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The time frame for the current Commitments of Traders report is from Wednesday, October 21 through Tuesday, October 27.

Soybeans: On October 29, January soybeans generated a short-term sell signal, which reverses the October 14 short-term buy signal. January soybeans remain on an intermediate term sell signal.

For the week, November soybeans lost 11.75  cents, January -10.25, March -9.50. The COT report revealed that managed money liquidated 3,341 of their long positions and added 4,933 to their short positions. Commercial interests liquidated 15,128 of their long positions and also liquidated 41,335 of their short positions. As of the latest report, manage money is long soybeans by a ratio of 1.05:1, down from 1.18:1 the previous week and the ratio two weeks ago of 1.12:1.

Soybean meal: On October 26, December and January soybean meal generated short-term sell signals and remain on intermediate term sell signals.

For the week, December soybean meal lost 70 cents, January – $1.10, March -1.00. The COT report revealed that managed money liquidated 12,341 of their long positions and added 5573 to their short positions. Commercial interests added 12,714 to their long positions and liquidated 11,980 of their short positions. As of the latest report, managed money is long soybean meal by a ratio of 1.24:1, down from 1.75:1 the previous week and the ratio of 1.85:1 made two weeks ago.

Soybean oil:

For the week, December soybean oil lost 37 points, January -34, March -31. The COT report revealed that managed money liquidated 3,682 of their long positions and also liquidated 294 of their short positions. Commercial interests liquidated 4,754 their long positions and also liquidated 5,996 of their short positions. As of the latest report, managed money is long soybean oil by a ratio of 1.39:1, down from the previous week of 1.46:1, but up from the ratio two weeks ago of 1.31:1.

Corn:

For the week, December corn gained 2.50 cents, March +2.75, May +2.50. The COT report revealed that managed money liquidated 208 contracts of their long positions and added 806 of their short positions. Commercial interests liquidated 2,786 of their long positions and added 7,133 to their short positions. As of the latest report, managed money is long corn by a ratio of 1.15:1, down fractionally from 1.16:1 the previous week and a substantial decrease from two weeks ago of 1.63:1.

Chicago wheat: On October 30, December Chicago wheat generated a short-term buy signal, but remains on an intermediate term sell signal.

For the week, December Chicago wheat advanced 31.50 cents, March +28.25, May +27.50. The COT report revealed that managed money added 9,428 to their long positions and liquidated 12,639 of their short positions. Commercial interests liquidated 4449 of their long positions and added 15,067 contracts of their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 1.49:1, down sharply from the previous week of 2.00:1, but up from the ratio two weeks ago of 1.23:1.

Kansas City wheat:

For the week, December Kansas City wheat advanced 18.25 cents, March +19.25, May +19.00. The COT report revealed that managed money liquidated 1,818 of their long positions and added 1,404 to their short positions. Commercial interests added 2,219 to their long positions and liquidated 1,813 of their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.31:1, up from 1.22:1 the previous week and the ratio two weeks ago of 1.12:1.

Cotton:

For the week, December cotton advanced 56 points, March +40, May +49. The COT report revealed that managed money liquidated 2,456 of their long positions and added 5,636 to their short positions. Commercial interests added 861 to their long positions and also added 535 to their short positions. As of the latest report, managed money is long cotton by a ratio of 4.34:1, down from 5.11:1 the previous week, but up from the ratio two weeks ago of 3.42:1.

Sugar:

For the week, March sugar advanced 28 points, May +16, July +15. The COT report revealed that managed money added 11,102 to their long positions and also added 2,072 to their short positions. Commercial interests added 26,562 to their long positions and also added 38,820 to their short positions. As of the latest report, managed money is long sugar by a ratio of 2.69:1, up from 2.60:1 the previous week, but down from 2.77:1 made two weeks ago.

Coffee:

For the week, December coffee advanced 2.50  cents, March +2.45, May +2.30. The COT report revealed that managed money liquidated 1,854 their long positions and added 6,196 to their short positions. Commercial interests added 6,914 to their long positions and liquidated 632 of their short positions. As of the latest report, managed money is short coffee by ratio of 1.52:1, up from 1.21:1 the previous week, and the ratio two weeks ago of 1.24:1.

Cocoa: On October 30, December and March NY cocoa generated short and intermediate term buy signals.

For the week, December cocoa advanced $130.00, March +126.00, May +121.00. The COT report revealed that managed money liquidated 180 contracts of their long positions and added 443 to their short positions. Commercial interests added 155 contracts to their long positions and also added 49 to their short positions. As of the latest report, managed money is long cocoa by a ratio of 2.98:1, down from 3.09:1 the previous week, and the ratio two weeks ago of 3.30:1.

