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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 2026/05/05Available 2026/05/09 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)500-3.5-2.2-0.90.41.73.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%MM+2.5 pptOTHER+0.3 pptNREPT-0.2 pptSWAP-0.8 pptPROD-1.9 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long347,477
Short679,198
Net-331,721
Open Interest1,192,969

Non-Commercial (No CIT)

Long205,441
Short62,196
Net143,245
Open Interest1,192,969

Producer/Merchant

Long289,582
Short594,206
Net-304,624
Open Interest1,192,969
Net %OI-25.5%
Gross %OI74.1%
Bias-0.34Δ Net %OI -3.5%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-25.5%
Net %OI8.0%-30.4%21/05/0422/05/0323/05/0224/04/3025/04/2926/05/05

Seasonal Pattern

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

Net %OI8.0%-30.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.283-0.228-0.192-0.138-0.083-0.0290.0070.080Current: -25.5%
CountNormal FitCurrent -25.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.3%Long · Top817.3%Short · Top412.9%Short · Top821.4%% 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。

07132026HIGH14/06→14/1022wHIGH24/01→24/0418wLOW20/08→20/1216wHIGH24/06→24/0913wLOW16/10→16/127wHIGH23/09→23/107wHIGH17/05→17/066wHIGH19/04→19/056w持续周数

Managed Money

Long248,873
Short27,256
Net221,617
Open Interest1,192,969
Net %OI18.6%
Gross %OI23.1%
Bias+0.80Δ Net %OI +3.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.6%
Net %OI22.0%-18.5%21/05/0422/05/0323/05/0224/04/3025/04/2926/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.0%-18.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.185-0.130-0.093-0.0370.0190.0740.1120.186Current: 18.6%
CountNormal FitCurrent 18.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%9%14%19%23%28%Long · Top410.3%Long · Top817.3%Short · Top412.9%Short · Top821.4%% 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。

06131925LOW23/12→24/0421wLOW14/06→14/1019wLOW15/03→15/0615wHIGH20/08→20/1114wLOW24/06→24/0912wHIGH26/02→26/0512wLOW19/04→19/0611wHIGH22/12→23/029w持续周数

Non-Reportable

Long60,246
Short93,433
Net-33,187
Open Interest1,192,969
Net %OI-2.8%
Gross %OI12.9%
Bias-0.22Δ Net %OI -0.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.8%
Net %OI0.2%-6.0%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI-0.6%-6.0%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.039-0.034-0.031-0.026-0.021-0.016-0.013-0.006Current: -2.8%
CountNormal FitCurrent -2.8%

Index Traders

Long258,832
Short37,170
Net221,662
Open Interest1,192,969
Net %OI18.6%
Gross %OI24.8%
Bias+0.75Δ Net %OI +1.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest18.6%
Net %OI27.3%7.1%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI24.4%7.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.0710.0910.1040.1240.1440.1630.1770.203Current: 18.6%
CountNormal FitCurrent 18.6%