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The time frame for the current Commitments of Traders report is from Wednesday December 9 through Tuesday December 15.

Soybeans:

For the week, January soybeans advanced 21.50 cents, March +19.00, May +18.00. The COT report revealed that managed money liquidated 9,220 of their long positions and added 5,519 to their short positions. Commercial interests added 1,755 to their long positions and liquidated 17,627 of their short positions. As of the latest report, managed money is short soybeans by a ratio of 1.34:1, up from the previous week of 1.11:1, but down from the ratio two weeks ago of 1.45:1.

Soybean meal:

For the week, January soybean meal advanced $7.30, March +7.10, May +6.90. The COT report revealed that managed money liquidated 4,303 of their long positions and added 4,044 to their short positions. Commercial interests added 3,220 to their long positions and liquidated 6,156 of their short positions. As of the latest report, managed money is short soybean meal by a ratio of 1.56:1, up from the previous week of 1.35:1 and the ratio two weeks ago of 1.38:1.

Soybean oil:

For the week, January soybean oil lost 83 points, March -81, May -75. The COT report revealed that managed money added 8,325 to their long positions and liquidated 1,895 of their short positions. Commercial interests liquidated 7,985 of their long positions and also liquidated 3,624 of their short positions. As of the latest report, managed money is long soybean oil by a remarkable ratio of 7.47:1, up sharply from the previous week of 4.74:1 and more than triple the ratio two weeks ago of 2.12:1.

Corn:

For the week, March corn lost 0.75 cents, May+0.25, July +1.50. The COT report revealed that managed money liquidated 5,005 of their long positions and also liquidated 31,104 their short positions. Commercial interests liquidated 8,151 of their long positions and added 10,101 to their short positions. As of the latest report, managed money is short corn by a ratio of 1.26:1, down from the previous week of 1.40:1 and the ratio two weeks ago of 1.48:1.

Chicago wheat:

For the week, March Chicago wheat lost 3.75 cents, May -3.25, July -1.50. The COT report revealed that managed money added 8,710 to their long positions and liquidated 14,705 of their short positions. Commercial interests liquidated 11,708 of their long positions and added 3,741 to their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 1.80:1, down sharply from the previous week of 2.39:1 and the ratio two weeks ago of 2.62:1.

Kansas City wheat:

For the week, March Kansas City wheat lost 0.25 cents, May -0.50, July +0.25. The COT report revealed that managed money liquidated 775 of their long positions and also liquidated 7,952 of their short positions. Commercial interests liquidated 4,879 of their long positions and added 3,480 to their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.43:1, down from the previous week of 1.62:1 and the ratio two weeks ago of 1.55:1.

Cotton:

For the week, March cotton lost 2 points, May -3, July -5. The COT report revealed that managed money liquidated 2,013 of their long positions and also liquidated 1,484 of their short positions. Commercial interests liquidated 764 of their long positions and added 635 to their short positions. As of the latest report, managed money is long cotton by a ratio of 6.92:1, up from the previous week of 6.21:1 and a major increase from the ratio two weeks ago of 5.42:1.

Sugar:

For the week, March sugar advanced 52 points, May +49, July +47. The COT report revealed that managed money liquidated 18,006 of their long positions and also liquidated 7,339 of their short positions. Commercial interests added 11,641 to their long positions and liquidated 14,022 of their short positions. As of the latest report, managed money is long sugar by a ratio of 5.04:1, up from the previous week of 4.60:1 and a substantial increase from the ratio two weeks ago of 3.97:1.

Coffee: On December 17, March coffee generated a short-term sell signal, which reversed the December 9 short-term buy signal. March coffee remains on an intermediate term sell signal.

For the week, March coffee lost 2.20 cents, May -2.00, July -1.90. The COT report revealed that managed money liquidated 688 of their long positions and also liquidated 2,906 of their short positions. Commercial interests added 2,365 to their long positions and liquidated 107 of their short positions. As of the latest report, managed money is short coffee by ratio of 1.49:1, up from the previous week of 1.34:1, but down from the ratio two weeks ago of 1.74:1.

Cocoa:

For the week, March cocoa lost $101.00, May -100.00, July -100.00. The COT report revealed that managed money liquidated 220 of their long positions and also liquidated 1,911 of their short positions. Commercial interests liquidated 4,210 of their long positions and also liquidated 3,630 of their short positions. As of the latest report, managed money is long cocoa by a ratio of 2.85:1, up from the previous week of 2.68:1 and the ratio two weeks ago of 2.52:1.

