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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)500-2.9-1.8-0.70.41.52.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-16%-11%-5%0%5%11%16%MM+9.3 pptOTHER+2.1 pptNREPT-1.7 pptSWAP-2.2 pptPROD-7.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long213,419
Short365,279
Net-151,860
Open Interest655,757

Non-Commercial (No CIT)

Long111,322
Short90,569
Net20,753
Open Interest655,757

Producer/Merchant

Long156,728
Short343,552
Net-186,824
Open Interest655,757
Net %OI-28.5%
Gross %OI76.3%
Bias-0.37Δ Net %OI -2.9%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-28.5%
Net %OI-3.0%-56.2%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

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

Count051015-0.423-0.364-0.325-0.266-0.207-0.148-0.109-0.030Current: -28.5%
CountNormal FitCurrent -28.5%

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 · Top49.3%Long · Top817.0%Short · Top426.6%Short · Top835.9%% 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

Long116,040
Short97,015
Net19,025
Open Interest655,757
Net %OI2.9%
Gross %OI32.5%
Bias+0.09Δ Net %OI +2.6%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest2.9%
Net %OI32.5%-18.8%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

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: 2.9%
CountNormal FitCurrent 2.9%

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 · Top49.3%Long · Top817.0%Short · Top426.6%Short · Top835.9%% 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

Long54,987
Short27,823
Net27,164
Open Interest655,757
Net %OI4.1%
Gross %OI12.6%
Bias+0.33Δ Net %OI +0.6%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest4.1%
Net %OI7.7%2.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

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: 4.1%
CountNormal FitCurrent 4.1%

Index Traders

Long134,487
Short30,544
Net103,943
Open Interest655,757
Net %OI15.9%
Gross %OI25.2%
Bias+0.63Δ Net %OI -1.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.9%
Net %OI29.9%8.7%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0870.1100.1250.1480.1710.1940.2090.239Current: 15.9%
CountNormal FitCurrent 15.9%