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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)500-2.1-1.3-0.50.41.22.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-15%-10%-5%0%5%10%15%PROD+12.2 pptNREPT+1.6 pptSWAP-1.0 pptOTHER-1.5 pptMM-11.3 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long655,491
Short1,063,734
Net-408,243
Open Interest2,350,220

Non-Commercial (No CIT)

Long250,273
Short160,785
Net89,488
Open Interest2,350,220

Producer/Merchant

Long515,434
Short1,002,438
Net-487,004
Open Interest2,350,220
Net %OI-20.7%
Gross %OI64.6%
Bias-0.32Δ Net %OI +2.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-20.7%
Net %OI3.1%-36.9%21/04/0622/04/0523/04/0424/04/0225/04/0126/04/07

Seasonal Pattern

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

Net %OI3.1%-36.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.263-0.219-0.190-0.146-0.102-0.057-0.0280.031Current: -20.7%
CountNormal FitCurrent -20.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top410.5%Long · Top818.4%Short · Top410.8%Short · Top818.5%% 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。

09182635HIGH23/08→24/0331wLOW20/10→21/0425wHIGH13/07→13/1223wLOW21/11→22/0318wHIGH13/04→13/0612wHIGH20/04→20/0612wHIGH19/03→19/0511wHIGH24/06→24/076w持续周数

Managed Money

Long316,257
Short97,625
Net218,632
Open Interest2,350,220
Net %OI9.3%
Gross %OI17.6%
Bias+0.53Δ Net %OI -2.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest9.3%
Net %OI20.3%-17.4%21/04/0622/04/0523/04/0424/04/0225/04/0126/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI19.6%-17.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.174-0.126-0.095-0.0470.0000.0480.0800.143Current: 9.3%
CountNormal FitCurrent 9.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top410.5%Long · Top818.4%Short · Top410.8%Short · Top818.5%% 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。

010213141LOW23/08→24/0437wHIGH20/10→21/0530wLOW13/07→13/1225wHIGH21/11→22/0215wLOW17/04→17/057wLOW17/12→18/017wLOW19/04→19/057wLOW20/05→20/067w持续周数

Non-Reportable

Long187,892
Short251,677
Net-63,785
Open Interest2,350,220
Net %OI-2.7%
Gross %OI18.7%
Bias-0.15Δ Net %OI +0.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.7%
Net %OI0.1%-5.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI0.1%-5.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.044-0.038-0.033-0.026-0.019-0.012-0.0080.001Current: -2.7%
CountNormal FitCurrent -2.7%

Index Traders

Long497,171
Short114,631
Net382,540
Open Interest2,350,220
Net %OI16.3%
Gross %OI26.0%
Bias+0.63Δ Net %OI -0.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest16.3%
Net %OI25.6%10.5%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI25.0%10.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1050.1200.1300.1450.1600.1750.1850.205Current: 16.3%
CountNormal FitCurrent 16.3%