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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 2026/04/07Available 2026/04/11 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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%OTHER+1.4 pptPROD+0.4 pptMM-0.1 pptNREPT-0.2 pptSWAP-1.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long81,932
Short87,116
Net-5,184
Open Interest263,756

Non-Commercial (No CIT)

Long20,118
Short54,091
Net-33,973
Open Interest263,756

Producer/Merchant

Long56,889
Short72,126
Net-15,237
Open Interest263,756
Net %OI-5.8%
Gross %OI48.9%
Bias-0.12Δ Net %OI +0.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-5.8%
Net %OI4.0%-22.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI4.0%-22.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.227-0.192-0.169-0.134-0.099-0.064-0.0410.006Current: -5.8%
CountNormal FitCurrent -5.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%25%33%41%49%Long · Top412.7%Long · Top822.9%Short · Top413.3%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。

011213242HIGH16/09→17/0538wLOW13/07→14/0334wLOW20/11→21/0318wHIGH16/01→16/0415wHIGH25/11→26/0212wLOW24/09→24/119wHIGH11/12→12/028wLOW20/08→20/097w持续周数

Managed Money

Long26,157
Short42,525
Net-16,368
Open Interest263,756
Net %OI-6.2%
Gross %OI26.0%
Bias-0.24Δ Net %OI -0.7%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-6.2%
Net %OI22.5%-11.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.5%-11.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.102-0.053-0.0200.0290.0780.1270.1600.225Current: -6.2%
CountNormal FitCurrent -6.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%25%33%41%49%Long · Top412.7%Long · Top822.9%Short · Top413.3%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。

013274053LOW16/10→17/0949wHIGH13/04→14/0347wLOW25/10→26/0427wHIGH24/09→25/0220wHIGH23/06→23/0916wLOW16/01→16/0311wHIGH20/01→20/038wHIGH19/11→19/126w持续周数

Non-Reportable

Long11,382
Short11,230
Net152
Open Interest263,756
Net %OI0.1%
Gross %OI8.6%
Bias+0.01Δ Net %OI -1.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.1%
Net %OI5.2%-1.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI5.2%-1.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.018-0.007-0.0000.0100.0210.0310.0380.052Current: 0.1%
CountNormal FitCurrent 0.1%

Index Traders

Long54,345
Short15,339
Net39,006
Open Interest263,756
Net %OI14.8%
Gross %OI26.4%
Bias+0.56Δ Net %OI +0.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.8%
Net %OI16.8%2.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI16.8%2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count01020300.0220.0440.0590.0800.1020.1240.1380.168Current: 14.8%
CountNormal FitCurrent 14.8%