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The time frame for the current Commitments of Traders report is from Wednesday January 13 through Tuesday January 19.
Soybeans: On January 19, March soybeans generated a short-term buy signal, but remains on an intermediate term sell signal.
For the week, March soybeans lost 2.50 cents, May -1.50, July -1.75. The COT report revealed that managed money added 3,144 to their long positions and liquidated 25,215 of their short positions. Commercial interests liquidated 8,300 of their long positions and added 17,349 to their short positions. As of the latest report, managed money is short soybeans by a ratio of 1.24:1, down from the previous week of 1.67:1 and a sharp decline from the ratio two weeks ago of 2.26:1.
Soybean meal:
For the week, March soybean meal lost $2.20, May -2.70, July -3.20. The COT report revealed that managed money liquidated 1,349 of their long positions and added 3,855 to their short positions. Commercial interests added 2,693 to their long positions and liquidated 1,402 of their short positions. As of the latest report, managed money is short soybean meal by a ratio of 1.99:1, up slightly from the previous week of 1.96:1, but down slightly from the ratio two weeks ago of 2.00:1.
Soybean oil:
For the week, March soybean oil advanced 85 points, May +83, July +81. The COT report revealed that managed money added 552 to their long positions and liquidated 5,774 their short positions. Commercial interests liquidated 502 contracts of their long positions and added 4,532 to their short positions. As of the latest report, managed money is long soybean oil by a ratio of 2.25:1, up from the previous week of 1.89:1, but down from the ratio two weeks ago 2.75:1.
Corn: On January 19, March corn generated a short-term buy signal, but remains on an intermediate term sell signal.
For the week, March corn advanced 7.00 cents, 7.25, July +7.00. The COT report revealed that managed money liquidated 970 of their long positions and also liquidated 33,155 of their short positions. Commercial interests added 2,155 to their long positions and also added 6,866 to their short positions. As of the latest report, managed money is short corn by a ratio of 2.09:1, down from the previous week of 2.29:1 and slightly below the ratio two weeks ago of 2.10:1.
Chicago wheat:
For the week, March Chicago wheat gained 1.75 cents, May + 1.75, July +0.75. The COT report revealed that managed money liquidated 4,351 of their long positions and also liquidated 6,406 of their short positions. Commercial interests added 2,527 to their long positions and also added 1,747 to their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 2.30:1, up from the previous week of 2.24:1, but down from the ratio two weeks ago of 3.03:1.
Kansas City wheat:
For the week, March Kansas City wheat lost 3.25 cents, May -3.25, July -2.75. The COT report revealed that managed money added 1,356 to their long positions and liquidated 523 of their short positions. Commercial interests liquidated 1,969 of their long positions and added 468 to their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.41:1, down from the previous week of 1.49:1 and the ratio two weeks ago of 1.55:1.
Cotton:
For the week, March cotton gained 1.04 cents, May +93 points, July +88. The COT report revealed that managed money added 5,671 to their long positions and liquidated 1,158 of their short positions. Commercial interests added 1,047 to their long positions and also added 2,646 to their short positions. As of the latest report, managed money is long cotton by a ratio of 2.14:1, up from the previous week of 1.81:1, but half the ratio two weeks ago of 4.26:1.
Sugar:
For the week, March sugar lost 50 points, May -31, July -23. The COT report revealed that managed money liquidated 211 of their long positions and also liquidated 3,923 of their short positions. Commercial interests added 10,161 to their long positions and also added 18,554 to their short positions. As of the latest report, managed money is long sugar by a ratio of 3.57, up from the previous week of 3.29:1, but down from the ratio two weeks ago of 4.29:1.
Coffee:
For the week, March coffee advanced 1.10 cents, May +1.10, July +90 points. The COT report revealed that managed money liquidated 1,086 of their long positions and added 3,089 to their short positions. Commercial interests added 6,106 to their long positions and also added 3,260 to their short positions. As of the latest report, managed money is short coffee by a ratio of 2.20:1, an increase from the previous week of 1.96:1 and a major advance from the ratio two weeks ago of 1.35:1.
The current short ratio of 2.20:1 is the highest recorded in coffee during the past six months. During the past week, March, May and July coffee recorded new contract lows of 1.1105, 1.1335, and 1.1545 respectively.
