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The time frame for the current Commitments of Traders report is from Wednesday December 2 through Tuesday December 8.

Soybeans:

For the week, January soybeans lost 35.25 cents, March -34.25, May -34.00. The COT report revealed that managed money added 10,804 to their long positions and liquidated 10,756 contracts of their short positions. Commercial interests added 6,350 to their long positions and also added 19,445 to their short positions. As of the latest report, managed money is short soybeans by a ratio of 1.11:1, down from the previous week of 1.45:1 and a substantial reduction from the ratio two weeks ago of 1.90:1.

Soybean meal:

For the week, January soybean meal lost $11.20, March -11.40, May – 11.40. The COT report revealed that managed money liquidated 1,667 of their long positions and also liquidated 3,962 of their short positions. Commercial interests added 8,218 to their long positions and liquidated 164 of their short positions. As of the latest report, managed money is short soybean meal by a ratio of 1.35:1, down from the previous week of 1.38:1 and the ratio two weeks ago of 1.44:1.

Soybean oil:

For the week, January soybean oil lost 72 points, March -66, May -59. The COT report revealed that managed money added 175 contracts to their long positions and liquidated 22,208 of their short positions. Commercial interests liquidated 12,354 of their long positions and added 18,364 to their short positions. As of the latest report, managed money is long soybean oil by a ratio of 5.74:1, almost triple the previous week’s ratio of 2.12:1 and over four times the ratio two weeks ago of 1.41:1.

Corn:

For the week, March corn lost 6.25 cents, May -7.00, July -8.00. The COT report revealed that managed money liquidated 1,579 of their long positions and also liquidated 16,286 of their short positions. Commercial interests liquidated 7,512 of their long positions and added 13,541 to their short positions. As of the latest report, managed money is short corn by a ratio of 1.40:1, down from the previous week of 1.48:1 and the ratio two weeks ago of 1.67:1.

Chicago wheat:

For the week, March Chicago wheat advanced 6.00 cents, May +5.00, July +3.00. The COT report revealed that managed money added 3,422 to their long positions and liquidated 2,884 of their short positions. Commercial interests liquidated 6,025 of their long positions and also liquidated 6,740 of their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 2.39:1, down from the previous week of 2.62:1, but up from the ratio two weeks ago of 1.87:1.

Kansas City wheat:

For the week, March Kansas City wheat advanced 2.00 cents, May +1.50, July +1.25. The COT report revealed that managed money liquidated 1,440 of their long positions and also liquidated 3,218 of their short positions. Commercial interests liquidated 802 of their long positions and added 305 contracts to their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.62:1, up from the previous week of 1.55:1 and down slightly from the ratio two weeks ago of 1.66:1.

Cotton:

For the week, March cotton lost 1.00 Cents, May-79 points July -44. The COT report revealed that managed money added 13,495 contracts to their long positions and also added 869 to their short positions. Commercial interests liquidated 3,918 of their long positions and added 7,042 to their short positions. As of the latest report, managed money is long cotton by a ratio of 6.21:1, up from the previous week of 5.42:1 and more than double the ratio two weeks ago of 2.72:1.

Sugar #11:

For the week, March sugar lost 90 points, May -80 July -72. The COT report revealed that managed money added 8,019 to their long positions and liquidated 4,876 of their short positions. Commercial interests liquidated 1,159 of their long positions and added 4,490 to their short positions. As of the latest report, managed money is long sugar by a ratio of 4.60:1, up from the previous week of 3.97:1 and the ratio two weeks ago of 3.79:1.

Coffee: On December 9, March coffee generated a short-term buy signal, but remains on an intermediate term sell signal.

For the week, March coffee lost 5.75 cents, May -5.80, July -5.85. The COT report revealed that managed money liquidated 569 of their long positions and also liquidated 11,288 of their short positions. Commercial interests liquidated 4,210 of their long positions and added 5,499 to their short positions. As of the latest report, managed money is short coffee by a ratio of 1.34:1, down from the previous week of 1.74:1 and the ratio two weeks ago of 1.73:1.

Cocoa:

For the week, March cocoa lost $37.00, May -36.00, July -30.00. The COT report revealed that managed money added 10 contracts to their long positions and liquidated 1,856 of their short positions. Commercial interests liquidated 652 of their long positions and also liquidated 648 of their short positions. As of the latest report, managed money is long cocoa by a ratio of 2.68:1, up from the previous week of 2.52:1 and the ratio two weeks ago of 2.63:1.

