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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)500-1.5-1.0-0.5-0.00.51.0020406080100PRODSWAPMMOTHERNREPTNet %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+4.7 pptNREPT-0.0 pptOTHER-0.6 pptSWAP-1.5 pptMM-2.6 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long108,464
Short374,431
Net-265,967
Open Interest576,797
Net %OI-46.1%
Gross %OI83.7%
Bias-0.55Δ Net %OI +0.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-46.1%
Net %OI-6.2%-66.5%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI-6.2%-66.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.469-0.408-0.368-0.306-0.245-0.184-0.143-0.062Current: -46.1%
CountNormal FitCurrent -46.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%9%17%26%34%43%51%Long · Top49.4%Long · Top818.3%Short · Top434.6%Short · Top845.2%% 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。

07142128LOW21/12→22/0524wHIGH15/11→16/0320wHIGH23/12→24/0419wHIGH25/04→25/0818wLOW16/05→16/0817wLOW12/03→12/0512wHIGH15/04→15/0611wLOW17/01→17/0310w持续周数

Managed Money

Long147,469
Short35,233
Net112,236
Open Interest576,797
Net %OI19.5%
Gross %OI31.7%
Bias+0.61Δ Net %OI -1.5%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest19.5%
Net %OI36.8%-19.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI36.8%-19.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.196-0.129-0.083-0.0150.0530.1210.1660.256Current: 19.5%
CountNormal FitCurrent 19.5%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%9%17%26%34%43%51%Long · Top49.4%Long · Top818.3%Short · Top434.6%Short · Top845.2%% 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。

08152330LOW25/02→25/0826wLOW15/01→15/0623wLOW15/10→16/0322wHIGH18/02→18/0616wHIGH22/12→23/0316wHIGH22/02→22/0514wLOW24/01→24/0414wLOW24/11→25/0113w持续周数