Cocoa:
For the week, March cocoa lost $33.00, May -36.00, July -35.00. The COT report revealed that managed money liquidated 4,652 of their long positions and added 1,282 to their short positions. Commercial interests added 5,348 to their long positions and also added 1,429 to their short positions. As of the latest report, managed money remains long cocoa by a ratio of 1.79:1, down from the previous week of 2.06:1 and approximately half the ratio two weeks ago of 3.57:1.
Live cattle:
For the week, February live cattle advanced 4.52 cents, April +4.57, June +4.10. The COT report revealed that managed money liquidated 721 of their long positions and added 2,593 to their short positions. Commercial interests liquidated 1,656 of their long positions and also liquidated 1,526 of their short positions. As of the latest report, managed money is long live cattle by a ratio 1.63:1, down from the previous week of 1.80:1 and the ratio two weeks ago of 1.66:1.
Lean hogs:
For the week, February lean hogs advanced 98 points, April + 1.55 cents, June +58. The COT report revealed that managed money added 1,083 to their long positions and liquidated 969 of their short positions. Commercial interests liquidated 1,115 of their long positions and added 2,475 to their short positions. As of the latest report, managed money is long lean hogs by a ratio of 2.16:1, up from the previous week of 2.01:1 and a substantial increase from the ratio two weeks ago of 1.65:1.
WTI crude oil:
For the week, March WTI crude oil advanced $1.80, April +2.13, May +2.36. The COT report revealed that managed money liquidated 9,163 of their long positions and also liquidated 29,454 their short positions. Commercial interests liquidated 2,427 of their long positions and added 2,676 of their short positions. As of the latest report, managed money is long WTI crude oil by a ratio of 1.31:1, up from the previous week of 1.17:1 (a record low net long position of managed money), but above the ratio two weeks ago of 1.27:1.
During the past week, March, April and May WTI crude oil recorded new contract lows of $27.56, 28.76, and 29.85 respectively. As of the current report, manage money is net long WTI crude oil by 56,663 contracts.
Heating oil:
For the week, February heating oil advanced 6.14 cents, March +5.91, April + 5.76. The COT report revealed that managed money added 1,507 to their long positions and also added 367 contracts to their short positions. Commercial interests added 9,398 to their long positions and also added 7,482 to their short positions. As of the latest report, managed money is short heating oil by a ratio of 1.83:1, up from the previous week of 1.80:1, but down sharply from the ratio two weeks ago of 2.23:1.
During the past week, February, March and April heating oil recorded new contract lows of 84.87, 85.50 and 87.00 respectively.
Gasoline:
For the week, February gasoline advanced 6.26 cents, March + 6.23, April +5.21. The COT report revealed that managed money added 3,994 to their long positions and also added 985 contracts to their short positions. Commercial interests added 8,957 to their long positions and also added 11,874 contracts of their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.47:1, up from the previous week of 1.41:1, but down from the ratio two weeks ago of 1.72:1.
During the past week, February, March and April gasoline recorded new contract lows of $1.0005, 1.0240, and 1.2354 respectively.
Natural gas:
For the week, February natural gas advanced 3.9 cents, March plus sign 1.4, April +3.5. The COT report revealed that managed money liquidated 7,503 of their long positions and added 4,327 to their short positions. Commercial interests added 2,266 to their long positions and liquidated 3,332 of their short positions. As of the latest report, managed money a short natural gas by a ratio of 1.80:1, up from the previous week of 1.70:1 and the ratio two weeks ago 1.77:1.
Copper:
For the week, March copper advanced 5.90 cents. The COT report revealed that managed money added 729 contracts to their long positions and also added 2,978 to their short positions. Commercial interests added 2,800 to their long positions and also added 2,146 to their short positions. As of the latest report, managed money is short copper by a ratio of 2.14:1, up from the previous week of 2.09:1 and the ratio two weeks ago of 2.07:1.
During the past week, March copper recorded a new contract low of $1.9355.
Palladium:
For the week, March palladium gained $12.80. The COT report revealed that managed money added 661 to their long positions and liquidated 19 contracts of their short positions. Commercial interests added 81 to their long positions and also added 126 to their short positions. As of the latest report, managed money is long palladium by a ratio of 1.96:1, up from the previous week of 1.86:1, but down from the ratio two weeks ago of 2.51:1.
Platinum:
For the week, April platinum gained $4.10. The COT report revealed that managed money liquidated 75 contracts of their long positions and added 3,130 to their short positions. Commercial interests liquidated 274 their long positions and also liquidated 3,500 of their short positions. As of the latest report, managed money is long platinum by a ratio of 1.29:1, down from the previous week of 1.52:1 and the ratio two weeks ago of 1.55:1.
