CORN COT report

CORN - CHICAGO BOARD OF TRADE positioning from the CFTC Legacy report. Net positions equal long contracts minus short contracts. Commercial, non-commercial and non-reportable classifications describe participants; they are not buy or sell signals.

Positions as of 2026-10-27. Open interest: 1859085 contracts. This is the latest stored observation, not live trading data.

How are traders positioned?

Non-commercial percentile: 60 across 104 stored observations. This is the share of sampled net positions at or below the latest value, not a price forecast.

Historical AI commentary — 2026-07-07

This commentary is dated separately from the positioning table. It may describe an earlier market environment.

SUMMARY: Corn positioning shows extreme divergence between hedgers and speculators. Producers are massively short at the 0th percentile while swap dealers are at the 100th percentile, creating a market where the net hedger position is at an all-time low. Historical patterns suggest mixed outcomes with a slight bias toward short-term weakness, but the conflicting signals between producer and swa...

How should this COT report be used?

Use positioning to understand exposure and crowded trades alongside price, liquidity and risk controls. Weekly reports generally describe Tuesday positions released on Friday, subject to the CFTC schedule. Classifications differ in TFF and Disaggregated reports. Compare like-for-like formats and dates.

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