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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)500-6.6-3.9-1.21.54.16.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-30%-20%-10%0%10%20%30%PROD+9.5 pptMM+0.3 pptNREPT-1.0 pptSWAP-3.6 pptOTHER-5.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long52,893
Short149,175
Net-96,282
Open Interest347,695
Net %OI-27.7%
Gross %OI58.1%
Bias-0.48Δ Net %OI -6.6%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-27.7%
Net %OI10.6%-65.9%21/04/1322/04/1223/04/1124/04/0225/04/0126/03/31

Seasonal Pattern

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

Net %OI10.6%-61.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.507-0.415-0.354-0.262-0.170-0.078-0.0160.106Current: -27.7%
CountNormal FitCurrent -27.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%15%23%30%38%45%Long · Top48.9%Long · Top815.1%Short · Top423.4%Short · Top832.5%% 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。

07142128HIGH19/05→19/1024wLOW12/12→13/0522wHIGH24/05→24/0919wHIGH18/12→19/0415wHIGH14/07→14/1014wLOW21/06→21/0913wHIGH25/09→25/1113wHIGH22/10→22/1211w持续周数

Managed Money

Long53,184
Short63,068
Net-9,884
Open Interest347,695
Net %OI-2.8%
Gross %OI33.4%
Bias-0.09Δ Net %OI +6.8%
Available TS2026/04/04 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-2.8%
Net %OI35.5%-29.0%21/04/1322/04/1223/04/1124/04/0225/04/0126/03/31

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI35.5%-29.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.290-0.194-0.129-0.0320.0650.1610.2260.355Current: -2.8%
CountNormal FitCurrent -2.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%15%23%30%38%45%Long · Top48.9%Long · Top815.1%Short · Top423.4%Short · Top832.5%% 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。

011213242LOW18/12→19/0938wLOW12/02→12/0619wLOW24/12→25/0417wLOW23/02→23/0515wLOW24/06→24/0915wHIGH17/01→17/0414wLOW25/08→25/1013wHIGH13/01→13/0411w持续周数