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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)500-1.3-0.8-0.20.30.81.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-7%-5%-2%0%2%5%7%PROD+2.2 pptMM+1.1 pptNREPT+0.2 pptOTHER-1.2 pptSWAP-2.3 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long57,621
Short98,819
Net-41,198
Open Interest219,400

Non-Commercial (No CIT)

Long34,894
Short19,528
Net15,366
Open Interest219,400

Producer/Merchant

Long46,741
Short72,524
Net-25,783
Open Interest219,400
Net %OI-11.8%
Gross %OI54.4%
Bias-0.22Δ Net %OI +1.3%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-11.8%
Net %OI2.6%-28.6%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI2.6%-28.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.286-0.247-0.222-0.183-0.145-0.106-0.080-0.029Current: -11.8%
CountNormal FitCurrent -11.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top413.0%Long · Top824.1%Short · Top414.5%Short · Top825.9%% 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。

07132026HIGH12/01→12/0622wLOW14/02→14/0618wLOW20/11→21/0317wLOW16/08→16/1116wHIGH18/07→18/1016wHIGH22/10→23/0115wLOW14/07→14/0911wLOW20/08→20/109w持续周数

Managed Money

Long37,385
Short14,727
Net22,658
Open Interest219,400
Net %OI10.3%
Gross %OI23.8%
Bias+0.43Δ Net %OI -1.3%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest10.3%
Net %OI27.4%-16.3%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.4%-16.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.163-0.097-0.0540.0120.0770.1430.1860.274Current: 10.3%
CountNormal FitCurrent 10.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top413.0%Long · Top824.1%Short · Top414.5%Short · Top825.9%% 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。

09172634LOW17/10→18/0430wHIGH24/01→24/0729wHIGH21/09→22/0323wHIGH14/02→14/0721wLOW12/02→12/0620wHIGH14/07→14/1116wLOW18/06→18/1016wLOW23/07→23/1015w持续周数

Non-Reportable

Long9,522
Short9,579
Net-57
Open Interest219,400
Net %OI-0.0%
Gross %OI8.7%
Bias-0.00Δ Net %OI -0.4%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.0%
Net %OI1.9%-0.4%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI1.9%-0.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.0030.0010.0030.0060.0090.0120.0150.019Current: -0.0%
CountNormal FitCurrent -0.0%

Index Traders

Long36,620
Short10,731
Net25,889
Open Interest219,400
Net %OI11.8%
Gross %OI21.6%
Bias+0.55Δ Net %OI +0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest11.8%
Net %OI26.5%11.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.5%11.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1180.1400.1550.1770.1990.2210.2350.265Current: 11.8%
CountNormal FitCurrent 11.8%