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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)500-4.3-2.8-1.30.21.73.2020406080100PRODSWAPMMOTHERNREPTNet %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%NREPT+0.5 pptPROD+0.4 pptSWAP+0.1 pptOTHER+0.0 pptMM-1.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long640,085
Short1,219,130
Net-579,045
Open Interest2,515,587

Non-Commercial (No CIT)

Long371,648
Short165,089
Net206,559
Open Interest2,515,587

Producer/Merchant

Long470,542
Short1,133,712
Net-663,170
Open Interest2,515,587
Net %OI-26.4%
Gross %OI63.8%
Bias-0.41Δ Net %OI -4.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-26.4%
Net %OI3.1%-36.9%21/05/0422/05/0323/05/0224/04/3025/04/2926/05/05

Seasonal Pattern

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

Net %OI3.1%-36.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.264-0.219-0.190-0.146-0.102-0.058-0.0280.031Current: -26.4%
CountNormal FitCurrent -26.4%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top410.9%Long · Top818.9%Short · Top411.3%Short · Top819.1%% 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。

09182635HIGH23/08→24/0331wLOW20/10→21/0425wHIGH13/07→13/1223wLOW21/11→22/0318wHIGH13/04→13/0612wHIGH20/04→20/0612wHIGH19/03→19/0511wHIGH24/06→24/076w持续周数

Managed Money

Long441,241
Short97,316
Net343,925
Open Interest2,515,587
Net %OI13.7%
Gross %OI21.4%
Bias+0.64Δ Net %OI +3.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest13.7%
Net %OI20.3%-17.4%21/05/0422/05/0323/05/0224/04/3025/04/2926/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI19.6%-17.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.174-0.126-0.095-0.0470.0000.0480.0800.143Current: 13.7%
CountNormal FitCurrent 13.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%13%26%39%52%65%78%Long · Top410.9%Long · Top818.9%Short · Top411.3%Short · Top819.1%% 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。

010213141LOW23/08→24/0437wHIGH20/10→21/0530wLOW13/07→13/1225wHIGH21/11→22/0215wLOW17/04→17/057wLOW17/12→18/017wLOW19/04→19/057wLOW20/05→20/067w持续周数

Non-Reportable

Long187,329
Short256,683
Net-69,354
Open Interest2,515,587
Net %OI-2.8%
Gross %OI17.7%
Bias-0.16Δ Net %OI -0.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest-2.8%
Net %OI0.1%-5.2%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI0.1%-5.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.044-0.038-0.033-0.026-0.019-0.012-0.0080.001Current: -2.8%
CountNormal FitCurrent -2.8%

Index Traders

Long552,323
Short110,485
Net441,838
Open Interest2,515,587
Net %OI17.6%
Gross %OI26.3%
Bias+0.67Δ Net %OI +1.6%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.6%
Net %OI25.6%10.5%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI25.0%10.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1050.1200.1300.1450.1600.1750.1850.205Current: 17.6%
CountNormal FitCurrent 17.6%