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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)500-1.5-0.9-0.20.41.11.7020406080100PRODSWAPMMOTHERNREPTNet %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%MM+12.5 pptNREPT+0.1 pptSWAP-0.5 pptOTHER-3.3 pptPROD-8.8 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long69,423
Short82,252
Net-12,829
Open Interest412,570
Net %OI-3.1%
Gross %OI36.8%
Bias-0.08Δ Net %OI -1.5%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-3.1%
Net %OI10.2%-28.9%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

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

Net %OI10.2%-28.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.173-0.132-0.104-0.063-0.0220.0200.0470.102Current: -3.1%
CountNormal FitCurrent -3.1%

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 · Top413.2%Long · Top822.3%Short · Top413.5%Short · Top823.0%% 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→14/0214wLOW26/02→26/0514wLOW18/06→18/0913wLOW22/03→22/0512wHIGH25/04→25/0612wHIGH13/07→13/088w持续周数

Managed Money

Long73,719
Short134,151
Net-60,432
Open Interest412,570
Net %OI-14.6%
Gross %OI50.4%
Bias-0.29Δ Net %OI +1.7%
Available TS2026/07/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-14.6%
Net %OI9.6%-34.2%21/07/2022/07/1923/07/1824/07/0925/07/0826/07/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI9.6%-34.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.301-0.252-0.219-0.170-0.120-0.071-0.0380.028Current: -14.6%
CountNormal FitCurrent -14.6%

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 · Top413.2%Long · Top822.3%Short · Top413.5%Short · Top823.0%% 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。

010213141LOW22/10→23/0637wHIGH12/06→12/1016wLOW16/06→16/1016wHIGH26/02→26/0514wLOW13/11→14/0213wLOW15/03→15/0610wHIGH18/07→18/0910wLOW17/03→17/057w持续周数