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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)500-2.1-1.2-0.30.71.62.5020406080100PRODSWAPMMOTHERNREPTNet %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+12.2 pptOTHER+1.2 pptSWAP-1.3 pptNREPT-3.3 pptPROD-8.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long665,215
Short865,878
Net-200,663
Open Interest2,344,882

Non-Commercial (No CIT)

Long257,408
Short324,819
Net-67,411
Open Interest2,344,882

Producer/Merchant

Long459,225
Short810,902
Net-351,677
Open Interest2,344,882
Net %OI-15.0%
Gross %OI54.2%
Bias-0.28Δ Net %OI -2.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-15.0%
Net %OI3.1%-36.9%21/07/0622/07/0523/07/1124/07/0225/07/0126/07/07

Seasonal Pattern

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

Net %OI3.1%-36.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.264-0.219-0.190-0.146-0.102-0.058-0.0280.031Current: -15.0%
CountNormal FitCurrent -15.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top413.2%Long · Top820.2%Short · Top413.1%Short · Top820.2%% 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。

09182635HIGH23/08→24/0331wLOW20/10→21/0425wHIGH13/07→13/1223wLOW21/11→22/0318wHIGH13/04→13/0612wHIGH20/04→20/0612wHIGH19/03→19/0511wHIGH24/06→24/076w持续周数

Managed Money

Long306,455
Short293,796
Net12,659
Open Interest2,344,882
Net %OI0.5%
Gross %OI25.6%
Bias+0.02Δ Net %OI +2.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest0.5%
Net %OI20.3%-17.4%21/07/0622/07/0523/07/1124/07/0225/07/0126/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI19.6%-17.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.174-0.126-0.095-0.0470.0000.0480.0800.143Current: 0.5%
CountNormal FitCurrent 0.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top413.2%Long · Top820.2%Short · Top413.1%Short · Top820.2%% 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。

010213141LOW23/08→24/0437wHIGH20/10→21/0530wLOW13/07→13/1225wHIGH21/11→22/0215wLOW17/04→17/057wLOW17/12→18/017wLOW19/04→19/057wLOW20/05→20/067w持续周数

Non-Reportable

Long194,733
Short218,507
Net-23,774
Open Interest2,344,882
Net %OI-1.0%
Gross %OI17.6%
Bias-0.06Δ Net %OI -0.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-1.0%
Net %OI0.1%-5.2%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI0.1%-5.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.051-0.043-0.038-0.030-0.022-0.014-0.0090.001Current: -1.0%
CountNormal FitCurrent -1.0%

Index Traders

Long438,279
Short146,430
Net291,849
Open Interest2,344,882
Net %OI12.4%
Gross %OI24.9%
Bias+0.50Δ Net %OI -0.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.4%
Net %OI25.6%10.5%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI25.0%10.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1050.1200.1300.1450.1600.1750.1850.205Current: 12.4%
CountNormal FitCurrent 12.4%