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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)500-1.7-0.9-0.10.71.52.3020406080100PRODSWAPMMOTHERNREPTNet %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%OTHER+3.8 pptSWAP+1.9 pptNREPT-1.0 pptPROD-1.7 pptMM-3.0 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long23,582
Short113,150
Net-89,568
Open Interest293,054
Net %OI-30.6%
Gross %OI46.7%
Bias-0.66Δ Net %OI -0.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-30.6%
Net %OI-0.0%-41.7%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI-0.0%-41.7%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.318-0.270-0.238-0.191-0.143-0.096-0.064-0.000Current: -30.6%
CountNormal FitCurrent -30.6%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%23%28%34%Long · Top414.6%Long · Top825.2%Short · Top414.6%Short · Top826.1%% 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。

07132026HIGH15/01→15/0622wHIGH15/10→16/0321wLOW20/10→21/0221wHIGH23/08→24/0121wLOW12/08→12/1115wHIGH19/03→19/0511wLOW26/02→26/0511wLOW17/06→17/089w持续周数

Managed Money

Long76,005
Short38,024
Net37,981
Open Interest293,054
Net %OI13.0%
Gross %OI38.9%
Bias+0.33Δ Net %OI +2.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest13.0%
Net %OI28.2%-26.4%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI28.2%-26.4%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510152025-0.264-0.205-0.166-0.107-0.0480.0120.0510.130Current: 13.0%
CountNormal FitCurrent 13.0%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%6%11%17%23%28%34%Long · Top414.6%Long · Top825.2%Short · Top414.6%Short · Top826.1%% 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。

09172634LOW23/08→24/0330wLOW15/10→16/0321wHIGH20/10→21/0321wLOW19/02→19/0516wHIGH12/07→12/1115wHIGH18/04→18/0611wLOW15/08→15/1010wHIGH21/10→21/1210w持续周数