Live cattle:

For the week, February live cattle lost 73 points, April -18, June +92. The COT report revealed that managed money added 212 contracts to their long positions and liquidated 2,888 of their short positions. Commercial interests liquidated 1,992 of their long positions and added 1,504 to their short positions. As of the latest report, managed money is long live cattle by a ratio of 1.37:1, up from the previous week of 1.27:1 and the ratio two weeks ago of 1.17:1.

Lean hogs:

For the week, February lean hogs lost 3.93 cents, April -2.65, June -1.12. The COT report revealed that managed money added 769 to their long positions and liquidated 192 contracts of their short positions. Commercial interests added 846 to their long positions in liquidated 1,757 of their short positions. As of the latest report, managed money is long lean hogs by a ratio of 1.11:1, up slightly from the previous week of 1.09:1, but down slightly from the ratio two weeks ago of 1.13:1.

WTI crude oil:

For the week, January WTI crude oil lost 89 cents, February – $1.19, March -1.36. The COT report revealed that managed money added 1,744 to their long positions and liquidated 3,411 of their short positions. Commercial interests liquidated 11,755 of their long positions and also liquidated 10,726 of 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 1.42:1, but down from the ratio two weeks ago of 1.46:1.

During the past week, January, February and March WTI crude oil recorded new contract lows of $34.29, 35.68, and 36.91.

Heating oil:

For the week, January heating oil lost 3.85 cents, February -4.28, March -4.51. The COT report revealed that managed money added 1,107 to their long positions and also added 2,383 to their short positions. Commercial interests added 2,091 to their long positions and also added 4,633 to their short positions. As of the latest report, managed money is short heating oil by a ratio of 2.90:1, down from the previous week’s ratio of 2.94:1 and the ratio two weeks ago of 2.98:1.

During the past week, January, February and March heating oil recorded new contract lows of 1.0874, 1.1235, and 1.1219 respectively.

Gasoline:

For the week, January gasoline lost 69 ticks, February -2.08 cents, March -3.02. The COT report revealed that managed money added 2,958 to their long positions and liquidated 3,876 of their short positions. Commercial interests added 3,857 to their long positions and also added 9,825 to their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.66:1, up from the previous week of 1.42:1, but down from the ratio two weeks ago of 1.70:1.

Natural gas:

For the week, January natural gas lost 22.3 cents, February -18.1, March -13.5. The COT report revealed that managed money liquidated 3,539 of their long positions and added 2,266 to their short positions. Commercial interests added 18,442 to their long positions and also added 14,685 to their short positions. As of the latest report, managed money is short natural gas by a ratio of 2.03:1, up from the previous week of 1.97:1 and the ratio two weeks ago of 1.99:1.

During the past week, January, February and March natural gas recorded new contract lows of $1.684, 1.802, and 1.885 respectively. The January contract recorded the lowest print for the month of December since December 1994.

Copper:

For the week, March copper lost 40 ticks. The COT report revealed that managed money liquidated 26 contracts of their long position and added 1,384 to their short positions. Commercial interest liquidated 2,474 their long positions and also liquidated 994 of their short positions. As of the latest report, managed money is short copper by ratio of 2.24:1, up from the previous week of 2.19:1 and exactly the same ratio as two weeks ago of 2.24:1.

Palladium:

For the week, March palladium advanced $14.15. The COT report revealed that managed money liquidated 1,034 of their long positions and added 88 contracts to their short positions. Commercial interest liquidated 337 of their long positions and also liquidated 1,352 of their short positions. As of the latest report, managed money remains long palladium by a ratio of 2.45:1, down from the previous week of 2.69:1, but up from the ratio two weeks ago of 2.30:1.

Platinum:

For the week, January platinum advanced $17.10. The COT report revealed that managed money liquidated 203 of their long positions and also liquidated 22 contracts of their short positions. Commercial interests added 186 to their long positions and liquidated 744 of their short positions. As of the latest report, managed money is long platinum by a ratio of 1.25:1, down slightly from the previous week of 1.26:1, but up from the ratio of 1.20:1 made two weeks ago.

Gold:

For the week, February gold lost $10.70. The COT report revealed that managed money liquidated 8,871 of their long positions and added 926 contracts to their short positions. Commercial interests liquidated 5,355 of their long positions and also liquidated 1,100 contracts of their short positions. As of the latest report, managed money is short gold by a ratio of 1.33:1, up from the previous week of 1.19:1 and the ratio two weeks ago of 1.23:1.