Live cattle:

For the week, December live cattle lost 1.68 cents, February -1.65, April -1.68. The COT report revealed that managed money liquidated 311 contracts of their long positions and also liquidated 6,743 of their short positions. Commercial interests liquidated 926 contracts of their long positions and added 3,548 to their short positions. As of the latest report, managed money is long live cattle by a ratio of 1.23:1, up from 1.06:1 the previous week and the low ratio for 2015 of 1.02:1 made two weeks ago.

Lean hogs: On October 26, December lean hogs generated a short-term sell signal and an intermediate term sell signal on October 28.

For the week, December lean hogs lost 4.40  cents, February -3.40, April -2.55. The COT report revealed that managed money liquidated 6,678 of their long positions and added 1,700 to their short positions. Commercial interests liquidated 656 contracts of their long positions and also liquidated 5,351 of their short positions. As of the latest report, managed money is long lean hogs by a ratio of 2.93:1, down from the high ratio for 2015 of 3.64:1 the previous week, but up from the ratio two weeks ago of 2.87:1.

WTI crude oil:

For the week, December WTI crude oil advanced $1.99, January +2.00, February +2.01. The COT report revealed that managed money added 7,073 to their long positions and also added 27,694 to their short positions. Commercial interests added 8,325 to their long positions and also added 4,488 to their short positions. As of the latest report, managed money is long WTI crude oil by ratio of 2.04:1, down from 2.50:1 the previous week and a substantial decrease from the ratio two weeks ago of 3.08:1.

Heating oil:

For the week, December heating oil advanced 3.86  cents, January +3.72, February +3.63. The COT report revealed that managed money added 110 contracts to their long positions and also added 4,793 to their short positions. Commercial interests liquidated 3,403 of their long positions and also liquidated 8,394 of their short positions. As of the latest report, managed money is short heating oil by a ratio of 2.70:1, up from 2.48:1 the previous week  and the ratio two weeks ago of 2.64:1.

The current short ratio of 2.70:1 in heating oil is the highest recorded during 2015.

Gasoline:

For the week, December gasoline advanced 7.52  cents, January +6.67, February +6.48. The COT report revealed that managed money liquidated 420 contracts of their long positions and added 690 to their short positions. Commercial interests liquidated 8,074 of their long positions and also liquidated 10,367 of their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.29:1, down from the previous week of 1.32:1 and the ratio two weeks ago of 1.47:1.

Natural gas:

For the week, December natural gas lost 17.2  cents, January -14.2, February -13.3. The COT report revealed that managed money liquidated 3,812 of their long positions and also liquidated 4,409 of their short positions. Commercial interests liquidated 1,728 of their long positions and added 362 to their short positions. As of the latest report, managed money is short natural gas by a ratio of 2.20:1, up from 2.18:1 the previous week and 2.16:1 the ratio of two weeks ago.

The current short ratio of 2.20:1 is the highest recorded for natural gas during 2015.

During the past week, December, January and February natural gas recorded new contract lows of $2.065, 2.370, 2.394 respectively.The December contract is approaching the lowest print made during the past five years of 1.902 (April 2012).

Copper:

For the week, December copper lost 3.25 cents. The COT report revealed that managed money added 922 to their long positions and liquidated 286 of their short positions. Commercial interests added 1,272 to their long positions and also added 3,304 to their short positions. As of the latest report, managed money is long copper by a ratio of 1.29:1, up from 1.24:1 the previous week and the ratio two weeks ago of 1.25:1.

Palladium:

For the week, December palladium lost $16.60. The COT report revealed that managed money added 528 contracts to their long positions and liquidated 196 of their short positions. Commercial interests liquidated 340 of their long positions and added 55 to their short positions. As of the latest report, managed money is long palladium by a ratio of 6.97:1, up from 6.20:1 the previous week and a substantial increase from the ratio two weeks ago of 5.11:1.

Platinum:

For the week, January platinum lost $12.60. The COT report revealed that managed money added 2,060 to their long positions and liquidated 1,261 of their short positions. Commercial interests liquidated 587 of their long positions and added 1,717 to their short positions. As of the latest report, managed money is long platinum by a ratio of 2.89:1, up from 2.45:1 the previous week and the ratio two weeks ago of 2.01:1.

Gold: On October 30, December gold generated a short-term sell signal, but remains on an intermediate term buy signal.

