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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)500-1.2-0.7-0.30.10.61.0020406080100PRODSWAPMMOTHERNREPTNet %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+4.6 pptOTHER+0.2 pptNREPT-0.2 pptSWAP-2.1 pptPROD-2.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long241,553
Short430,044
Net-188,491
Open Interest699,232

Non-Commercial (No CIT)

Long106,846
Short40,580
Net66,266
Open Interest699,232

Producer/Merchant

Long184,635
Short399,168
Net-214,533
Open Interest699,232
Net %OI-30.7%
Gross %OI83.5%
Bias-0.37Δ Net %OI +0.9%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-30.7%
Net %OI-3.2%-47.7%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI-3.2%-47.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.325-0.281-0.252-0.208-0.164-0.120-0.090-0.032Current: -30.7%
CountNormal FitCurrent -30.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.3%Long · Top818.9%Short · Top424.0%Short · Top836.3%% 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。

06121723LOW16/08→16/1219wHIGH18/06→18/0916wHIGH23/03→23/0615wLOW20/09→20/1214wHIGH23/12→24/0314wHIGH17/03→17/0613wLOW22/03→22/0512wHIGH13/02→13/0511w持续周数

Managed Money

Long129,604
Short27,836
Net101,768
Open Interest699,232
Net %OI14.6%
Gross %OI22.5%
Bias+0.65Δ Net %OI -1.2%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.6%
Net %OI22.2%-17.5%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.2%-17.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.175-0.119-0.082-0.0260.0290.0850.1230.197Current: 14.6%
CountNormal FitCurrent 14.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.3%Long · Top818.9%Short · Top424.0%Short · Top836.3%% 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。

08172533LOW18/03→18/0929wLOW23/10→24/0321wHIGH16/08→16/1219wHIGH26/03→26/0618wHIGH20/08→20/1215wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0511w持续周数

Non-Reportable

Long36,448
Short23,731
Net12,717
Open Interest699,232
Net %OI1.8%
Gross %OI8.6%
Bias+0.21Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.8%
Net %OI4.9%-0.4%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI4.9%-0.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.0040.0000.0030.0070.0110.0150.0180.023Current: 1.8%
CountNormal FitCurrent 1.8%

Index Traders

Long139,229
Short29,722
Net109,507
Open Interest699,232
Net %OI15.7%
Gross %OI24.2%
Bias+0.65Δ Net %OI -0.4%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.7%
Net %OI29.4%10.8%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.0%10.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1080.1280.1420.1630.1830.2040.2180.245Current: 15.7%
CountNormal FitCurrent 15.7%