During the past week, February gold recorded a new contract low of $1045.40.

Silver:

For the week, March silver gained 21.2 cents. The COT report revealed that managed money liquidated 1,892 of their long positions and added 4,781 to their short positions. Commercial interests added 2,183 to their long positions and liquidated 3,045 of their short positions. As of the latest report, managed money is long silver by a ratio of 1.05:1, down from 1.22:1 the previous week and 1.27:1, the ratio two weeks ago.

Canadian dollar:

For the week, the March Canadian dollar lost 99 pips. The COT report revealed that leverage funds liquidated 3,949 of their long positions and added 9,604 to their short positions. As of the latest report, leverage funds are short the Canadian dollar by a ratio of 2.51:1, up sharply from the previous week of 1.76:1, but below the ratio two weeks ago of 2.60:1.

During the past week, the March Canadian dollar recorded a new contract low of 71.43.

Australian dollar:

For the week, the March Australian dollar gained 3 pips. The COT report revealed that leverage funds added 13,411 contracts to their long positions and liquidated 2,817 of their short positions. As of the latest report, leverage funds are long the Australian dollar by ratio of 1.50:1, which is a complete reversal from the previous week when they were short by a ratio of 1.27:1. Two weeks ago, leverage funds were short the Australian dollar by ratio of 1.64:1.

Swiss franc:

For the week, the March Swiss franc lost 1.02 cents. The COT report revealed that leverage funds added 15,583 to their long positions and liquidated 9,667 of their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio of 1.16:1, down sharply from the previous week of 4.42:1 and the ratio two weeks ago of 2.86:1.

CHFEUR: On December 18, the CHFEUR cross generated short and intermediate term buy signals.

British pound:

For the week, the March British pound lost 3.16 cents. The COT report revealed that leverage funds added 1,705 to their long positions and liquidated 12,668 of their short positions. As of the latest report, leverage funds are long the British pound by ratio of 1.02:1, which is a complete reversal from the previous week when they were short by a ratio of 1.29:1. Two weeks ago, leverage funds were short the pound by a ratio of 1.05:1.

Euro: On December 14, the March euro generated a short-term buy signal, and this was reversed on December 17 with a new short term sell signal. The March euro remains on an intermediate term sell signal.

For the week, the March euro lost 1.29 cents. The COT report revealed that leverage funds liquidated 5,167 of their long positions and also liquidated 18,147 of their short positions. As of the latest report, leverage funds are short the euro by a ratio of 4.35:1, up from 4.25:1 the previous week, but down from the ratio of 4.82:1 made two weeks ago.

Yen: On December 14, the March yen generated a short-term buy signal, but this was reversed on December 17 with a new short-term sell signal. The March and remains on an intermediate term sell signal.

For the week, the March yen lost 35 pips. The COT report revealed that leverage funds added 9,394 to their long positions in liquidated 17,794 of their short positions. As of the latest report, leverage funds are short the yen by a ratio of 3.14:1, down sharply from the previous week of 5.97:1 and the ratio of 4.74:1 made two weeks ago.

Dollar index: On December 14, the March dollar index generated a short-term sell signal and this was reversed on December 17 with a short-term buy signal. The March dollar index remains on an intermediate term buy signal.

For the week, the March dollar index advanced 1.13 points. The COT report revealed that leverage funds liquidated 10,353 of their long positions and also liquidated 1,203 of their short positions. As of the latest report, leverage funds are short the dollar index by ratio of 1.57:1, which is a complete reversal from the previous week when they were long by a ratio of 1.15:1. Two weeks ago, leverage funds were short the dollar index by ratio of 1.05:1.

S&P 500 (250 x):

For the week, the March S&P 500 futures contract lost 9.30 points. The COT report revealed that leverage funds added 6,734 to their long positions and also added 1,032 to their short positions. As of the latest report, leverage funds are long the S&P 500 futures contract by a ratio of 2.39:1, up sharply from the previous week of 1.72:1 and more than double the ratio two weeks ago of 1.01:1.

10 Year Treasury Note:

For the week, the March 10 year note lost 21-6 points. The COT report revealed that leverage funds liquidated 41,001 contracts of their long positions and also liquidated 35,359 of their short positions. As of the latest report, leverage funds are short the 10 year note by a ratio of 1.62:1, up from the previous week of 1.55:1, but down from the ratio two weeks ago of 1.69:1.