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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)500-2.4-1.5-0.70.10.91.7020406080100PRODSWAPMMOTHERNREPTNet %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+10.1 pptOTHER+2.9 pptNREPT+0.2 pptSWAP-1.2 pptMM-12.0 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long116,038
Short159,242
Net-43,204
Open Interest605,755

Non-Commercial (No CIT)

Long78,178
Short142,240
Net-64,062
Open Interest605,755

Producer/Merchant

Long76,822
Short132,936
Net-56,114
Open Interest605,755
Net %OI-9.3%
Gross %OI34.6%
Bias-0.27Δ Net %OI +1.7%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-9.3%
Net %OI9.7%-21.1%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI9.7%-21.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.112-0.081-0.060-0.0290.0030.0340.0550.097Current: -9.3%
CountNormal FitCurrent -9.3%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top412.3%Long · Top819.7%Short · Top49.8%Short · Top817.7%% 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。

010213141HIGH22/10→23/0637wHIGH12/12→13/0419wHIGH13/11→14/0215wLOW18/06→18/0912wHIGH25/04→25/0612wHIGH13/07→13/088wHIGH16/02→16/038wLOW20/08→20/108w持续周数

Managed Money

Long109,391
Short115,024
Net-5,633
Open Interest605,755
Net %OI-0.9%
Gross %OI37.0%
Bias-0.03Δ Net %OI -2.4%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-0.9%
Net %OI5.5%-27.3%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI5.5%-27.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.273-0.230-0.201-0.158-0.115-0.072-0.0430.015Current: -0.9%
CountNormal FitCurrent -0.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top412.3%Long · Top819.7%Short · Top49.8%Short · Top817.7%% 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。

010203040LOW22/10→23/0636wLOW16/06→16/1016wHIGH12/06→12/1015wLOW13/11→14/0112wHIGH18/07→18/0911wLOW15/03→15/059wHIGH19/12→20/029wHIGH18/05→18/067w持续周数

Non-Reportable

Long36,707
Short35,513
Net1,194
Open Interest605,755
Net %OI0.2%
Gross %OI11.9%
Bias+0.02Δ Net %OI -0.1%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.2%
Net %OI2.1%-3.7%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI2.1%-2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.022-0.016-0.011-0.0050.0020.0080.0130.021Current: 0.2%
CountNormal FitCurrent 0.2%

Index Traders

Long161,588
Short55,517
Net106,071
Open Interest605,755
Net %OI17.5%
Gross %OI35.8%
Bias+0.49Δ Net %OI -0.5%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.5%
Net %OI37.6%6.6%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI36.7%6.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0660.0980.1200.1520.1840.2160.2380.281Current: 17.5%
CountNormal FitCurrent 17.5%