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Due to the New Year holiday, the COT report was not released until January 4 and therefore the usual report which is published on Sunday is being published on January 4.

The time frame for the current Commitments of Traders report is from Wednesday December 23 through Tuesday December 29.

Soybeans: On December 28, March soybeans generated a short-term sell signal, which reversed the December 1 short-term buy signal. March soybeans remain on an intermediate term sell signal.

For the week, March soybeans lost 8.75 cents, May -8.00, July -7.75. The COT report revealed that managed money liquidated 9,692 of their long positions and added 17,278 to their short positions. Commercial interests liquidated 7,373 of their long positions and also liquidated 36,843 of their short positions. As of the latest report, managed money is short soybeans by a ratio of 2.06:1, up sharply from the previous week of 1.47:1 and the ratio two weeks ago of 1.34:1.

Soybean meal:

For the week, or soybean meal lost $5.40, May -4.90, July -4.40. The COT report revealed that managed money liquidated 1,673 of their long positions and added 5,075 to their short positions. Commercial interests added 2,652 to their long positions and liquidated 10,551 of their short positions. As of the latest report, managed money is short soybean meal by a ratio of 1.85:1, up from the previous week of 1.67:1 and the ratio two weeks ago of 1.56:1.

During last week, March, May and July soybean meal recorded new contract lows of $263.90, 265.00, and 268.50 respectively.

Soybean oil:

For the week, March soybean oil lost 35 points, And 8-33, July -31. The COT report revealed that managed money liquidated 4,674 of their long positions and added 49 contracts to their short positions. Commercial interests liquidated 6,911 of their long positions and also liquidated 3,008 of their short positions. As of the latest report, managed money is long soybean oil by a ratio 4.16:1, down from the previous week of 4.41:1 and a substantial reduction from the ratio two weeks ago of 7.47:1.

Corn:

For the week, March corn lost 5.75 cents, -6.25, July -6.25. The COT report revealed that managed money liquidated 2,134 of their long positions and added a massive 53,740 contracts to their short positions. Commercial interests added 16,584 to their long positions and liquidated 33,878 of their short positions. As of the latest report, managed money is short corn by a ratio of 1.92:1, up sharply from the previous week of 1.55:1 and the ratio two weeks ago of 1.26:1.

Last week, March, May and July corn recorded new contract lows of 3.57, 3.63 1/2, and 3.69 3/4 respectively.

Chicago wheat:

For the week, March Chicago wheat advanced 2.50 cents, May +2.00, July +0.50. The COT report revealed that managed money liquidated 4,511 of their long positions and added 11,521 to their short positions. Commercial interests added 284 to their long positions and also added 277 contracts to their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 2.68:1, up from the previous week of 2.24:1 and a substantial rise from the ratio two weeks ago of 1.80:1.

Last week, March, May and July Chicago wheat recorded new contract lows of 4.65 1/2, 4.73, and 4.80 1/2 respectively.

Kansas City wheat:

For the week, March Kansas City wheat advanced 1.00 cent, May +1.00, July +0.75. The COT report revealed that managed money added 839 to their long positions and also added 766 contracts to their short positions. Commercial interests added 284 to their long positions and also added 1,144 to their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.47:1, down slightly from the previous week of 1.48:1, but up from the ratio two weeks ago of 1.43:1.

Last week, March, May and July Kansas City wheat recorded new contract lows of 4.63 3/4, 4.74 1/4 and 4.84 1/4 respectively.

Cotton:

For the week, March cotton lost 38 points, May -24, July -20. The COT report revealed that managed money liquidated 1,509 of their long positions and added 111 to their short positions. Commercial interests added 1,183 to their long positions and liquidated 827 of their short positions. As of the latest report, managed money is long cotton by a ratio of 6.63:1, down from the previous week of 6.88:1 and the ratio two weeks ago 6.92:1.

Sugar:

For the week, March sugar advanced 18 points, May +23, July +24. The COT report revealed that managed money liquidated 6,681 of their long positions and also liquidated 57 contracts of their short positions. Commercial interests added 1,222 to their long positions and liquidated 8,072 of their short positions. As of the latest report, managed money is long sugar by a ratio of 5.31:1, down from the previous week of 5.50:1 (the high ratio thus far in the bull move), and an increase from the ratio two weeks ago of 5.04:1.

