← 返回主页

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)500-2.2-1.00.21.42.63.8020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-15%-10%-5%0%5%10%15%PROD+8.4 pptOTHER+0.7 pptNREPT+0.3 pptSWAP-0.2 pptMM-9.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long36,853
Short109,866
Net-73,013
Open Interest297,896
Net %OI-24.5%
Gross %OI49.3%
Bias-0.50Δ Net %OI +3.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-24.5%
Net %OI-0.0%-41.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI-0.0%-41.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.287-0.244-0.216-0.173-0.130-0.086-0.058-0.000Current: -24.5%
CountNormal FitCurrent -24.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%23%28%34%Long · Top413.5%Long · Top822.2%Short · Top413.8%Short · Top824.3%% 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→15/0622wHIGH15/10→16/0321wLOW20/10→21/0221wHIGH23/08→24/0121wLOW12/08→12/1115wHIGH19/03→19/0511wLOW17/06→17/089wHIGH12/04→12/057w持续周数

Managed Money

Long76,551
Short57,791
Net18,760
Open Interest297,896
Net %OI6.3%
Gross %OI45.1%
Bias+0.14Δ Net %OI -1.7%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest6.3%
Net %OI28.2%-26.4%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI28.2%-26.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.264-0.206-0.167-0.108-0.0500.0090.0480.126Current: 6.3%
CountNormal FitCurrent 6.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%23%28%34%Long · Top413.5%Long · Top822.2%Short · Top413.8%Short · Top824.3%% 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→21/0321wLOW19/02→19/0516wHIGH12/07→12/1115wHIGH18/04→18/0611wLOW15/08→15/1010wHIGH21/10→21/1210w持续周数