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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)500-1.8-1.0-0.20.61.42.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-10%-7%-3%0%3%7%10%PROD+3.9 pptMM+0.3 pptNREPT+0.1 pptOTHER-0.9 pptSWAP-3.5 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long38,359
Short64,391
Net-26,032
Open Interest176,140
Net %OI-14.8%
Gross %OI58.3%
Bias-0.25Δ Net %OI +2.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-14.8%
Net %OI-0.0%-34.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-0.0%-34.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.348-0.303-0.272-0.227-0.181-0.136-0.105-0.045Current: -14.8%
CountNormal FitCurrent -14.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.6%Long · Top822.8%Short · Top413.6%Short · Top824.1%% 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。

08162432HIGH11/12→12/0728wHIGH18/07→18/1015wHIGH22/10→23/0114wHIGH15/03→15/0511wHIGH15/05→15/0811wLOW20/03→20/0510wHIGH17/12→18/029wLOW21/01→21/039w持续周数

Managed Money

Long40,072
Short12,485
Net27,587
Open Interest176,140
Net %OI15.7%
Gross %OI29.8%
Bias+0.52Δ Net %OI -1.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest15.7%
Net %OI37.5%-18.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI37.5%-18.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.182-0.098-0.0430.0410.1240.2080.2630.375Current: 15.7%
CountNormal FitCurrent 15.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top412.6%Long · Top822.8%Short · Top413.6%Short · Top824.1%% 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→18/0430wHIGH21/09→22/0323wLOW12/02→12/0721wHIGH14/02→14/0720wHIGH24/04→24/0717wLOW18/06→18/1016wHIGH24/12→25/0314wLOW22/11→23/0113w持续周数