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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)500-4.8-3.5-2.3-1.00.21.4020406080100PRODSWAPMMOTHERNREPTNet %OI PR (156w)

Disaggregated动量

按 4W-8W 加速度排序，红线加速，绿线减速。

-8%-5%-3%0%3%5%8%PROD+2.1 pptOTHER+1.4 pptSWAP+0.4 pptNREPT-0.3 pptMM-3.6 ppt0
最近8周累计变化最近4周累计变化Delta

Producer/Merchant

Long34,192
Short102,379
Net-68,187
Open Interest433,831
Net %OI-15.7%
Gross %OI31.5%
Bias-0.50Δ Net %OI +1.2%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Producer/Merchant · Net %OI / Gross %OI

Latest-15.7%
Net %OI10.2%-28.9%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

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

Net %OI10.2%-28.9%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count05101520-0.173-0.132-0.104-0.063-0.0220.0200.0470.102Current: -15.7%
CountNormal FitCurrent -15.7%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%15%19%24%29%Long · Top414.1%Long · Top823.0%Short · Top411.8%Short · Top820.7%% 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→14/0214wLOW18/06→18/0913wLOW22/03→22/0512wHIGH25/04→25/0612wLOW26/02→26/0511wHIGH13/07→13/088w持续周数

Managed Money

Long98,031
Short107,064
Net-9,033
Open Interest433,831
Net %OI-2.1%
Gross %OI47.3%
Bias-0.04Δ Net %OI -4.8%
Available TS2026/05/09 03:30

Participant Detail Chart Suite

Managed Money · Net %OI / Gross %OI

Latest-2.1%
Net %OI9.6%-34.2%21/05/1822/05/1723/05/1624/05/0725/05/0626/05/05

Seasonal Pattern

Managed Money · Net %OI · 5-year overlay

Net %OI9.6%-34.2%W01W07W13W20W26W33W39W46W52
202620252024202320225Y Avg

Distribution

Net %OI · Window 156w · Sample 156

Count0102030-0.321-0.269-0.234-0.182-0.129-0.077-0.0420.028Current: -2.1%
CountNormal FitCurrent -2.1%

Concentration

深带是历史中位数，浅带是历史 P90，菱形点是当前值。

0%5%10%15%19%24%29%Long · Top414.1%Long · Top823.0%Short · Top411.8%Short · Top820.7%% 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。

010213141LOW22/10→23/0637wHIGH12/06→12/1016wLOW16/06→16/1016wLOW13/11→14/0213wHIGH26/02→26/0511wLOW15/03→15/0610wHIGH18/07→18/0910wLOW17/03→17/057w持续周数