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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)500-1.2-0.7-0.20.30.71.2020406080100PRODSWAPMMOTHERNREPTNet %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+2.8 pptPROD+2.0 pptNREPT-0.2 pptMM-2.2 pptSWAP-2.4 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long52,627
Short68,401
Net-15,774
Open Interest204,934
Net %OI-7.7%
Gross %OI59.1%
Bias-0.13Δ Net %OI +1.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-7.7%
Net %OI-0.3%-37.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-0.5%-37.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.372-0.317-0.280-0.225-0.170-0.115-0.078-0.005Current: -7.7%
CountNormal FitCurrent -7.7%

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 · Top414.3%Long · Top823.9%Short · Top413.9%Short · Top824.7%% 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。

015294458HIGH16/09→17/0954wLOW13/07→14/0333wHIGH25/11→26/0317wLOW24/09→24/1214wLOW24/05→24/0710wHIGH11/12→12/029wLOW23/08→23/109wHIGH12/04→12/055w持续周数

Managed Money

Long29,761
Short42,377
Net-12,616
Open Interest204,934
Net %OI-6.2%
Gross %OI35.2%
Bias-0.17Δ Net %OI -1.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-6.2%
Net %OI31.8%-15.3%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI31.8%-15.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.106-0.043-0.0000.0630.1270.1900.2330.318Current: -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 · Top414.3%Long · Top823.9%Short · Top413.9%Short · Top824.7%% 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→17/0949wHIGH13/07→14/0333wLOW25/10→26/0427wHIGH24/09→25/0120wHIGH23/06→23/1018wHIGH23/10→24/0112wHIGH13/04→13/0710wLOW22/07→22/088w持续周数