For the week, December gold lost $21.40. The COT report revealed that managed money liquidated 8,539 of their long positions and also liquidated 6,287 of their short positions. Commercial interests liquidated 47 contracts of their long positions and added 1,431 to their short positions. As of the latest report, managed money is long gold by a ratio of 4.40:1, up from 3.92:1 the previous week and a dramatic increase from the ratio two weeks ago of 2.51:1.

Silver:

For the week, December silver lost 26.00  cents. The COT report revealed that managed money added 2,282 to their long positions and liquidated 3,169 of their short positions. Commercial interests liquidated 693 contracts of their long positions and added 1,302 to their short positions. As of the latest report, managed money is long silver by a stratospheric 6.43:1, up sharply from the previous week of 4.68:1 and the ratio two weeks ago of 3.91:1.

Canadian dollar: On October 27, the December Canadian dollar generated a short-term sell signal, which reversed the October 5 short-term buy signal. The December Canadian dollar remains on an intermediate term sell signal.

For the week, the December Canadian dollar advanced 62 pips. The COT report revealed that leverage funds added 210 contracts to their long positions and liquidated 7,974 of their short positions. As of the latest report, leverage funds are short the Canadian dollar by a ratio of 2.17:1, down from the previous week of 2.82:1 and a dramatic decline from the ratio two weeks ago of 4.94:1.

Australian dollar: On October 29, the December Australian dollar generated a short-term sell signal, which reverses the October 7 short-term buy signal. The December Australian dollar remains on an intermediate term sell signal.

For the week, the December Australian dollar lost 76 pips. The COT report revealed that leverage funds added 2,630 to their long positions and liquidated 548 of their short positions. As of the latest report, leverage funds are short the Australian dollar by a ratio of 2.19:1, down from the previous week of 2.60:1 and the exact same ratio two weeks ago of 2.60:1.

Swiss Franc:

For the week, the December Swiss franc lost 91 pips. The COT report revealed that leverage funds added 1,974 to their long positions and also added 481 to their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio of 1.16:1, down from 1.36:1 the previous week and a substantial decline from the ratio two weeks ago of 1.91:1.

British pound:

For the week, the December British pound advanced 1.06  cents. The COT report revealed that leverage funds added 466 contracts to their long positions and liquidated 4,092 of their short positions. As of the latest report, leverage funds are long the British pound by a ratio of 2.30:1, up from 1.92:1 the previous week and a substantial increase from the ratio two weeks ago of 1.34:1.

Euro:

For the week, the December euro lost 3 pips. The COT report revealed that leverage funds added 2,121 to their long positions and added a massive 36,551 to their short positions. As of the latest report, leverage funds are short the euro by a ratio of 2.92:1, up sharply from 2.18:1 the previous week and the ratio two weeks ago of 2.44:1.

Yen:

For the week, the December yen advanced 47 pips. The COT report revealed that leverage funds liquidated 8,475 of their long positions and added 9,049 to their short positions. As of the latest report, leverage funds are short the yen by a ratio of 2.94:1, up from 1.89:1 the previous week and the ratio two weeks ago of 2.17:1.

Dollar index: On October 26, the December dollar index generated an intermediate term buy signal after generating a short-term buy signal on October 23.

For the week, the December dollar index lost 23 points. The COT report revealed that leverage funds liquidated 13,633 of their long positions and also liquidated 2,600 of their short positions. As of the latest report, leverage funds are long the dollar index by a ratio of 1.41:1, down from 2.05:1 the previous week and 3.93:1, the ratio two weeks ago.

S&P 500 (250 x):

For the week, the December S&P 500 futures contract gained 7.70 points. The COT report revealed that leverage funds liquidated 1,083 of their long positions and added 1,130 to their short positions. As of the latest report, leverage funds are long the S&P 500 futures contract by a ratio of 1.47:1, down from 1.87:1 the previous week and 1.96:1 the ratio two weeks ago.

10 Year Treasury Note: On October 29, the December 10 Year Treasury Note generated a short-term sell signal, which reverses the July 6 short-term buy signal. The December 10 year note remains on an intermediate term buy signal.

For the week, the December 10 year treasury note lost 23-4 points. The COT report revealed that leverage funds added 41,233 contracts to their long positions and liquidated 89,683 of their short positions. As of the latest report, leverage funds are short the 10 year note by ratio of 1.43:1, down substantially from 1.77:1 the previous week and 1.83:1 the ratio two weeks ago.