COT Report Summary as of Aug 30th, 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 -49,989 -47,061 2,928 12% 2% 42,757 42,566 -191 88% 0%
BRITISH POUND STERLING 114,580 114,454 -126 99% 0% -94,978 -92,485 2,493 2% 2%
EURO FX 91,174 100,808 9,634 50% 3% -76,658 -81,925 -5,267 48% -2%
JAPANESE YEN -56,237 -57,204 -967 7% 0% 60,316 63,661 3,345 96% 2%
BRAZILIAN REAL -1,198 -1,478 -280 25% 0% 251 800 549 75% 1%
MEXICAN PESO 27,980 34,454 6,474 69% 3% -28,541 -33,234 -4,693 31% -3%
NEW ZEALAND DOLLAR -617 -3,534 -2,917 41% -6% -878 1,893 2,771 53% 7%
SWISS FRANC 1,051 4,722 3,671 42% 5% 1,885 8,208 6,323 83% 15%
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 -343,548 -336,564 6,984 50% 2% 353,744 341,288 -12,456 60% -4%
HEATING OIL -36,451 -37,836 -1,385 0% -2% 20,877 21,661 784 100% 1%
NATURAL GAS 81,291 57,434 -23,857 27% -10% -118,730 -95,935 22,795 75% 10%
GASOLINE -60,205 -57,009 3,196 67% 5% 57,829 56,208 -1,621 36% -3%
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 -98,712 -86,430 12,282 23% 7% 82,383 77,770 -4,613 83% -3%
CORN 41,966 85,367 43,401 72% 9% 2,199 -46,272 -48,471 18% -10%
SOYBEAN OIL -105,832 -121,518 -15,686 13% -7% 91,957 107,657 15,700 89% 9%
OATS -74 -103 -29 67% -1% -1,087 -828 259 15% 6%
ROUGH RICE 2,121 2,296 175 61% 2% -2,094 -2,297 -203 45% -3%
SOYBEANS -142,699 -103,541 39,158 31% 12% 179,379 146,546 -32,833 68% -10%
WHEAT 65,003 86,132 21,129 87% 16% -74,184 -92,187 -18,003 9% -12%
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 1,498 2,876 1,378 58% 16% 5,476 2,851 -2,625 25% -18%
LEAN HOGS -8,493 -2,772 5,721 76% 5% 22,745 18,768 -3,977 30% -4%
LIVE CATTLE -23,441 -12,381 11,060 67% 8% 32,997 20,069 -12,928 28% -9%
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 -317,475 -301,213 16,262 12% 5% 294,609 276,341 -18,268 87% -6%
COPPER 2,137 20,538 18,401 49% 28% -6,666 -21,873 -15,207 39% -26%
PALLADIUM -16,172 -14,640 1,532 58% 5% 14,890 13,798 -1,092 42% -4%
PLATINUM -59,054 -53,324 5,730 18% 14% 54,269 48,612 -5,657 80% -15%
SILVER -98,069 -95,678 2,391 14% 2% 83,203 84,354 1,151 88% 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 -185,009 -217,264 -32,255 20% -5% 210,985 244,245 33,260 100% 7%
NIKKEI STOCK AVERAGE 12,132 9,414 -2,718 20% -4% 13,451 13,028 -423 16% -1%
NASDAQ-100 -132,141 -150,278 -18,137 0% -11% 128,129 147,040 18,911 100% 12%
DJIA -72,450 -73,456 -1,006 2% -1% 76,249 77,552 1,303 100% 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 -73,219 -41,149 32,070 44% 17% 57,747 28,427 -29,320 46% -21%
5-YEAR U.S. TREASURY NOTES 232,246 256,801 24,555 61% 6% -164,590 -150,919 13,671 39% 4%
10-YEAR U.S. TREASURY NOTES 26,319 -6,420 -32,739 24% -6% 48,395 101,516 53,121 81% 12%
2-YEAR U.S. TREASURY NOTES -41,860 -30,539 11,321 32% 3% 68,972 65,585 -3,387 67% -1%