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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)500-5.7-3.7-1.80.22.24.1020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-13%-9%-4%0%4%9%13%PROD+1.0 pptNREPT+0.5 pptSWAP+0.5 pptMM-0.7 pptOTHER-1.2 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long348,374
Short1,052,427
Net-704,053
Open Interest1,911,273
Net %OI-36.8%
Gross %OI73.3%
Bias-0.50Δ Net %OI -5.7%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-36.8%
Net %OI3.0%-51.5%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI3.0%-51.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.368-0.309-0.269-0.209-0.149-0.089-0.0490.030Current: -36.8%
CountNormal FitCurrent -36.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top411.2%Long · Top819.5%Short · Top411.7%Short · Top819.6%% 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。

010203040HIGH23/07→24/0336wHIGH13/06→14/0132wLOW20/10→21/0530wHIGH20/04→20/0713wLOW22/02→22/0513wHIGH19/03→19/0511wLOW21/11→22/0211wHIGH17/04→17/057w持续周数

Managed Money

Long440,048
Short95,407
Net344,641
Open Interest1,911,273
Net %OI18.0%
Gross %OI28.0%
Bias+0.64Δ Net %OI +4.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest18.0%
Net %OI24.4%-22.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI24.4%-22.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.228-0.167-0.126-0.065-0.0040.0580.0990.180Current: 18.0%
CountNormal FitCurrent 18.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%8%12%16%20%24%Long · Top411.2%Long · Top819.5%Short · Top411.7%Short · Top819.6%% 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→21/0531wLOW13/07→14/0128wHIGH21/11→22/0214wLOW15/04→15/0611wHIGH12/07→12/099wLOW16/08→16/109wHIGH22/02→22/049w持续周数