COT Report Summary as of Aug 23th, 2016

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 -50,856 -49,989 867 10% 0% 41,113 42,757 1,644 88% 1%
BRITISH POUND STERLING 117,165 114,580 -2,585 99% -1% -94,238 -94,978 -740 0% 0%
EURO FX 108,405 91,174 -17,231 47% -5% -92,508 -76,658 15,850 50% 5%
JAPANESE YEN -52,916 -56,237 -3,321 8% -1% 56,006 60,316 4,310 95% 2%
BRAZILIAN REAL -1,424 -1,198 226 25% 0% 366 251 -115 74% 0%
MEXICAN PESO 45,302 27,980 -17,322 65% -9% -45,723 -28,541 17,182 34% 10%
NEW ZEALAND DOLLAR -1,044 -617 427 48% 1% -695 -878 -183 47% 0%
SWISS FRANC 8,517 1,051 -7,466 37% -10% -1,545 1,885 3,430 68% 8%
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 -292,429 -343,548 -51,119 47% -16% 307,500 353,744 46,244 64% 16%
HEATING OIL -23,121 -36,451 -13,330 1% -19% 14,764 20,877 6,113 100% 11%
NATURAL GAS 100,615 81,291 -19,324 37% -8% -134,829 -118,730 16,099 65% 7%
GASOLINE -44,089 -60,205 -16,116 63% -23% 49,090 57,829 8,739 38% 14%
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 -96,056 -98,712 -2,656 16% -2% 79,259 82,383 3,124 86% 2%
CORN 43,478 41,966 -1,512 64% 0% -3,926 2,199 6,125 28% 1%
SOYBEAN OIL -64,736 -105,832 -41,096 21% -19% 54,987 91,957 36,970 80% 20%
OATS -184 -74 110 68% 2% -1,081 -1,087 -6 9% 0%
ROUGH RICE 2,205 2,121 -84 59% -1% -2,123 -2,094 29 48% 0%
SOYBEANS -123,125 -142,699 -19,574 19% -6% 156,920 179,379 22,459 78% 7%
WHEAT 68,343 65,003 -3,340 71% -2% -74,962 -74,184 778 22% 1%
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 3,357 1,498 -1,859 42% -21% 4,050 5,476 1,426 43% 10%
LEAN HOGS -8,068 -8,493 -425 71% 0% 21,030 22,745 1,715 33% 2%
LIVE CATTLE -20,201 -23,441 -3,240 59% -2% 33,861 32,997 -864 37% -1%
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 -310,993 -317,475 -6,482 7% -2% 283,851 294,609 10,758 93% 4%
COPPER 3,820 2,137 -1,683 21% -3% -5,074 -6,666 -1,592 64% -3%
PALLADIUM -16,400 -16,172 228 53% 1% 15,223 14,890 -333 46% -1%
PLATINUM -59,569 -59,054 515 3% 1% 54,337 54,269 -68 96% 0%
SILVER -100,594 -98,069 2,525 11% 3% 84,989 83,203 -1,786 86% -2%
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 -173,673 -185,009 -11,336 25% -2% 192,386 210,985 18,599 100% 4%
NIKKEI STOCK AVERAGE 14,828 12,132 -2,696 25% -4% 15,208 13,451 -1,757 17% -4%
NASDAQ-100 -131,650 -132,141 -491 9% 0% 127,946 128,129 183 92% 0%
DJIA -71,983 -72,450 -467 3% -1% 75,671 76,249 578 100% 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 -68,262 -73,219 -4,957 27% -3% 53,953 57,747 3,794 67% 3%
5-YEAR U.S. TREASURY NOTES 269,754 232,246 -37,508 55% -10% -198,804 -164,590 34,214 36% 9%
10-YEAR U.S. TREASURY NOTES 30,180 26,319 -3,861 30% -1% 26,619 48,395 21,776 69% 5%
2-YEAR U.S. TREASURY NOTES -30,997 -41,860 -10,863 29% -3% 61,775 68,972 7,197 68% 2%