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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)500-1.8-0.80.21.22.23.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%PROD+7.7 pptOTHER+0.8 pptNREPT+0.5 pptSWAP-0.3 pptMM-8.8 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long64,960
Short120,730
Net-55,770
Open Interest328,956

Non-Commercial (No CIT)

Long55,040
Short75,191
Net-20,151
Open Interest328,956

Producer/Merchant

Long42,310
Short114,980
Net-72,670
Open Interest328,956
Net %OI-22.1%
Gross %OI47.8%
Bias-0.46Δ Net %OI +3.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-22.1%
Net %OI0.5%-37.3%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI0.5%-37.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.266-0.226-0.199-0.158-0.117-0.076-0.0490.005Current: -22.1%
CountNormal FitCurrent -22.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.3%Long · Top820.1%Short · Top412.9%Short · Top823.2%% 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。

07132026HIGH15/01→15/0622wLOW20/10→21/0322wHIGH15/10→16/0321wHIGH23/08→24/0121wLOW12/07→12/1120wHIGH19/03→19/0510wLOW17/06→17/089wLOW26/02→26/048w持续周数

Managed Money

Long73,214
Short57,606
Net15,608
Open Interest328,956
Net %OI4.7%
Gross %OI39.8%
Bias+0.12Δ Net %OI -1.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest4.7%
Net %OI24.8%-25.6%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.6%-25.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.201-0.164-0.108-0.0530.0030.0400.114Current: 4.7%
CountNormal FitCurrent 4.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.3%Long · Top820.1%Short · Top412.9%Short · Top823.2%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0320wHIGH12/07→12/1115wLOW19/02→19/0515wHIGH18/04→18/0611wLOW25/04→25/0611wLOW15/08→15/1010w持续周数

Non-Reportable

Long20,848
Short22,471
Net-1,623
Open Interest328,956
Net %OI-0.5%
Gross %OI13.2%
Bias-0.04Δ Net %OI +0.0%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-0.5%
Net %OI1.8%-3.1%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI1.8%-3.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.031-0.025-0.020-0.014-0.007-0.0000.0040.013Current: -0.5%
CountNormal FitCurrent -0.5%

Index Traders

Long94,195
Short16,651
Net77,544
Open Interest328,956
Net %OI23.6%
Gross %OI33.7%
Bias+0.70Δ Net %OI +0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest23.6%
Net %OI34.2%16.6%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI34.2%16.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1660.1890.2030.2260.2480.2700.2850.314Current: 23.6%
CountNormal FitCurrent 23.6%