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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)500-1.0-0.6-0.10.30.71.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%MM+3.7 pptSWAP+0.4 pptNREPT-0.2 pptOTHER-0.5 pptPROD-3.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long274,408
Short428,673
Net-154,265
Open Interest737,817

Non-Commercial (No CIT)

Long102,158
Short44,752
Net57,406
Open Interest737,817

Producer/Merchant

Long218,959
Short391,726
Net-172,767
Open Interest737,817
Net %OI-23.4%
Gross %OI82.8%
Bias-0.28Δ Net %OI +1.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-23.4%
Net %OI-3.2%-47.7%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI-3.2%-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: -23.4%
CountNormal FitCurrent -23.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%18%24%30%36%Long · Top410.7%Long · Top817.1%Short · Top418.4%Short · Top829.5%% 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

Long123,096
Short33,868
Net89,228
Open Interest737,817
Net %OI12.1%
Gross %OI21.3%
Bias+0.57Δ Net %OI -0.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest12.1%
Net %OI22.2%-17.5%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.175-0.119-0.082-0.0260.0290.0850.1230.197Current: 12.1%
CountNormal FitCurrent 12.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%18%24%30%36%Long · Top410.7%Long · Top817.1%Short · Top418.4%Short · Top829.5%% 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

Long37,635
Short29,024
Net8,611
Open Interest737,817
Net %OI1.2%
Gross %OI9.0%
Bias+0.13Δ Net %OI -0.0%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.2%
Net %OI4.9%-0.4%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

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: 1.2%
CountNormal FitCurrent 1.2%

Index Traders

Long122,072
Short33,823
Net88,249
Open Interest737,817
Net %OI12.0%
Gross %OI21.1%
Bias+0.57Δ Net %OI -0.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest12.0%
Net %OI29.4%10.8%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1080.1280.1420.1630.1830.2040.2180.245Current: 12.0%
CountNormal FitCurrent 12.0%