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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)500-1.6-1.1-0.6-0.00.51.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-20%-13%-7%0%7%13%20%PROD+7.5 pptMM+0.0 pptNREPT-2.4 pptSWAP-2.5 pptOTHER-2.7 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long237,123
Short326,804
Net-89,681
Open Interest924,257
Net %OI-9.7%
Gross %OI61.0%
Bias-0.16Δ Net %OI +1.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-9.7%
Net %OI10.0%-31.9%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI10.0%-29.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.285-0.227-0.189-0.131-0.073-0.0150.0230.100Current: -9.7%
CountNormal FitCurrent -9.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%15%22%29%37%44%Long · Top416.8%Long · Top827.0%Short · Top420.4%Short · Top831.6%% 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。

09172634HIGH25/05→25/1230wLOW20/08→20/1219wHIGH17/05→17/0916wHIGH19/08→19/1115wLOW15/10→15/1212wHIGH23/12→24/0210wLOW13/10→13/119wHIGH18/03→18/059w持续周数

Managed Money

Long136,109
Short191,967
Net-55,858
Open Interest924,257
Net %OI-6.0%
Gross %OI35.5%
Bias-0.17Δ Net %OI -1.6%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-6.0%
Net %OI27.6%-22.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.6%-22.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.227-0.157-0.110-0.0400.0300.1000.1460.240Current: -6.0%
CountNormal FitCurrent -6.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%15%22%29%37%44%Long · Top416.8%Long · Top827.0%Short · Top420.4%Short · Top831.6%% 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。

011233445LOW12/10→13/0741wHIGH20/06→21/0132wLOW25/06→26/0132wHIGH16/04→16/1027wLOW17/06→17/0914wLOW12/04→12/0712wLOW19/08→19/1112wLOW24/04→24/0610w持续周数