Coffee:

For the week, March coffee advanced 7.00 cents, May +6.85, July +6.80. The COT report revealed that managed money added 178 to their long positions and liquidated 1,477 of their short positions. Commercial interests liquidated 2,272 of their long positions and added 98 contracts to their short positions. As of the latest report, managed money is short coffee by a ratio of 1.67:1, down from the previous week of 1.75:1, but up from the ratio two weeks ago of 1.49:1.

Cocoa:

For the week, March cocoa advanced $1.00, May +2.00, July +6.00. The COT report revealed that managed money liquidated 2,402 of their long positions and also liquidated 1,414 of their short positions. Surprisingly, commercial interests added just 17 contracts to their long positions and only 1 contract to their short positions. As of the latest report, managed money is long cocoa by a ratio of 3.45:1, up from the previous week of 3.33:1 and the ratio two weeks ago of 2.85:1.

Live cattle:

For the week, February live cattle lost 22 points, April -5, June +35. The COT report revealed that managed money liquidated 3,687 of their long positions and also liquidated 4,728 of their short positions. Commercial interests added 10,792 to their long positions and also added 4,330 to their short positions. As of the latest report, managed money is long live cattle by a ratio of 1.38:1, up from the previous week of 1.31:1 and the ratio two weeks ago of 1.37:1.

Lean hogs:

For the week, February lean hogs advanced 1.50 cents, April +88 points, June +40. The COT report revealed that managed money added 1,255 to their long positions and liquidated 4,316 of their short positions. Commercial interests added 1,413 to their long positions and also added 2,851 to their short positions. As of the latest report, managed money is long lean hogs by a ratio of 1.36:1, up substantially from the previous week of 1.16:1 and the ratio two weeks ago of 1.11:1.

WTI crude oil:

For the week, WTI crude oil lost $1.06, March -94 cents, April -80. The COT report revealed that managed money added 3,800 to their long positions and liquidated 7,894 their short positions. Commercial interests added 5,800 to their long positions and also added 6,969 to their short positions. As of the latest report, managed money is long WTI crude oil by a ratio of 1.45:1, up from the previous week of 1.36:1 and exactly the same ratio two weeks ago of 1.45:1.

Heating oil:

For the week, February heating oil lost 92 points, March -1.35 cents, April -1.77. The COT report revealed that managed money added 358 to their long positions and liquidated 2,871 of their short positions. Commercial interests liquidated 10,811 of their long positions and also liquidated 3,967 of their short positions. As of the latest report, managed money is short heating oil by a ratio of 2.48:1, down from the previous week of 2.65:1 and the ratio two weeks ago of 2.90:1.

Gasoline:

For the week, February gasoline lost 48 points, March -52, April -38. The COT report revealed that managed money added 6,623 to their long positions and liquidated 348 of their short positions. Commercial interests liquidated 10,401 of their long positions and added 1,194 to their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.76:1, up from the previous week of 1.57:1 and the ratio two weeks ago of 1.66:1.

Natural gas: On December 29, February natural gas generated a short-term buy signal, but remains on an intermediate term sell signal.

For the week, February natural gas advanced 25.8 cents, March +22.0, April +18.6. The COT report revealed that managed money added 2,083 to their long positions and liquidated 20,118 of their short positions. Commercial interests liquidated 11,296 of their long positions and also liquidated 10,491 of their short positions. As of the latest report, managed money is short natural gas by a ratio of 1.92:1, down from the previous week of 2.04:1 and the ratio two weeks ago 2.24:1.

Copper:

For the week, March copper advanced 1.10 cents. The COT report revealed that managed money liquidated 1,237 of their long positions and also liquidated 4,025 of their short positions. Commercial interests added 83 to their long positions and also added 64 contracts to their short positions. As of the latest report, managed money is short copper by a ratio of 1.92:1, down from the previous week of 1.98:1 and the ratio two weeks ago of 2.24:1.

Palladium:

For the week, March palladium advanced $2.75. The COT report revealed that managed money added 186 of their long positions and also added 34 contracts of their short positions. Commercial interests added 68 contracts to their long positions and also added 83 to their short positions. As of the latest report, managed money is long palladium by a ratio of 2.83:1, up slightly from the previous week of 2.81:1 and a substantial increase from the ratio two weeks ago of 2.45:1.

Platinum:

For the week, April platinum advanced $8.50. The COT report revealed that managed money liquidated 382 of their long positions and also liquidated 1,232 of their short positions. Commercial interests liquidated 305 of their long positions and added 396 to their short positions. As of the latest report, managed money is long platinum by a ratio of 1.51:1, up from the previous week of 1.44:1 and the ratio two weeks ago of 1.25:1.

