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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)500-1.1-0.6-0.20.30.81.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-14%-9%-5%0%5%9%14%MM+4.4 pptOTHER+0.8 pptSWAP+0.6 pptNREPT-0.3 pptPROD-5.5 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long197,872
Short380,118
Net-182,246
Open Interest642,514
Net %OI-28.4%
Gross %OI90.0%
Bias-0.32Δ Net %OI +1.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-28.4%
Net %OI-6.9%-58.7%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI-6.9%-58.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.378-0.332-0.301-0.254-0.208-0.162-0.131-0.069Current: -28.4%
CountNormal FitCurrent -28.4%

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 · Top410.3%Long · Top816.9%Short · Top420.9%Short · Top831.6%% 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。

07142027LOW16/08→17/0123wLOW20/08→21/0121wHIGH18/06→18/0917wHIGH23/12→24/0315wHIGH17/03→17/0614wHIGH23/03→23/0614wHIGH13/02→13/0512wLOW22/03→22/0512w持续周数

Managed Money

Long119,996
Short35,077
Net84,919
Open Interest642,514
Net %OI13.2%
Gross %OI24.1%
Bias+0.55Δ Net %OI -1.1%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest13.2%
Net %OI25.8%-18.5%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI25.8%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.185-0.122-0.080-0.0160.0470.1100.1520.237Current: 13.2%
CountNormal FitCurrent 13.2%

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 · Top410.3%Long · Top816.9%Short · Top420.9%Short · Top831.6%% 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。

07152229LOW18/04→18/0925wHIGH20/08→21/0121wLOW23/10→24/0321wHIGH16/08→16/1219wHIGH26/03→26/0617wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0512w持续周数