COT Report Summary as of Aug 16th, 2016

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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 -42,396 -50,856 -8,460 10% -5% 34,884 41,113 6,229 86% 5%
BRITISH POUND STERLING 110,591 117,165 6,574 100% 3% -90,082 -94,238 -4,156 0% -3%
EURO FX 119,514 108,405 -11,109 52% -3% -98,399 -92,508 5,891 45% 2%
JAPANESE YEN -45,724 -52,916 -7,192 9% -3% 48,831 56,006 7,175 93% 3%
BRAZILIAN REAL -1,047 -1,424 -377 25% -1% -136 366 502 75% 1%
MEXICAN PESO 54,704 45,302 -9,402 74% -5% -54,362 -45,723 8,639 24% 5%
NEW ZEALAND DOLLAR -1,180 -1,044 136 47% 0% -613 -695 -82 47% 0%
SWISS FRANC 10,945 8,517 -2,428 47% -3% 107 -1,545 -1,652 60% -4%
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 -258,207 -292,429 -34,222 64% -11% 258,250 307,500 49,250 49% 17%
HEATING OIL -15,477 -23,121 -7,644 20% -11% 8,904 14,764 5,860 99% 11%
NATURAL GAS 76,736 100,615 23,879 45% 10% -114,586 -134,829 -20,243 58% -9%
GASOLINE -43,764 -44,089 -325 86% 0% 49,963 49,090 -873 24% -1%
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 -97,153 -96,056 1,097 18% 1% 80,978 79,259 -1,719 84% -1%
CORN 39,169 43,478 4,309 64% 1% 5,412 -3,926 -9,338 26% -2%
SOYBEAN OIL -38,020 -64,736 -26,716 40% -13% 33,776 54,987 21,211 60% 12%
OATS -373 -184 189 66% 4% -958 -1,081 -123 9% -3%
ROUGH RICE 2,362 2,205 -157 60% -2% -2,644 -2,123 521 48% 8%
SOYBEANS -131,534 -123,125 8,409 25% 2% 170,047 156,920 -13,127 71% -4%
WHEAT 78,328 68,343 -9,985 73% -7% -88,221 -74,962 13,259 21% 9%
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 4,015 3,357 -658 63% -7% 3,584 4,050 466 33% 3%
LEAN HOGS -10,451 -8,068 2,383 71% 2% 28,530 21,030 -7,500 32% -7%
LIVE CATTLE -22,080 -20,201 1,879 61% 1% 36,511 33,861 -2,650 38% -2%
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 -312,941 -310,993 1,948 9% 1% 286,447 283,851 -2,596 90% -1%
COPPER 2,715 3,820 1,105 24% 2% -5,178 -5,074 104 67% 0%
PALLADIUM -16,526 -16,400 126 52% 0% 15,766 15,223 -543 47% -2%
PLATINUM -60,317 -59,569 748 2% 2% 55,949 54,337 -1,612 96% -4%
SILVER -103,311 -100,594 2,717 9% 3% 91,064 84,989 -6,075 88% -6%
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 -151,779 -173,673 -21,894 27% -4% 161,945 192,386 30,441 96% 7%
NIKKEI STOCK AVERAGE 18,983 14,828 -4,155 30% -7% 10,991 15,208 4,217 20% 9%
NASDAQ-100 -136,731 -131,650 5,081 10% 3% 131,645 127,946 -3,699 92% -3%
DJIA -72,778 -71,983 795 4% 1% 74,815 75,671 856 99% 1%
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 -69,338 -68,262 1,076 29% 1% 58,492 53,953 -4,539 64% -3%
5-YEAR U.S. TREASURY NOTES 268,012 269,754 1,742 64% 0% -187,771 -198,804 -11,033 27% -3%
10-YEAR U.S. TREASURY NOTES -67,370 30,180 97,550 31% 17% 118,245 26,619 -91,626 64% -21%
2-YEAR U.S. TREASURY NOTES -62,852 -30,997 31,855 32% 9% 89,953 61,775 -28,178 65% -8%