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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)500-1.4-0.9-0.40.10.71.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-17%-11%-6%0%6%11%17%PROD+5.2 pptMM-0.1 pptOTHER-1.2 pptSWAP-1.7 pptNREPT-2.2 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long353,354
Short491,402
Net-138,048
Open Interest1,120,593

Non-Commercial (No CIT)

Long112,163
Short218,655
Net-106,492
Open Interest1,120,593

Producer/Merchant

Long264,936
Short379,734
Net-114,798
Open Interest1,120,593
Net %OI-10.2%
Gross %OI57.5%
Bias-0.18Δ Net %OI +0.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-10.2%
Net %OI8.6%-26.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI8.6%-26.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.188-0.147-0.120-0.079-0.0370.0040.0310.086Current: -10.2%
CountNormal FitCurrent -10.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top415.0%Long · Top824.7%Short · Top418.4%Short · Top828.5%% 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。

06121723LOW20/08→20/1219wHIGH19/07→19/1117wHIGH25/06→25/0917wHIGH17/05→17/0916wHIGH23/12→24/0211wLOW13/09→13/1110wHIGH22/07→22/099wHIGH24/04→24/069w持续周数

Managed Money

Long129,628
Short194,924
Net-65,296
Open Interest1,120,593
Net %OI-5.8%
Gross %OI29.0%
Bias-0.20Δ Net %OI -1.4%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-5.8%
Net %OI23.4%-20.6%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.4%-20.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.206-0.146-0.106-0.0460.0140.0740.1140.194Current: -5.8%
CountNormal FitCurrent -5.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top415.0%Long · Top824.7%Short · Top418.4%Short · Top828.5%% 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。

011233445LOW12/10→13/0741wHIGH20/06→21/0132wLOW25/06→25/1230wHIGH16/04→16/1027wLOW17/06→17/0913wLOW19/08→19/1112wLOW12/04→12/0611wHIGH15/10→15/1210w持续周数

Non-Reportable

Long92,173
Short86,685
Net5,488
Open Interest1,120,593
Net %OI0.5%
Gross %OI16.0%
Bias+0.03Δ Net %OI -1.2%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.5%
Net %OI5.5%-2.0%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI5.5%-2.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.020-0.010-0.0030.0070.0170.0280.0340.048Current: 0.5%
CountNormal FitCurrent 0.5%

Index Traders

Long295,639
Short56,587
Net239,052
Open Interest1,120,593
Net %OI21.3%
Gross %OI31.4%
Bias+0.68Δ Net %OI +0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest21.3%
Net %OI26.8%10.1%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.8%10.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1010.1200.1320.1500.1690.1870.1990.224Current: 21.3%
CountNormal FitCurrent 21.3%