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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)500-1.9-1.2-0.60.10.71.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-8%-5%-3%0%3%5%8%PROD+5.4 pptOTHER+1.0 pptNREPT+1.0 pptSWAP+0.5 pptMM-7.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long409,716
Short691,756
Net-282,040
Open Interest1,263,287

Non-Commercial (No CIT)

Long175,107
Short77,830
Net97,277
Open Interest1,263,287

Producer/Merchant

Long342,033
Short605,961
Net-263,928
Open Interest1,263,287
Net %OI-20.9%
Gross %OI75.0%
Bias-0.28Δ Net %OI +1.3%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-20.9%
Net %OI8.0%-30.4%21/04/0622/04/0523/04/0424/04/0225/04/0126/04/07

Seasonal Pattern

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

Net %OI8.0%-30.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.283-0.228-0.192-0.138-0.083-0.0290.0070.080Current: -20.9%
CountNormal FitCurrent -20.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.6%Long · Top817.7%Short · Top412.3%Short · Top820.9%% 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。

07132026HIGH14/06→14/1022wHIGH24/01→24/0418wLOW20/08→20/1216wHIGH24/06→24/0913wLOW16/10→16/127wHIGH23/09→23/107wHIGH17/05→17/066wHIGH19/04→19/056w持续周数

Managed Money

Long224,719
Short35,089
Net189,630
Open Interest1,263,287
Net %OI15.0%
Gross %OI20.6%
Bias+0.73Δ Net %OI -1.9%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest15.0%
Net %OI22.0%-18.5%21/04/0622/04/0523/04/0424/04/0225/04/0126/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.0%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.130-0.094-0.0390.0160.0710.1070.180Current: 15.0%
CountNormal FitCurrent 15.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.6%Long · Top817.7%Short · Top412.3%Short · Top820.9%% 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。

06131925LOW23/12→24/0421wLOW14/06→14/1019wLOW15/03→15/0615wHIGH20/08→20/1114wLOW24/06→24/0912wLOW19/04→19/0611wHIGH22/12→23/029wHIGH14/02→14/048w持续周数

Non-Reportable

Long58,532
Short95,952
Net-37,420
Open Interest1,263,287
Net %OI-3.0%
Gross %OI12.2%
Bias-0.24Δ Net %OI +0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-3.0%
Net %OI0.3%-6.0%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-0.6%-6.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.041-0.036-0.032-0.027-0.022-0.016-0.013-0.006Current: -3.0%
CountNormal FitCurrent -3.0%

Index Traders

Long258,226
Short36,044
Net222,182
Open Interest1,263,287
Net %OI17.6%
Gross %OI23.3%
Bias+0.76Δ Net %OI +0.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.6%
Net %OI27.3%7.1%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI24.4%7.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0710.0910.1040.1240.1440.1630.1770.203Current: 17.6%
CountNormal FitCurrent 17.6%