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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)500-1.0-0.6-0.10.30.81.2020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-12%-8%-4%0%4%8%12%PROD+3.3 pptOTHER+1.3 pptSWAP+0.5 pptNREPT+0.1 pptMM-5.1 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long33,314
Short65,372
Net-32,058
Open Interest176,045
Net %OI-18.2%
Gross %OI56.1%
Bias-0.32Δ Net %OI -1.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-18.2%
Net %OI-0.0%-34.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI-0.0%-34.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.342-0.297-0.267-0.223-0.178-0.134-0.104-0.045Current: -18.2%
CountNormal FitCurrent -18.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top416.0%Long · Top826.4%Short · Top415.6%Short · Top827.0%% 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。

08162432HIGH11/12→12/0728wHIGH18/07→18/1015wHIGH22/10→23/0114wHIGH15/03→15/0511wHIGH15/05→15/0811wLOW20/03→20/0510wHIGH17/12→18/029wLOW21/01→21/039w持续周数

Managed Money

Long47,771
Short12,928
Net34,843
Open Interest176,045
Net %OI19.8%
Gross %OI34.5%
Bias+0.57Δ Net %OI +1.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest19.8%
Net %OI37.5%-18.2%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI37.5%-18.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.182-0.098-0.0430.0410.1240.2080.2630.375Current: 19.8%
CountNormal FitCurrent 19.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%7%13%20%26%33%39%Long · Top416.0%Long · Top826.4%Short · Top415.6%Short · Top827.0%% 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→18/0430wHIGH21/09→22/0323wLOW12/02→12/0721wHIGH14/02→14/0720wHIGH24/04→24/0717wLOW18/06→18/1016wHIGH24/12→25/0314wLOW22/11→23/0113w持续周数