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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)500-1.1-0.7-0.30.20.61.0020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-11%-7%-4%0%4%7%11%PROD+4.5 pptSWAP+1.3 pptNREPT-0.2 pptOTHER-1.0 pptMM-4.5 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long245,936
Short499,599
Net-253,663
Open Interest861,776

Non-Commercial (No CIT)

Long157,336
Short38,218
Net119,118
Open Interest861,776

Producer/Merchant

Long202,378
Short460,455
Net-258,077
Open Interest861,776
Net %OI-29.9%
Gross %OI76.9%
Bias-0.39Δ Net %OI -1.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-29.9%
Net %OI-3.2%-47.7%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI-3.2%-47.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.325-0.281-0.252-0.208-0.164-0.120-0.090-0.032Current: -29.9%
CountNormal FitCurrent -29.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%19%25%31%37%Long · Top410.2%Long · Top818.7%Short · Top420.4%Short · Top831.3%% 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。

06121723LOW16/08→16/1219wHIGH18/06→18/0916wHIGH23/03→23/0615wLOW20/09→20/1214wHIGH23/12→24/0314wHIGH17/03→17/0613wLOW22/03→22/0512wHIGH13/02→13/0511w持续周数

Managed Money

Long190,031
Short20,889
Net169,142
Open Interest861,776
Net %OI19.6%
Gross %OI24.5%
Bias+0.80Δ Net %OI +0.4%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest19.6%
Net %OI22.2%-17.5%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI22.2%-17.5%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.175-0.119-0.082-0.0260.0290.0850.1230.197Current: 19.6%
CountNormal FitCurrent 19.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%12%19%25%31%37%Long · Top410.2%Long · Top818.7%Short · Top420.4%Short · Top831.3%% 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。

08172533LOW18/03→18/0929wLOW23/10→24/0321wHIGH16/08→16/1219wHIGH20/08→20/1215wLOW23/03→23/0614wLOW12/10→13/0112wHIGH22/03→22/0511wLOW13/12→14/0210w持续周数

Non-Reportable

Long42,616
Short30,109
Net12,507
Open Interest861,776
Net %OI1.5%
Gross %OI8.4%
Bias+0.17Δ Net %OI +0.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.5%
Net %OI4.9%-0.4%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI4.9%-0.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.0040.0000.0030.0070.0110.0150.0180.023Current: 1.5%
CountNormal FitCurrent 1.5%

Index Traders

Long163,207
Short41,168
Net122,039
Open Interest861,776
Net %OI14.2%
Gross %OI23.7%
Bias+0.60Δ Net %OI +0.8%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest14.2%
Net %OI29.4%10.8%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI29.0%10.8%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520250.1080.1280.1420.1630.1830.2040.2180.245Current: 14.2%
CountNormal FitCurrent 14.2%