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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)500-1.2-0.7-0.20.30.91.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%MM+10.6 pptSWAP-0.0 pptNREPT-0.3 pptOTHER-2.1 pptPROD-8.2 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long118,942
Short104,017
Net14,925
Open Interest491,970

Non-Commercial (No CIT)

Long66,363
Short135,966
Net-69,603
Open Interest491,970

Producer/Merchant

Long81,451
Short88,626
Net-7,175
Open Interest491,970
Net %OI-1.5%
Gross %OI34.6%
Bias-0.04Δ Net %OI -1.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-1.5%
Net %OI9.7%-21.1%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

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

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.145-0.109-0.085-0.048-0.0120.0240.0480.097Current: -1.5%
CountNormal FitCurrent -1.5%

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 · Top411.7%Long · Top820.9%Short · Top411.8%Short · Top821.0%% 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。

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

Long72,676
Short135,001
Net-62,325
Open Interest491,970
Net %OI-12.7%
Gross %OI42.2%
Bias-0.30Δ Net %OI +1.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-12.7%
Net %OI5.5%-27.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.261-0.219-0.191-0.149-0.106-0.064-0.0360.020Current: -12.7%
CountNormal FitCurrent -12.7%

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 · Top411.7%Long · Top820.9%Short · Top411.8%Short · Top821.0%% 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。

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

Long36,573
Short36,976
Net-403
Open Interest491,970
Net %OI-0.1%
Gross %OI14.9%
Bias-0.01Δ Net %OI +0.4%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.1%
Net %OI2.1%-3.3%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

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: -0.1%
CountNormal FitCurrent -0.1%

Index Traders

Long125,644
Short70,562
Net55,082
Open Interest491,970
Net %OI11.2%
Gross %OI39.9%
Bias+0.28Δ Net %OI -2.2%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest11.2%
Net %OI36.7%6.6%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

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

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0660.0980.1200.1520.1840.2160.2380.281Current: 11.2%
CountNormal FitCurrent 11.2%