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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)500-1.5-0.9-0.20.41.01.6020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-16%-11%-5%0%5%11%16%PROD+7.4 pptOTHER+1.3 pptSWAP+0.2 pptNREPT-0.3 pptMM-8.6 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long284,361
Short500,328
Net-215,967
Open Interest923,157

Non-Commercial (No CIT)

Long136,340
Short36,999
Net99,341
Open Interest923,157

Producer/Merchant

Long244,288
Short468,066
Net-223,778
Open Interest923,157
Net %OI-24.2%
Gross %OI77.2%
Bias-0.31Δ Net %OI -1.5%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-24.2%
Net %OI-3.2%-47.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-3.2%-47.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.325-0.281-0.252-0.208-0.164-0.120-0.090-0.032Current: -24.2%
CountNormal FitCurrent -24.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%19%25%31%37%Long · Top411.4%Long · Top820.3%Short · Top419.6%Short · Top830.6%% 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。

06121723LOW16/08→16/1219wHIGH18/06→18/0916wHIGH23/03→23/0615wLOW20/09→20/1214wHIGH23/12→24/0314wHIGH17/03→17/0613wLOW22/03→22/0512wHIGH13/02→13/0511w持续周数

Managed Money

Long166,637
Short15,955
Net150,682
Open Interest923,157
Net %OI16.3%
Gross %OI19.8%
Bias+0.83Δ Net %OI +1.6%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest16.3%
Net %OI22.2%-17.5%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.2%-17.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.175-0.125-0.091-0.0400.0110.0620.0960.163Current: 16.3%
CountNormal FitCurrent 16.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%19%25%31%37%Long · Top411.4%Long · Top820.3%Short · Top419.6%Short · Top830.6%% 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。

08172533LOW18/03→18/0929wLOW23/10→24/0321wHIGH16/08→16/1219wHIGH20/08→20/1215wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0511wLOW13/12→14/0210w持续周数

Non-Reportable

Long45,697
Short31,126
Net14,571
Open Interest923,157
Net %OI1.6%
Gross %OI8.3%
Bias+0.19Δ Net %OI +0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.6%
Net %OI4.9%-0.4%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI4.9%-0.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.0040.0000.0030.0070.0110.0150.0180.023Current: 1.6%
CountNormal FitCurrent 1.6%

Index Traders

Long154,282
Short52,227
Net102,055
Open Interest923,157
Net %OI11.1%
Gross %OI22.4%
Bias+0.49Δ Net %OI -0.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest11.1%
Net %OI29.4%10.8%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.0%10.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1080.1280.1420.1630.1830.2040.2180.245Current: 11.1%
CountNormal FitCurrent 11.1%