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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+3.9 pptOTHER+1.0 pptNREPT+0.3 pptSWAP-1.9 pptMM-3.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long187,332
Short469,946
Net-282,614
Open Interest751,919

Non-Commercial (No CIT)

Long154,305
Short33,836
Net120,469
Open Interest751,919

Producer/Merchant

Long128,889
Short440,210
Net-311,321
Open Interest751,919
Net %OI-41.4%
Gross %OI75.7%
Bias-0.55Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-41.4%
Net %OI-3.0%-56.2%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI-3.0%-56.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.425-0.366-0.326-0.267-0.208-0.149-0.109-0.030Current: -41.4%
CountNormal FitCurrent -41.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top49.1%Long · Top816.8%Short · Top432.3%Short · Top842.3%% 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。

07132026LOW21/12→22/0522wHIGH15/11→16/0321wHIGH25/03→25/0821wHIGH23/12→24/0418wHIGH24/11→25/0112wHIGH15/04→15/0611wLOW17/01→17/0311wLOW12/03→12/0510w持续周数

Managed Money

Long173,135
Short13,577
Net159,558
Open Interest751,919
Net %OI21.2%
Gross %OI24.8%
Bias+0.85Δ Net %OI +0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest21.2%
Net %OI32.5%-18.8%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI32.5%-18.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.188-0.126-0.086-0.0240.0370.0980.1390.220Current: 21.2%
CountNormal FitCurrent 21.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top49.1%Long · Top816.8%Short · Top432.3%Short · Top842.3%% 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。

08152330LOW25/02→25/0826wLOW15/10→16/0322wLOW15/03→15/0616wHIGH18/02→18/0616wHIGH22/12→23/0316wHIGH22/02→22/0514wLOW24/01→24/0414wLOW24/11→25/0113w持续周数

Non-Reportable

Long52,495
Short24,965
Net27,530
Open Interest751,919
Net %OI3.7%
Gross %OI10.3%
Bias+0.36Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.7%
Net %OI7.7%2.1%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI7.7%2.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0210.0250.0290.0330.0380.0420.0460.052Current: 3.7%
CountNormal FitCurrent 3.7%

Index Traders

Long147,575
Short12,960
Net134,615
Open Interest751,919
Net %OI17.9%
Gross %OI21.4%
Bias+0.84Δ Net %OI +0.0%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.9%
Net %OI29.9%8.7%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.9%8.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0870.1090.1240.1470.1690.1910.2060.236Current: 17.9%
CountNormal FitCurrent 17.9%