Gold:

For the week, February gold lost $15.70. The COT report revealed that managed money liquidated 3,908 of their long positions and added 3,231 to their short positions. Commercial interests added 3,591 to their long positions and liquidated 6,379 of their short positions. As of the latest report, managed money is short gold by a ratio of 1.36:1, up from the previous week of 1.25:1 and the ratio two weeks ago of 1.33:1.

Silver:

For the week, March silver lost 57.6 cents. The COT report revealed that managed money liquidated 979 of their long positions and added 2,498 to their short positions. Commercial interests added 240 to their long positions and also added 196 to their short positions. As of the latest report, managed money is long silver by a ratio 1.17:1, down from the previous week of 1.27:1, but up from the ratio two weeks ago of 1.05:1.

Canadian dollar:

For the week, the March Canadian dollar gained 12 pips. The COT report revealed that leverage funds added 3,783 to their long positions and also added 5,327 to their short positions. As of the latest report, leverage funds are short the Canadian dollar by a ratio of 2.78:1, down from the previous week of 3.07:1, but up from the ratio two weeks ago of 2.51:1.

Australian dollar:

For the week, the March Australian dollar advanced 19 pips. The COT report revealed that leverage funds liquidated 5,985 of their long positions and also liquidated 1,122 of their short positions. As of the latest report, leverage funds are short the Australian dollar by a ratio of 1.63:1, up from the previous week of 1.20:1 and a complete reversal from the ratio two weeks ago when leverage funds were long the Australian dollar by ratio of 1.50:1.

Swiss franc:

For the week, the March Swiss franc lost 1.34 cents. The COT report revealed that leverage funds liquidated 774 of their long positions and also liquidated 1,701 of their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio of 1.34:1, down from the previous week of 1.38:1, but up from the ratio two weeks ago of 1.16:1.

British pound:

For the week, the March British pound lost 1.97 cents. The COT report revealed that leverage funds liquidated 1,765 of their long positions and added 8,753 to their short positions. As of the latest report, leverage funds are short the British pound by a ratio of 1.34:1, up from the previous week of 1.13:1 and a complete reversal from two weeks ago when leverage funds were long the British pound by a ratio of 1.02:1.

Euro: On December 28, the March euro generated a short-term buy signal, which reversed the December 17 short-term sell signal. The March euro remains on an intermediate term sell signal.

For the week, the March euro lost 90 pips. The COT report revealed that leverage funds liquidated 3,665 of their long positions and also liquidated 1,900 of their short positions. As of the latest report, leverage funds are short the euro by a ratio of 4.75:1, up from the previous week of 4.35:1 and the ratio two weeks ago of 4.35:1.

Yen:

For the week, the March yen gained 5 pips. The COT report revealed that leverage funds added 5,906 to their long positions and liquidated 7,438 of their short positions. As of the latest report, leverage funds are short the yen by a ratio of 2.45:1, down sharply from the previous week of 3.32:1 and the ratio two weeks ago of 3.14:1.

Dollar index: On December 28, the March dollar index generated a short-term sell signal, which reversed the December 17 short-term buy signal. The March dollar index remains on an intermediate term buy signal.

For the week, the March dollar index advanced 73 points. The COT report revealed that leverage funds added 69 contracts to their long positions and also added 276 to their short positions. As of the latest report, leverage funds are long the dollar index by ratio of 1.30:1, down slightly from the previous week of 1.33:1 and a complete reversal from two weeks ago when leverage funds were short the dollar index by a ratio of 1.57:1.

S&P 500 (250 x):

For the week, the March S&P 500 futures contract lost 15.80 points. The COT report revealed that leverage funds liquidated 1,163 of their long positions and added 2,433 to their short positions. As of the latest report, leverage funds are short the S&P 500 futures contract by a ratio of 1.99:1, which is a complete reversal from the previous week when they were long by a ratio of 1.57:1. Two weeks ago, leverage funds are long the S&P 500 futures contract by ratio of 2.39:1.

10 year Treasury Note:

For the week, the 10 year March treasury note lost 8-4 points. The COT report revealed that leverage funds added 3,357 to their long positions and also added 7,378 to their short positions. As of the latest report, leverage funds are short the 10 year note by a ratio of 1.55:1, which is exactly the same ratio as the previous week of 1.55:1, but down from the ratio two weeks ago of 1.62:1.