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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)500-2.6-1.6-0.60.41.42.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-20%-13%-7%0%7%13%20%PROD+16.3 pptNREPT+1.8 pptOTHER-1.2 pptSWAP-1.7 pptMM-15.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long395,241
Short924,731
Net-529,490
Open Interest1,816,790
Net %OI-29.1%
Gross %OI72.7%
Bias-0.40Δ Net %OI +2.4%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-29.1%
Net %OI3.0%-51.5%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI3.0%-51.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.351-0.294-0.255-0.198-0.141-0.084-0.0460.030Current: -29.1%
CountNormal FitCurrent -29.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top410.6%Long · Top818.6%Short · Top411.0%Short · Top818.9%% 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。

010203040HIGH23/07→24/0336wHIGH13/06→14/0132wLOW20/10→21/0530wHIGH20/04→20/0713wLOW22/02→22/0513wHIGH19/03→19/0511wLOW21/11→22/0211wHIGH17/04→17/057w持续周数

Managed Money

Long311,210
Short100,234
Net210,976
Open Interest1,816,790
Net %OI11.6%
Gross %OI22.6%
Bias+0.51Δ Net %OI -2.6%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest11.6%
Net %OI24.4%-22.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI24.4%-22.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.228-0.167-0.126-0.065-0.0040.0570.0980.179Current: 11.6%
CountNormal FitCurrent 11.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top410.6%Long · Top818.6%Short · Top411.0%Short · Top818.9%% 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。

010213141LOW23/08→24/0437wHIGH20/10→21/0531wLOW13/07→14/0128wHIGH21/11→22/0214wLOW15/04→15/0611wHIGH12/07→12/099wLOW16/08→16/109wHIGH22/02→22/049w持续周数