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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)500-3.8-2.8-1.8-0.80.31.3020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-6%-4%-2%0%2%4%6%OTHER+1.9 pptPROD+1.1 pptSWAP+0.2 pptNREPT-0.3 pptMM-2.9 ppt0
最近8周累计变化最近4周累计变化Delta

Commercial (No CIT)

Long84,853
Short135,872
Net-51,019
Open Interest540,497

Non-Commercial (No CIT)

Long76,404
Short130,256
Net-53,852
Open Interest540,497

Producer/Merchant

Long47,864
Short116,633
Net-68,769
Open Interest540,497
Net %OI-12.7%
Gross %OI30.4%
Bias-0.42Δ Net %OI +1.3%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-12.7%
Net %OI9.7%-21.1%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI9.7%-21.1%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.145-0.109-0.085-0.048-0.0120.0240.0480.097Current: -12.7%
CountNormal FitCurrent -12.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top411.8%Long · Top820.7%Short · Top410.4%Short · Top819.2%% 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。

010213141HIGH22/10→23/0637wHIGH12/12→13/0419wHIGH13/11→14/0215wLOW18/06→18/0912wHIGH25/04→25/0612wLOW26/02→26/0511wHIGH13/07→13/088wHIGH16/02→16/038w持续周数

Managed Money

Long99,503
Short109,406
Net-9,903
Open Interest540,497
Net %OI-1.8%
Gross %OI38.7%
Bias-0.05Δ Net %OI -3.8%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-1.8%
Net %OI5.5%-27.3%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI5.5%-27.3%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.267-0.224-0.195-0.152-0.109-0.066-0.0370.020Current: -1.8%
CountNormal FitCurrent -1.8%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%4%9%13%17%22%26%Long · Top411.8%Long · Top820.7%Short · Top410.4%Short · Top819.2%% 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。

010203040LOW22/10→23/0636wLOW16/06→16/1016wHIGH12/06→12/1015wLOW13/11→14/0112wHIGH18/07→18/0911wHIGH26/02→26/0511wLOW15/03→15/059wHIGH19/12→20/029w持续周数

Non-Reportable

Long41,613
Short33,013
Net8,600
Open Interest540,497
Net %OI1.6%
Gross %OI13.8%
Bias+0.12Δ Net %OI +1.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Non-Reportable · Net %OI / Gross %OI

Latest1.6%
Net %OI2.1%-3.7%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI2.1%-2.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count051015-0.022-0.016-0.012-0.0060.0010.0070.0110.020Current: 1.6%
CountNormal FitCurrent 1.6%

Index Traders

Long150,329
Short54,058
Net96,271
Open Interest540,497
Net %OI17.8%
Gross %OI37.8%
Bias+0.47Δ Net %OI -0.1%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Index Traders · Net %OI / Gross %OI

Latest17.8%
Net %OI37.6%6.6%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Index Traders · Net %OI · 5-year overlay

Net %OI36.7%6.6%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0510150.0660.0980.1200.1520.1840.2160.2380.281Current: 17.8%
CountNormal FitCurrent 17.8%