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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)500-1.7-0.9-0.10.61.42.1020406080100PRODSWAPMMOTHERNREPTNet %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%OTHER+3.2 pptSWAP+1.7 pptNREPT-1.0 pptMM-1.9 pptPROD-2.1 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long55,983
Short132,368
Net-76,385
Open Interest337,396

Non-Commercial (No CIT)

Long58,317
Short61,819
Net-3,502
Open Interest337,396

Producer/Merchant

Long32,731
Short123,502
Net-90,771
Open Interest337,396
Net %OI-26.9%
Gross %OI46.3%
Bias-0.58Δ Net %OI -0.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-26.9%
Net %OI0.5%-37.3%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI0.5%-37.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.281-0.238-0.209-0.167-0.124-0.081-0.0520.005Current: -26.9%
CountNormal FitCurrent -26.9%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.9%Long · Top822.6%Short · Top413.8%Short · Top825.3%% 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。

07132026HIGH15/01→15/0622wLOW20/10→21/0322wHIGH15/10→16/0321wHIGH23/08→24/0121wLOW12/07→12/1120wHIGH19/03→19/0510wLOW17/06→17/089wLOW26/02→26/048w持续周数

Managed Money

Long75,481
Short37,612
Net37,869
Open Interest337,396
Net %OI11.2%
Gross %OI33.5%
Bias+0.33Δ Net %OI +2.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest11.2%
Net %OI24.8%-25.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI23.6%-25.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.256-0.201-0.164-0.108-0.0530.0030.0400.114Current: 11.2%
CountNormal FitCurrent 11.2%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%11%16%21%27%32%Long · Top412.9%Long · Top822.6%Short · Top413.8%Short · Top825.3%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0320wHIGH12/07→12/1115wLOW19/02→19/0515wHIGH18/04→18/0611wLOW25/04→25/0611wLOW15/08→15/1010w持续周数

Non-Reportable

Long23,257
Short22,467
Net790
Open Interest337,396
Net %OI0.2%
Gross %OI13.6%
Bias+0.02Δ Net %OI +0.0%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest0.2%
Net %OI1.8%-3.1%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI1.8%-3.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.031-0.025-0.020-0.014-0.007-0.0000.0040.013Current: 0.2%
CountNormal FitCurrent 0.2%

Index Traders

Long93,334
Short14,237
Net79,097
Open Interest337,396
Net %OI23.4%
Gross %OI31.9%
Bias+0.74Δ Net %OI -0.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest23.4%
Net %OI34.2%16.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI34.2%16.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015200.1660.1890.2030.2260.2480.2700.2850.314Current: 23.4%
CountNormal FitCurrent 23.4%