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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)500-2.0-1.3-0.7-0.10.61.2020406080100PRODSWAPMMOTHERNREPTNet %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%NREPT+0.8 pptOTHER+0.6 pptMM+0.4 pptSWAP-0.6 pptPROD-1.2 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long79,356
Short87,235
Net-7,879
Open Interest253,222

Non-Commercial (No CIT)

Long22,655
Short55,323
Net-32,668
Open Interest253,222

Producer/Merchant

Long53,949
Short76,005
Net-22,056
Open Interest253,222
Net %OI-8.7%
Gross %OI51.3%
Bias-0.17Δ Net %OI -2.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-8.7%
Net %OI4.0%-22.7%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI4.0%-22.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.227-0.192-0.169-0.134-0.099-0.064-0.0410.006Current: -8.7%
CountNormal FitCurrent -8.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%32%40%48%Long · Top414.6%Long · Top825.0%Short · Top412.8%Short · Top823.9%% 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。

011213242HIGH16/09→17/0538wLOW13/07→14/0334wLOW20/11→21/0318wHIGH16/01→16/0415wHIGH25/11→26/0212wLOW24/09→24/119wHIGH11/12→12/028wLOW20/08→20/097w持续周数

Managed Money

Long25,262
Short42,098
Net-16,836
Open Interest253,222
Net %OI-6.6%
Gross %OI26.6%
Bias-0.25Δ Net %OI +1.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-6.6%
Net %OI22.5%-11.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.5%-11.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.102-0.053-0.0200.0290.0780.1270.1600.225Current: -6.6%
CountNormal FitCurrent -6.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%8%16%24%32%40%48%Long · Top414.6%Long · Top825.0%Short · Top412.8%Short · Top823.9%% 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。

013274053LOW16/10→17/0949wHIGH13/04→14/0347wLOW25/10→26/0531wHIGH24/09→25/0220wHIGH23/06→23/0916wLOW16/01→16/0311wHIGH20/01→20/038wHIGH19/11→19/126w持续周数

Non-Reportable

Long11,965
Short9,778
Net2,187
Open Interest253,222
Net %OI0.9%
Gross %OI8.6%
Bias+0.10Δ Net %OI +0.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.9%
Net %OI5.2%-1.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI5.2%-1.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.018-0.007-0.0000.0100.0210.0310.0380.052Current: 0.9%
CountNormal FitCurrent 0.9%

Index Traders

Long55,272
Short16,913
Net38,359
Open Interest253,222
Net %OI15.1%
Gross %OI28.5%
Bias+0.53Δ Net %OI -0.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest15.1%
Net %OI17.7%2.2%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI17.7%2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030400.0220.0450.0610.0840.1080.1310.1460.177Current: 15.1%
CountNormal FitCurrent 15.1%