW12/02→12/0620wHIGH14/07→14/1116wLOW18/06→18/1016wLOW23/07→23/1015w持续周数

Non-Reportable

Long7,847
Short6,155
Net1,692
Open Interest200,578
Net %OI0.8%
Gross %OI7.0%
Bias+0.12Δ Net %OI -0.3%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.8%
Net %OI1.9%-0.5%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI1.9%-0.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.005-0.0020.0010.0040.0080.0120.0140.019Current: 0.8%
CountNormal FitCurrent 0.8%

Index Traders

Long41,575
Short6,080
Net35,495
Open Interest200,578
Net %OI17.7%
Gross %OI23.8%
Bias+0.74Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.7%
Net %OI26.5%8.8%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.5%8.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.0880.1140.1310.1570.1830.2090.2260.261Current: 17.7%
CountNormal FitCurrent 17.7%