COT Report Summary as of Sep 20th, 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 -37,882 -9,234 28,648 34% 16% 36,467 6,848 -29,619 61% -22%
BRITISH POUND STERLING 101,050 79,168 -21,882 80% -11% -82,821 -58,686 24,135 24% 16%
EURO FX 103,223 99,943 -3,280 49% -1% -81,475 -85,025 -3,550 47% -1%
JAPANESE YEN -50,208 -53,306 -3,098 9% -1% 56,846 58,785 1,939 94% 1%
BRAZILIAN REAL -11,048 -10,161 887 12% 1% 9,961 9,357 -604 88% -1%
MEXICAN PESO 68,972 92,841 23,869 99% 12% -65,747 -89,342 -23,595 0% -13%
NEW ZEALAND DOLLAR -7,466 5,923 13,389 62% 29% 5,129 -7,916 -13,045 29% -32%
SWISS FRANC 10,364 4,379 -5,985 41% -8% 1,348 8,413 7,065 84% 17%
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 -308,955 -285,831 23,124 66% 7% 313,302 278,873 -34,429 39% -12%
HEATING OIL -25,435 -24,812 623 19% 1% 17,530 16,454 -1,076 91% -2%
NATURAL GAS 40,425 33,227 -7,198 17% -3% -77,135 -75,397 1,738 85% 1%
GASOLINE -57,347 -59,827 -2,480 63% -4% 56,169 59,950 3,781 42% 6%
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 -75,673 -77,271 -1,598 29% -1% 64,221 61,485 -2,736 72% -2%
CORN 80,806 69,138 -11,668 69% -2% -36,671 -35,026 1,645 20% 0%
SOYBEAN OIL -115,939 -132,932 -16,993 8% -8% 106,212 119,855 13,643 96% 8%
OATS 111 60 -51 71% -1% -1,292 -1,406 -114 2% -3%
ROUGH RICE 2,701 2,750 49 67% 1% -2,883 -2,798 85 37% 1%
SOYBEANS -76,748 -88,431 -11,683 35% -3% 118,952 125,216 6,264 62% 2%
WHEAT 84,922 87,544 2,622 88% 2% -92,573 -94,675 -2,102 8% -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 3,169 3,070 -99 60% -1% 1,028 1,017 -11 13% 0%
LEAN HOGS -3,205 832 4,037 79% 4% 16,359 12,673 -3,686 25% -3%
LIVE CATTLE -5,942 -6,639 -697 71% -1% 12,959 14,632 1,673 25% 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 -311,371 -290,615 20,756 15% 6% 285,413 256,179 -29,234 80% -10%
COPPER 24,882 13,514 -11,368 38% -17% -25,293 -13,151 12,142 53% 20%
PALLADIUM -13,040 -13,918 -878 60% -3% 12,867 12,520 -347 38% -1%
PLATINUM -45,383 -42,635 2,748 44% 7% 41,055 38,302 -2,753 53% -7%
SILVER -96,675 -96,945 -270 12% 0% 81,568 82,635 1,067 86% 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 -85,450 -80,373 5,077 42% 1% 92,817 98,828 6,011 69% 1%
NIKKEI STOCK AVERAGE 11,568 10,397 -1,171 11% -2% 6,659 1,015 -5,644 0% -11%
NASDAQ-100 -100,401 -120,663 -20,262 18% -12% 96,166 118,714 22,548 82% 15%
DJIA -57,201 -54,551 2,650 23% 3% 58,553 54,276 -4,277 74% -5%
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 -15,925 -20,871 -4,946 54% -3% 7,823 -1,581 -9,404 24% -7%
5-YEAR U.S. TREASURY NOTES 348,055 283,844 -64,211 68% -16% -245,293 -188,074 57,219 30% 15%
10-YEAR U.S. TREASURY NOTES 39,906 -35,685 -75,591 19% -14% 68,591 116,880 48,289 85% 11%
2-YEAR U.S. TREASURY NOTES -3 -8,563 -8,560 39% -2% 36,087 31,520 -4,567 57% -1%