Live cattle:

For the week, February live cattle lost 2.97 cents, April -2.62, June -3.07. The COT report revealed that managed money added 767 to their long positions and liquidated 3,187 of their short positions. Commercial interests liquidated 5,008 of their long positions and also liquidated 5,138 of their short positions. As of the latest report, managed money is long live cattle by a ratio of 1.27:1, up from the previous week of 1.17:1 and the ratio two weeks ago of 1.16:1.

During the past week, February, April and June live cattle recorded new contract lows of 1.2237, 1.2405, and 1.1635 respectively.

Lean hogs:

For the week, February lean hogs advanced 1.45 cents, April +1.48, June +1.80. The COT report revealed that managed money liquidated 5,857 of their long positions and also liquidated 3,585 of their short positions. Commercial interests liquidated 1,031 of their long positions and also liquidated 5,434 of their short positions. As of the latest report, managed money is long lean hogs by a ratio of 1.09:1, down from the previous week of 1.13:1 and the ratio two weeks ago of 1.12:1.

WTI crude oil:

For the week, January WTI crude oil lost $4.35, February -4.14, March -3.97. The COT report revealed that managed money added 2,084 to their long positions and also added 7,083 to their short positions. Commercial interests added 4,340 to their long positions and also added 5,499 to their short positions. As of the latest report, managed money is long WTI crude oil by a ratio of 1.42:1, down from the previous week of 1.46:1 and the ratio two weeks ago of 1.52:1.

During the past week, January, February and March WTI crude oil recorded new contract lows of $35.16, 36.82, and 38.18 respectively.

Heating oil:

For the week, January heating oil lost 19.68 cents, February -18.84, March -17.81. The COT report revealed that managed money liquidated 516 of their long positions and also liquidated 2,294 their short positions. Commercial interests added 7,841 to their long positions and also added 10,510 to their short positions. As of the latest report, managed money is short heating oil by a ratio of 2.94:1, down from the previous week of 2.98:1 and substantially below the record high short ratio of 3.30:1.

During the past week, January, February and March heating oil recorded new contract lows of 1.1367, 1.1731, and 1.1219 respectively.

Gasoline:

For the week, January gasoline advanced 1.13 cents, February +69 ticks, March +51. The COT report revealed that managed money liquidated 5,009 of their long positions and added 3,464 to their short positions. Commercial interests added 2,591 to their long positions and liquidated 6,964 of their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.42:1, down from the previous week of 1.70:1, but up from the ratio two weeks ago of 1.34:1.

Natural gas:

For the week, January natural gas lost 19.6 cents, February -19.7, March -16.6. The COT report revealed that managed money liquidated 4,127 of their long positions and also liquidated 11,343 of their short positions. Commercial interests added 19,867 to their long positions and also added 16,827 contracts to their short positions. As of the latest report, managed money is short natural gas by a ratio of 1.97:1 down slightly from the previous week of 1.99:1 and the ratio two weeks ago of 1.98:1.

During the past week, January, February and March natural gas recorded new contract lows of $1.959, 2.022, and 2.081 respectively.

Copper:

For the week, March copper advanced 3.75 cents. The COT report revealed that managed money added 155 contracts to their long positions and liquidated 1,213 of their short positions. Commercial interests added 974 to their long positions and liquidated 2,415 of their short positions. As of the latest report, managed money is short copper by a ratio of 2.19:1, down from the previous week of 2.24:1, but up from the ratio two weeks ago of 2.01:1.

Palladium:

For the week, March palladium lost $22.05. The COT report revealed that managed money added 24 contracts to their long positions and liquidated 847 of their short positions. Commercial interests added 77 to their long positions and also added 244 to their short positions. As of the latest report, managed money is long palladium by a ratio of 2.69:1, up from the previous week of 2.30:1 and the ratio two weeks ago of 2.36:1.

Platinum:

For the week, January platinum lost $36.90. The COT report revealed that managed money liquidated 717 of their long positions and also liquidated 1,663 of their short positions. Commercial interests liquidated 581 of their long positions and added 1,307 to their short positions. As of the latest report, managed money is long platinum by a ratio of 1.26:1, up from the previous week of 1.20:1 and the ratio two weeks ago of 1.21:1.

