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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)500-1.6-0.9-0.20.51.11.8020406080100PRODSWAPMMOTHERNREPTNet %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+3.0 pptOTHER+0.0 pptNREPT-0.2 pptSWAP-0.9 pptMM-2.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long415,084
Short765,959
Net-350,875
Open Interest1,378,220

Non-Commercial (No CIT)

Long239,650
Short77,036
Net162,614
Open Interest1,378,220

Producer/Merchant

Long343,782
Short671,119
Net-327,337
Open Interest1,378,220
Net %OI-23.8%
Gross %OI73.6%
Bias-0.32Δ Net %OI -0.3%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-23.8%
Net %OI8.0%-30.4%21/09/0722/09/0623/09/1224/09/0325/09/0226/09/08

Seasonal Pattern

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

Net %OI8.0%-30.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.283-0.228-0.192-0.138-0.083-0.0290.0070.080Current: -23.8%
CountNormal FitCurrent -23.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.1%Long · Top817.7%Short · Top414.0%Short · Top823.9%% 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。

07132026HIGH14/06→14/1022wHIGH24/01→24/0418wLOW20/08→20/1216wHIGH24/06→24/0913wLOW16/10→16/127wHIGH23/09→23/107wHIGH17/05→17/066wHIGH19/04→19/056w持续周数

Managed Money

Long299,535
Short33,504
Net266,031
Open Interest1,378,220
Net %OI19.3%
Gross %OI24.2%
Bias+0.80Δ Net %OI +1.8%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest19.3%
Net %OI22.0%-18.5%21/09/0722/09/0623/09/1224/09/0325/09/0226/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.0%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.129-0.091-0.0340.0230.0800.1170.193Current: 19.3%
CountNormal FitCurrent 19.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.1%Long · Top817.7%Short · Top414.0%Short · Top823.9%% 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。

06131925LOW23/12→24/0421wLOW14/06→14/1019wLOW15/03→15/0615wHIGH26/02→26/0515wHIGH20/08→20/1114wLOW24/06→24/0912wLOW19/04→19/0611wHIGH22/12→23/029w持续周数

Non-Reportable

Long57,255
Short81,569
Net-24,314
Open Interest1,378,220
Net %OI-1.8%
Gross %OI10.1%
Bias-0.18Δ Net %OI -0.2%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-1.8%
Net %OI-0.6%-6.0%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI-0.6%-6.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.039-0.034-0.031-0.026-0.021-0.016-0.013-0.006Current: -1.8%
CountNormal FitCurrent -1.8%

Index Traders

Long277,264
Short64,690
Net212,574
Open Interest1,378,220
Net %OI15.4%
Gross %OI24.8%
Bias+0.62Δ Net %OI -0.7%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.4%
Net %OI27.3%7.1%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI24.4%7.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0710.0910.1040.1240.1440.1630.1770.203Current: 15.4%
CountNormal FitCurrent 15.4%