During the past week, April platinum recorded a new contract low of $811.40
Gold:
For the week, February gold gained $5.60. The COT report revealed that managed money added 1,146 to their long positions and also added 799 contracts to their short positions. Commercial interests added 897 to their long positions and liquidated 1,956 of their short positions. As of the latest report, managed money is long gold by ratio of 1.005:1, which is up fractionally from the previous week of 1.001:1, and a complete reversal from two weeks ago when managed money was short gold by ratio of 1.20:1.
Silver:
For the week, March silver gained 16.1 cents. The COT report revealed that managed money liquidated 1,222 of their long positions and also liquidated 9,122 of their short positions. Commercial interests liquidated 767 of their long positions and added 1,138 to their short positions. As of the latest report, managed money is long silver by a ratio of 1.50:1, up from the previous week of 1.20:1 and the ratio two weeks ago of 1.19:1.
Canadian dollar:
For the week, the March Canadian dollar advanced 1.88 cents. The COT report revealed that leverage funds liquidated 2,891 of their long positions and also liquidated 453 of their short positions. As of the latest report, leverage funds are short the Canadian dollar by a massive 5.68:1, up sharply from the previous week of 4.54:1 and the ratio two weeks ago of 4.13:1.
During the past week, the March Canadian dollar recorded a new contract low of 68.09.
Australian dollar:
For the week, the March Australian dollar advanced 1.48 cents. The COT report revealed that leverage funds liquidated 3,698 of their long positions and added 10,627 contracts to their short positions. As of the latest report, leverage funds are short the Australian dollar by a ratio of 2.61:1, up sharply from the previous week of 1.62:1 and the ratio two weeks ago of 1.32:1.
Swiss franc:
For the week, the March Swiss franc lost 1.45 cents. The COT report revealed that leverage funds added 514 to their long positions and also added 2,428 to their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio 1.51:1, up from the previous week of 1.40:1 and the ratio two weeks ago of 1.36:1.
British pound:
For the week, the March British pound advanced 19 pips. The COT report revealed that leverage funds added 2,602 to their long positions and also added 14,455 to their short positions. As of the latest report, leverage funds are short the British pound by a ratio of 2.15:1, up from the previous week of 1.96:1 and a substantial increase from the ratio two weeks ago of 1.58:1.
During the past week, the March British pound recorded a new contract low of $1.4082.
Euro:
For the week, the March euro lost 1.21 cents. The COT report revealed that leverage funds added 5,946 to their long positions and liquidated 7,438 of their short positions. As of the latest report, leverage funds are short the euro by a ratio of 3.24:1, down from the previous week of 3.97:1 and a sharp reduction from the ratio two weeks ago of 4.22:1.
Yen:
For the week, the March yen lost 128 pips. The COT report revealed that leverage funds added 5,791 to their long positions and liquidated 3,114 of their short positions. As of the latest report, leverage funds are long the yen by a ratio 1.16:1, up substantially from the previous week of 1.01:1 and a complete reversal from two weeks ago when leverage funds were short by ratio of 1.48:1.
Dollar index:
For the week, the March dollar index advanced 63 points. The COT report revealed that leverage funds added 1,010 to their long positions and also added 2,085 to their short positions. As of the latest report, leverage funds are long the dollar index by ratio of 1.97:1, down from the previous week of 2.33:1, but up from the ratio two weeks ago of 1.45:1.
S&P 500 (250 x):
For the week, the March S&P 500 futures contract gained 24.20 points. The COT report revealed that leverage funds added 2,229 contracts to their long positions and liquidated 1,074 of their short positions. As of the latest report, leverage funds are long the S&P 500 futures contract by a ratio of 1.35:1, which is a complete reversal from the previous week when they were short by a ratio of 1.24:1. Two weeks ago, leverage funds were long the S&P 500 futures contract by a ratio of 1.11:1.
During the past week, the March S&P 500 futures contract recorded a new contract low of 1804.50.
10 Year Treasury Note:
For the week, the March 10 year note lost 2.4 points. The COT report revealed that leverage funds added 41,009 contracts to their long positions and also added 33,544 to their short positions. As of the latest report, leverage funds are short the 10 year note by ratio of 1.59:1, down from the previous week of 1.67:1 and the ratio two weeks ago of 1.71:1.
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