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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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-21%-14%-7%0%7%14%21%PROD+14.1 pptSWAP+2.4 pptOTHER+0.7 pptNREPT-0.8 pptMM-16.4 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long194,662
Short413,817
Net-219,155
Open Interest669,143

Non-Commercial (No CIT)

Long118,559
Short48,517
Net70,042
Open Interest669,143

Producer/Merchant

Long151,021
Short387,855
Net-236,834
Open Interest669,143
Net %OI-35.4%
Gross %OI80.5%
Bias-0.44Δ Net %OI +0.5%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-35.4%
Net %OI-3.0%-56.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-3.0%-56.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.463-0.398-0.355-0.290-0.225-0.160-0.117-0.030Current: -35.4%
CountNormal FitCurrent -35.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top48.5%Long · Top815.5%Short · Top428.4%Short · Top836.6%% 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。

07132026LOW21/12→22/0522wHIGH15/11→16/0321wHIGH25/03→25/0821wHIGH23/12→24/0418wHIGH24/11→25/0112wHIGH15/04→15/0611wLOW17/01→17/0311wLOW12/03→12/0510w持续周数

Managed Money

Long125,213
Short31,673
Net93,540
Open Interest669,143
Net %OI14.0%
Gross %OI23.4%
Bias+0.60Δ Net %OI -1.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.0%
Net %OI32.5%-18.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI32.5%-18.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.188-0.126-0.086-0.0240.0370.0980.1390.220Current: 14.0%
CountNormal FitCurrent 14.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%31%39%47%Long · Top48.5%Long · Top815.5%Short · Top428.4%Short · Top836.6%% 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。

08152330LOW25/02→25/0826wLOW15/10→16/0322wLOW15/03→15/0616wHIGH18/02→18/0616wHIGH22/12→23/0316wHIGH22/02→22/0514wLOW24/01→24/0414wLOW24/11→25/0113w持续周数

Non-Reportable

Long53,585
Short30,391
Net23,194
Open Interest669,143
Net %OI3.5%
Gross %OI12.5%
Bias+0.28Δ Net %OI -0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest3.5%
Net %OI7.7%2.1%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI7.7%2.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0210.0250.0290.0330.0380.0420.0460.052Current: 3.5%
CountNormal FitCurrent 3.5%

Index Traders

Long143,496
Short17,577
Net125,919
Open Interest669,143
Net %OI18.8%
Gross %OI24.1%
Bias+0.78Δ Net %OI +0.6%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest18.8%
Net %OI29.9%8.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.9%8.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0870.1100.1260.1490.1730.1960.2120.243Current: 18.8%
CountNormal FitCurrent 18.8%