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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)500-4.3-2.5-0.71.12.94.7020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-22%-15%-7%0%7%15%22%PROD+6.7 pptMM+0.2 pptNREPT-0.9 pptSWAP-2.2 pptOTHER-3.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long127,705
Short214,987
Net-87,282
Open Interest455,684

Non-Commercial (No CIT)

Long102,527
Short73,784
Net28,743
Open Interest455,684

Producer/Merchant

Long88,956
Short173,428
Net-84,472
Open Interest455,684
Net %OI-18.5%
Gross %OI57.6%
Bias-0.32Δ Net %OI -4.3%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-18.5%
Net %OI7.7%-42.3%22/10/0423/06/1324/02/2724/11/0525/07/1526/03/31

Seasonal Pattern

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

Net %OI7.7%-42.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.423-0.348-0.298-0.223-0.148-0.073-0.0230.077Current: -18.5%
CountNormal FitCurrent -18.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top411.5%Long · Top818.9%Short · Top420.1%Short · Top830.8%% 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。

036912HIGH25/09→25/118w持续周数

Managed Money

Long49,323
Short61,549
Net-12,226
Open Interest455,684
Net %OI-2.7%
Gross %OI24.3%
Bias-0.11Δ Net %OI +4.7%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-2.7%
Net %OI29.8%-24.2%22/10/0423/06/1324/02/2724/11/0525/07/1526/03/31

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI29.8%-24.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.242-0.161-0.107-0.0260.0550.1360.1900.298Current: -2.7%
CountNormal FitCurrent -2.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%14%21%28%35%42%Long · Top411.5%Long · Top818.9%Short · Top420.1%Short · Top830.8%% 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。

02579LOW25/09→25/105wLOW26/02→26/021w持续周数

Non-Reportable

Long22,401
Short10,927
Net11,474
Open Interest455,684
Net %OI2.5%
Gross %OI7.3%
Bias+0.34Δ Net %OI +0.5%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest2.5%
Net %OI4.6%-1.1%21/04/1322/04/1223/04/1124/04/0225/04/0126/03/31

Seasonal Pattern

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

Net %OI4.6%-1.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.011-0.0030.0020.0090.0160.0240.0290.038Current: 2.5%
CountNormal FitCurrent 2.5%

Index Traders

Long78,859
Short31,795
Net47,064
Open Interest455,684
Net %OI10.3%
Gross %OI24.3%
Bias+0.43Δ Net %OI +0.0%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest10.3%
Net %OI32.1%10.3%21/04/1322/04/1223/04/1124/04/0225/04/0126/03/31

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI32.1%10.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count01020300.1030.1360.1580.1900.2230.2560.2770.321Current: 10.3%
CountNormal FitCurrent 10.3%