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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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-18%-12%-6%0%6%12%18%PROD+4.7 pptNREPT+0.6 pptOTHER+0.0 pptSWAP-0.2 pptMM-5.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long659,832
Short1,276,466
Net-616,634
Open Interest2,596,892

Non-Commercial (No CIT)

Long391,458
Short100,561
Net290,897
Open Interest2,596,892

Producer/Merchant

Long446,737
Short1,190,847
Net-744,110
Open Interest2,596,892
Net %OI-28.7%
Gross %OI63.1%
Bias-0.45Δ Net %OI +0.8%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-28.7%
Net %OI3.1%-36.9%21/09/0722/09/0623/09/1224/09/0325/09/0226/09/08

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.295-0.246-0.213-0.165-0.116-0.067-0.0340.031Current: -28.7%
CountNormal FitCurrent -28.7%

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 · Top413.7%Long · Top820.6%Short · Top414.6%Short · Top822.2%% 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

Long488,637
Short63,466
Net425,171
Open Interest2,596,892
Net %OI16.4%
Gross %OI21.3%
Bias+0.77Δ Net %OI -0.2%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest16.4%
Net %OI20.3%-17.4%21/09/0722/09/0623/09/1224/09/0325/09/0226/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.174-0.123-0.089-0.0380.0130.0640.0980.166Current: 16.4%
CountNormal FitCurrent 16.4%

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 · Top413.7%Long · Top820.6%Short · Top414.6%Short · Top822.2%% 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

Long188,824
Short257,546
Net-68,722
Open Interest2,596,892
Net %OI-2.6%
Gross %OI17.2%
Bias-0.15Δ Net %OI -0.6%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.6%
Net %OI0.1%-5.2%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.051-0.043-0.038-0.030-0.022-0.014-0.0090.001Current: -2.6%
CountNormal FitCurrent -2.6%

Index Traders

Long540,351
Short145,892
Net394,459
Open Interest2,596,892
Net %OI15.2%
Gross %OI26.4%
Bias+0.57Δ Net %OI -1.2%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.2%
Net %OI25.6%10.5%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

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: 15.2%
CountNormal FitCurrent 15.2%