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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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %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%PROD+5.2 pptOTHER-0.1 pptNREPT-0.9 pptSWAP-1.2 pptMM-2.9 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long53,228
Short145,558
Net-92,330
Open Interest342,872

Non-Commercial (No CIT)

Long60,702
Short43,409
Net17,293
Open Interest342,872

Producer/Merchant

Long22,910
Short135,981
Net-113,071
Open Interest342,872
Net %OI-33.0%
Gross %OI46.3%
Bias-0.71Δ Net %OI -0.8%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-33.0%
Net %OI0.5%-37.3%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.330-0.280-0.246-0.196-0.146-0.095-0.0620.005Current: -33.0%
CountNormal FitCurrent -33.0%

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 · Top413.1%Long · Top822.5%Short · Top413.8%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→19/0510wLOW26/07→26/0910wLOW17/06→17/089w持续周数

Managed Money

Long79,151
Short27,903
Net51,248
Open Interest342,872
Net %OI14.9%
Gross %OI31.2%
Bias+0.48Δ Net %OI +0.3%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.9%
Net %OI24.8%-25.6%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.196-0.155-0.094-0.0330.0280.0680.149Current: 14.9%
CountNormal FitCurrent 14.9%

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 · Top413.1%Long · Top822.5%Short · Top413.8%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

Long21,945
Short22,549
Net-604
Open Interest342,872
Net %OI-0.2%
Gross %OI13.0%
Bias-0.01Δ Net %OI -0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.2%
Net %OI1.8%-3.1%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

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: -0.2%
CountNormal FitCurrent -0.2%

Index Traders

Long98,077
Short22,437
Net75,640
Open Interest342,872
Net %OI22.1%
Gross %OI35.1%
Bias+0.63Δ Net %OI +0.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest22.1%
Net %OI34.2%16.6%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

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: 22.1%
CountNormal FitCurrent 22.1%