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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)500-2.4-1.6-0.80.00.81.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-10%-7%-3%0%3%7%10%MM+12.5 pptSWAP+0.4 pptNREPT-0.6 pptOTHER-1.8 pptPROD-10.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long62,874
Short103,505
Net-40,631
Open Interest296,898

Non-Commercial (No CIT)

Long52,897
Short67,952
Net-15,055
Open Interest296,898

Producer/Merchant

Long31,867
Short100,509
Net-68,642
Open Interest296,898
Net %OI-23.1%
Gross %OI44.6%
Bias-0.52Δ Net %OI -2.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-23.1%
Net %OI0.5%-37.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI0.5%-37.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.281-0.238-0.209-0.167-0.124-0.081-0.0520.005Current: -23.1%
CountNormal FitCurrent -23.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top414.3%Long · Top823.8%Short · Top413.3%Short · Top823.4%% 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。

07132026HIGH15/01→15/0622wLOW20/10→21/0322wHIGH15/10→16/0321wHIGH23/08→24/0121wLOW12/07→12/1120wHIGH19/03→19/0510wLOW17/06→17/089wLOW26/02→26/048w持续周数

Managed Money

Long64,469
Short52,705
Net11,764
Open Interest296,898
Net %OI4.0%
Gross %OI39.5%
Bias+0.10Δ Net %OI +1.6%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest4.0%
Net %OI24.8%-25.6%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.6%-25.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.201-0.164-0.108-0.0530.0030.0400.114Current: 4.0%
CountNormal FitCurrent 4.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%16%21%26%31%Long · Top414.3%Long · Top823.8%Short · Top413.3%Short · Top823.4%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0320wHIGH12/07→12/1115wLOW19/02→19/0515wHIGH18/04→18/0611wLOW25/04→25/0611wLOW15/08→15/1010w持续周数

Non-Reportable

Long19,972
Short22,824
Net-2,852
Open Interest296,898
Net %OI-1.0%
Gross %OI14.4%
Bias-0.07Δ Net %OI +0.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-1.0%
Net %OI1.8%-3.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI1.8%-3.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.031-0.024-0.020-0.013-0.007-0.0000.0040.013Current: -1.0%
CountNormal FitCurrent -1.0%

Index Traders

Long80,394
Short21,855
Net58,539
Open Interest296,898
Net %OI19.7%
Gross %OI34.4%
Bias+0.57Δ Net %OI -1.6%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest19.7%
Net %OI34.2%16.6%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI34.2%16.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1660.1890.2030.2260.2480.2700.2850.314Current: 19.7%
CountNormal FitCurrent 19.7%