← 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 2026/05/05Available 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)500-1.0-0.6-0.20.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-10%-7%-3%0%3%7%10%PROD+2.6 pptOTHER+0.8 pptSWAP+0.3 pptNREPT+0.1 pptMM-3.7 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long50,350
Short98,055
Net-47,705
Open Interest213,086

Non-Commercial (No CIT)

Long41,018
Short22,747
Net18,271
Open Interest213,086

Producer/Merchant

Long41,881
Short72,779
Net-30,898
Open Interest213,086
Net %OI-14.5%
Gross %OI53.8%
Bias-0.27Δ Net %OI -0.8%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-14.5%
Net %OI2.6%-28.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI2.6%-28.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.286-0.247-0.222-0.183-0.145-0.106-0.080-0.029Current: -14.5%
CountNormal FitCurrent -14.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top413.7%Long · Top824.8%Short · Top415.3%Short · Top826.3%% 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。

07132026HIGH12/01→12/0622wLOW14/02→14/0618wLOW20/11→21/0317wLOW16/08→16/1116wHIGH18/07→18/1016wHIGH22/10→23/0115wLOW14/07→14/0911wLOW20/08→20/109w持续周数

Managed Money

Long46,290
Short15,255
Net31,035
Open Interest213,086
Net %OI14.6%
Gross %OI28.9%
Bias+0.50Δ Net %OI +0.8%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest14.6%
Net %OI27.4%-16.3%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI27.4%-16.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.163-0.097-0.0540.0120.0770.1430.1860.274Current: 14.6%
CountNormal FitCurrent 14.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%13%19%25%32%38%Long · Top413.7%Long · Top824.8%Short · Top415.3%Short · Top826.3%% 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。

09172634LOW17/10→18/0430wHIGH24/01→24/0729wHIGH21/09→22/0323wHIGH14/02→14/0721wLOW12/02→12/0620wHIGH14/07→14/1116wLOW18/06→18/1016wLOW23/07→23/1015w持续周数

Non-Reportable

Long8,246
Short8,054
Net192
Open Interest213,086
Net %OI0.1%
Gross %OI7.6%
Bias+0.01Δ Net %OI +0.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.1%
Net %OI1.9%-0.5%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI1.9%-0.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.005-0.0020.0010.0040.0080.0120.0140.019Current: 0.1%
CountNormal FitCurrent 0.1%

Index Traders

Long37,957
Short8,714
Net29,243
Open Interest213,086
Net %OI13.7%
Gross %OI21.9%
Bias+0.63Δ Net %OI +0.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest13.7%
Net %OI26.5%11.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI26.5%11.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1180.1400.1550.1770.1990.2210.2350.265Current: 13.7%
CountNormal FitCurrent 13.7%