COT Report Summary as of Jan 12th

Currency (FOREX)
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
AUSTRALIAN DOLLAR 26,056 46,601 20,545 73% 9% -13,761 -23,043 -9,282 31% -5%
BRITISH POUND STERLING 54,401 58,816 4,415 75% 2% -30,496 -30,521 -25 35% 0%
EURO FX 179,372 161,751 -17,621 67% -5% -160,643 -146,451 14,192 27% 5%
JAPANESE YEN 4,543 -23,845 -28,388 0% -14% 4,103 25,266 21,163 100% 13%
BRAZILIAN REAL 2,695 4,191 1,496 34% 2% -2,070 -3,544 -1,474 68% -2%
MEXICAN PESO 66,269 78,856 12,587 94% 5% -61,988 -74,015 -12,027 6% -5%
NEW ZEALAND DOLLAR 64 320 256 59% 0% 1,579 1,541 -38 42% 0%
SWISS FRANC 15,078 12,883 -2,195 53% -3% 3,620 3,324 -296 73% -1%
Energy
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
CRUDE OIL, LIGHT SWEET -188,565 -178,240 10,325 100% 3% 184,177 163,504 -20,673 0% -7%
HEATING OIL -2,327 -6,496 -4,169 62% -4% -3,039 5,032 8,071 53% 10%
NATURAL GAS 172,975 161,010 -11,965 71% -5% -194,350 -182,110 12,240 36% 6%
GASOLINE -78,678 -72,280 6,398 51% 8% 76,868 71,060 -5,808 61% -10%
Grains
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
SOYBEAN MEAL 28,194 25,270 -2,924 98% -2% -38,344 -37,850 494 0% 0%
CORN 92,473 107,387 14,914 73% 3% -61,762 -83,309 -21,547 11% -5%
SOYBEAN OIL -78,549 -61,028 17,521 31% 9% 72,468 52,921 -19,547 68% -12%
OATS -1,766 -1,275 491 60% 7% 1,077 571 -506 34% -8%
ROUGH RICE 1,669 1,358 -311 48% -4% -2,261 -2,158 103 47% 2%
SOYBEANS 94,477 74,932 -19,545 81% -7% -78,915 -65,498 13,417 5% 5%
WHEAT 94,404 73,093 -21,311 83% -17% -88,670 -66,758 21,912 17% 17%
Livestock
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
FEEDER CATTLE 4,304 3,843 -461 52% -4% 3,108 3,662 554 52% 3%
LEAN HOGS 13,725 11,337 -2,388 89% -2% -5,288 -3,765 1,523 10% 1%
LIVE CATTLE 25,058 19,149 -5,909 91% -4% -6,946 -1,683 5,263 13% 4%
Metal
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
GOLD -19,275 -43,585 -24,310 80% -12% 26,560 44,718 18,158 20% 10%
COPPER 37,150 48,172 11,022 93% 14% -31,813 -42,025 -10,212 0% -18%
PALLADIUM -6,660 -3,264 3,396 100% 12% 6,616 3,881 -2,735 0% -10%
PLATINUM -28,082 -25,689 2,393 86% 7% 23,857 22,564 -1,293 13% -4%
SILVER -28,799 -30,562 -1,763 59% -3% 21,626 22,483 857 35% 1%
Stock Index
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
S&P 500 62,966 115,569 52,603 76% 7% -84,041 -142,997 -58,956 15% -12%
NIKKEI STOCK AVERAGE 29,851 33,796 3,945 64% 6% 12,358 12,418 60 2% 0%
NASDAQ-100 -41,999 -40,849 1,150 69% 1% 35,965 33,230 -2,735 25% -2%
DJIA -10,267 -10,033 234 63% 0% 9,990 8,696 -1,294 38% -2%
Treasuries
Product Name Net Commercial Net Non-Commercial
Previous Week This Week Var COT Index vs Last week Previous Week This Week Var Stochastic Index vs Last week
U.S. TREASURY BONDS -3,074 -5,114 -2,040 40% -2% -8,187 -1,794 6,393 32% 6%
5-YEAR U.S. TREASURY NOTES 348,087 333,258 -14,829 87% -2% -258,511 -253,368 5,143 8% 1%
10-YEAR U.S. TREASURY NOTES 130,976 201,803 70,827 59% 14% 18,286 -43,236 -61,522 55% -16%
2-YEAR U.S. TREASURY NOTES 143,648 161,502 17,854 89% 4% -106,061 -126,172 -20,111 10% -6%