← 返回主页

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)500-2.8-1.9-1.0-0.10.81.7020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-7%-5%-2%0%2%5%7%MM+3.5 pptOTHER+2.0 pptNREPT+1.9 pptSWAP-2.3 pptPROD-5.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long115,952
Short246,707
Net-130,755
Open Interest454,315

Non-Commercial (No CIT)

Long107,981
Short39,589
Net68,392
Open Interest454,315

Producer/Merchant

Long74,978
Short196,559
Net-121,581
Open Interest454,315
Net %OI-26.8%
Gross %OI59.8%
Bias-0.45Δ Net %OI -2.8%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-26.8%
Net %OI7.7%-42.3%22/10/0423/07/1124/04/0924/12/3125/09/3026/07/07

Seasonal Pattern

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

Net %OI7.7%-42.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.423-0.348-0.298-0.223-0.148-0.073-0.0230.077Current: -26.8%
CountNormal FitCurrent -26.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top413.7%Long · Top821.8%Short · Top425.2%Short · Top838.8%% 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。

036912HIGH25/09→25/118w持续周数

Managed Money

Long66,556
Short27,450
Net39,106
Open Interest454,315
Net %OI8.6%
Gross %OI20.7%
Bias+0.42Δ Net %OI +1.6%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest8.6%
Net %OI29.8%-24.2%22/10/0423/07/1124/04/0924/12/3125/09/3026/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI29.8%-24.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.242-0.161-0.107-0.0260.0550.1360.1900.298Current: 8.6%
CountNormal FitCurrent 8.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top413.7%Long · Top821.8%Short · Top425.2%Short · Top838.8%% 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。

02579LOW25/09→25/105wLOW26/02→26/021w持续周数

Non-Reportable

Long17,118
Short9,376
Net7,742
Open Interest454,315
Net %OI1.7%
Gross %OI5.8%
Bias+0.29Δ Net %OI +0.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.7%
Net %OI4.6%-1.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI4.6%-1.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.011-0.0030.0020.0090.0160.0240.0290.038Current: 1.7%
CountNormal FitCurrent 1.7%

Index Traders

Long80,724
Short26,104
Net54,620
Open Interest454,315
Net %OI12.0%
Gross %OI23.5%
Bias+0.51Δ Net %OI +0.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.0%
Net %OI32.1%10.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI32.1%10.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1030.1330.1540.1840.2140.2440.2640.304Current: 12.0%
CountNormal FitCurrent 12.0%