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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)500-2.4-1.6-0.70.11.01.8020406080100PRODSWAPMMOTHERNREPTNet %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+9.7 pptOTHER+4.9 pptNREPT-0.1 pptSWAP-0.5 pptMM-14.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long62,694
Short118,373
Net-55,679
Open Interest502,479
Net %OI-11.1%
Gross %OI36.0%
Bias-0.31Δ Net %OI +1.8%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-11.1%
Net %OI10.2%-28.9%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

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

Net %OI10.2%-28.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.138-0.102-0.078-0.042-0.0060.0300.0540.102Current: -11.1%
CountNormal FitCurrent -11.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%15%19%24%29%Long · Top413.6%Long · Top821.3%Short · Top410.7%Short · Top818.7%% 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→14/0214wLOW18/06→18/0913wLOW22/03→22/0512wHIGH25/04→25/0612wHIGH13/07→13/088wHIGH13/05→13/067w持续周数

Managed Money

Long109,481
Short113,863
Net-4,382
Open Interest502,479
Net %OI-0.9%
Gross %OI44.4%
Bias-0.02Δ Net %OI -2.4%
Available TS2026/04/11 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-0.9%
Net %OI9.6%-34.2%21/04/2022/04/1923/04/1824/04/0925/04/0826/04/07

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI9.6%-34.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.342-0.288-0.253-0.199-0.145-0.092-0.0560.016Current: -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%5%10%15%19%24%29%Long · Top413.6%Long · Top821.3%Short · Top410.7%Short · Top818.7%% 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。

010213141LOW22/10→23/0637wHIGH12/06→12/1016wLOW16/06→16/1016wLOW13/11→14/0213wLOW15/03→15/0610wHIGH18/07→18/0910wLOW17/03→17/057wHIGH20/01→20/027w持续周数