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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)500-1.5-0.9-0.30.20.81.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%PROD+3.3 pptOTHER+3.0 pptNREPT-0.1 pptSWAP-1.4 pptMM-4.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long125,072
Short300,955
Net-175,883
Open Interest531,944

Non-Commercial (No CIT)

Long116,295
Short28,388
Net87,907
Open Interest531,944

Producer/Merchant

Long78,637
Short246,853
Net-168,216
Open Interest531,944
Net %OI-31.6%
Gross %OI61.2%
Bias-0.52Δ Net %OI +1.4%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-31.6%
Net %OI7.7%-42.3%22/10/0423/07/2524/04/3025/02/1125/11/2526/09/08

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: -31.6%
CountNormal FitCurrent -31.6%

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 · Top415.0%Long · Top824.0%Short · Top423.4%Short · Top836.1%% 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→25/118wLOW26/08→26/093w持续周数

Managed Money

Long110,920
Short10,750
Net100,170
Open Interest531,944
Net %OI18.8%
Gross %OI22.9%
Bias+0.82Δ Net %OI -1.5%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.8%
Net %OI29.8%-24.2%22/10/0423/07/2524/04/3025/02/1125/11/2526/09/08

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: 18.8%
CountNormal FitCurrent 18.8%

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 · Top415.0%Long · Top824.0%Short · Top423.4%Short · Top836.1%% 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→25/105wHIGH26/08→26/094wLOW26/02→26/021w持续周数

Non-Reportable

Long20,716
Short9,498
Net11,218
Open Interest531,944
Net %OI2.1%
Gross %OI5.7%
Bias+0.37Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest2.1%
Net %OI4.6%-1.1%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.011-0.0040.0010.0070.0140.0210.0250.035Current: 2.1%
CountNormal FitCurrent 2.1%

Index Traders

Long101,811
Short25,053
Net76,758
Open Interest531,944
Net %OI14.4%
Gross %OI23.8%
Bias+0.61Δ Net %OI +0.8%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.4%
Net %OI32.1%10.3%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

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: 14.4%
CountNormal FitCurrent 14.4%