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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)500-3.7-2.3-0.90.41.83.2020406080100PRODSWAPMMOTHERNREPTNet %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+10.7 pptNREPT-0.7 pptSWAP-1.8 pptOTHER-3.6 pptPROD-4.6 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long323,470
Short524,759
Net-201,289
Open Interest975,954
Net %OI-20.6%
Gross %OI86.9%
Bias-0.24Δ Net %OI -3.7%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-20.6%
Net %OI11.2%-44.9%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI11.2%-44.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.358-0.288-0.241-0.170-0.100-0.0290.0180.112Current: -20.6%
CountNormal FitCurrent -20.6%

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 · Top412.7%Long · Top821.3%Short · Top415.4%Short · Top825.0%% 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→14/1022wHIGH23/12→24/0422wLOW20/08→21/0121wLOW25/10→25/128wLOW22/02→22/037wHIGH23/09→23/107wHIGH24/07→24/097wLOW16/06→16/076w持续周数

Managed Money

Long146,672
Short77,093
Net69,579
Open Interest975,954
Net %OI7.1%
Gross %OI22.9%
Bias+0.31Δ Net %OI +3.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest7.1%
Net %OI25.9%-22.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI25.9%-22.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.223-0.153-0.107-0.0370.0330.1020.1490.242Current: 7.1%
CountNormal FitCurrent 7.1%

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 · Top412.7%Long · Top821.3%Short · Top415.4%Short · Top825.0%% 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。

07142027LOW15/01→15/0623wLOW23/12→24/0421wLOW14/07→14/1017wHIGH20/08→20/1216wHIGH26/02→26/0514wHIGH12/03→12/0513wHIGH12/06→12/0913wLOW24/06→24/0912w持续周数