Gold:

For the week, February gold lost $8.40. The COT report revealed that managed money added 2,506 to their long positions and also liquidated 638 of their short positions. Commercial interests liquidated 1,587 of their long positions and added 2,691 to their short positions. As of the latest report, managed money is short gold by a ratio of 1.19:1, down from the previous week of 1.23:1 and up fractionally from the ratio two weeks ago of 1.18:1.

Silver:

For the week, March silver lost 64.4 cents. The COT report revealed that managed money liquidated 1,810 of their long positions and added 359 to their short positions. Commercial interests added 858 to their long positions and also added 1,024 to their short positions. As of the latest report, managed money is long silver by a ratio of 1.22:1, down from the previous week of 1.27:1 and the ratio two weeks ago of 1.23:1.

During the past week, March silver recorded a new contract low of $13.75.

Canadian dollar:     

For the week, the March Canadian dollar lost 1.94 cents. The COT report revealed that leverage funds added 10,718 to their long positions and also added 6042 to their short positions. As of the latest report, leverage funds are short the Canadian dollar by a ratio of 1.76:1, down sharply from the previous week of 2.60:1 and the ratio two weeks ago of 2.18:1.

During the past week, the March Canadian dollar recorded a new contract low of 72.69

Australian dollar:

For the week, the March Australian dollar lost 1.49 cents. The COT report revealed that leverage funds liquidated 597 of their long positions and also liquidated 8,256 of their short positions. As of the latest report, leverage funds are short the Australian dollar by a ratio of 1.27:1, down from the previous week of 1.64:1 and a sharp reduction from the ratio two weeks ago of 2.28:1.

Swiss franc: On December 11, the December and March Swiss franc generated short term buy signals, but remain on intermediate term sell signals.

For the week, the March Swiss franc advanced 1.38 cents. The COT report revealed that leverage funds liquidated 6,659 of their long positions and also liquidated 5,657 of their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio of 4.42:1, up sharply from the previous week of 2.86:1 and the ratio two weeks ago of 2.53:1.

British pound:

For the week, the March British pound advanced 1.29 cents. The COT report revealed that leverage funds liquidated 5,044 their long positions and added 5,496 to their short positions. As of the latest report, leverage funds are short the British pound by a ratio of 1.29:1, up sharply from the previous week of 1.05:1 and the ratio two weeks ago of 1.11:1.

Euro:

For the week, the March euro advanced 1.19 cents. The COT report revealed that managed money added 1,881 to their long positions and liquidated 15,470 contracts of their short positions. As of the latest report, leverage funds are short the euro by a ratio of 4.25:1, down sharply from the previous week of 4.82:1 and the ratio two weeks ago of 4.68:1.

Yen:

For the week, the March yen advanced 164 pips. The COT report revealed that leverage funds liquidated 4,738 to their long positions and also liquidated 1,990 of their short positions. As of the latest report, leverage funds are short the yen by a ratio of 5.97:1, up sharply from the previous week of 4.74:1 and the ratio two weeks ago of 5.26:1.

Dollar index:

For the week, the March dollar index lost 85 points. The COT report revealed that leverage funds added 2,806 to their long positions and liquidated 881 of their short positions. As of the latest report, leverage funds are long the dollar index by a ratio of 1.15:1, which is a complete reversal from the previous week when they were short by ratio of 1.05:1. Two weeks ago, leverage funds were long the dollar index by ratio of 1.03:1.

S&P 500 E-mini: On December 11, the December and March S&P 500 E-mini contracts generated short-term sell signals, but remain on intermediate term buy signals.

S&P 500 (250 x):

For the week, the December S&P 500 futures contract lost 78.60 points. The COT report revealed that leverage funds liquidated 587 of their long positions and also liquidated 5,000 contracts of their short positions. As of the latest report, leverage funds are long the S&P 500 futures contract by a ratio of 1.72:1, up sharply from the previous week of 1.01:1 and a complete reversal from two weeks ago when leverage funds are short the S&P 500 futures contract by ratio of 1.09:1.

10 year Treasury Note: It looks likely that the March 10 year note will generate a short-term buy signal, perhaps as early as Monday.

For the week, the March 10 year treasury note gained 1-076 points. The COT report revealed that leverage funds added 458 to their long positions and liquidated 57,854 contracts of their short positions. As of the latest report, leverage funds are short the 10 year note by a ratio of 1.55:1, down from the previous week of 1.69:1 and the ratio two weeks ago of 1.73:1.