← 返回主页

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)500-1.7-0.80.21.12.13.1020406080100PRODSWAPMMOTHERNREPTNet %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%PROD+2.0 pptOTHER+1.8 pptNREPT-0.4 pptMM-0.9 pptSWAP-2.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long124,336
Short178,254
Net-53,918
Open Interest606,100

Non-Commercial (No CIT)

Long77,026
Short94,271
Net-17,245
Open Interest606,100

Producer/Merchant

Long77,707
Short155,921
Net-78,214
Open Interest606,100
Net %OI-12.9%
Gross %OI38.5%
Bias-0.33Δ Net %OI +3.1%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-12.9%
Net %OI9.7%-21.1%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI9.7%-21.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.162-0.123-0.097-0.059-0.0200.0190.0450.097Current: -12.9%
CountNormal FitCurrent -12.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top412.7%Long · Top820.6%Short · Top412.2%Short · Top822.1%% 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。

010213141HIGH22/10→23/0637wHIGH12/12→13/0419wHIGH13/11→14/0215wLOW26/02→26/0514wLOW18/06→18/0912wHIGH25/04→25/0612wHIGH13/07→13/088wHIGH16/02→16/038w持续周数

Managed Money

Long98,444
Short94,182
Net4,262
Open Interest606,100
Net %OI0.7%
Gross %OI31.8%
Bias+0.02Δ Net %OI -1.7%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest0.7%
Net %OI5.5%-27.3%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI5.5%-27.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.261-0.218-0.190-0.147-0.104-0.061-0.0330.025Current: 0.7%
CountNormal FitCurrent 0.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top412.7%Long · Top820.6%Short · Top412.2%Short · Top822.1%% 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。

010203040LOW22/10→23/0636wLOW16/06→16/1016wHIGH12/06→12/1015wHIGH26/02→26/0514wLOW13/11→14/0112wHIGH18/07→18/0911wLOW15/03→15/059wHIGH19/12→20/029w持续周数

Non-Reportable

Long39,288
Short36,667
Net2,621
Open Interest606,100
Net %OI0.4%
Gross %OI12.5%
Bias+0.03Δ Net %OI +0.6%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.4%
Net %OI2.1%-2.4%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

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

Net %OI2.1%-2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.022-0.016-0.012-0.0060.0010.0070.0110.020Current: 0.4%
CountNormal FitCurrent 0.4%

Index Traders

Long137,807
Short69,263
Net68,544
Open Interest606,100
Net %OI11.3%
Gross %OI34.2%
Bias+0.33Δ Net %OI -3.9%
Available TS2026/09/12 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest11.3%
Net %OI36.7%6.6%21/09/2122/09/2023/09/1924/09/1025/09/0926/09/08

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI36.7%6.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0660.0980.1200.1520.1840.2160.2380.281Current: 11.3%
CountNormal FitCurrent 11.3%