For Bloomberg access:{OIAR<GO>}

The time frame for the current Commitments of Traders report is from Wednesday December 30 through Tuesday January 5.

Soybeans:

For the week, March soybeans advanced 1.00 cent, May -1.50, July -2.00. The COT report revealed that managed money added 2,345 to their long positions and also added 15,648 contracts to their short positions. Commercial interests added 1,853 to their long positions and liquidated 20,675 of their short positions. As of the latest report, managed money is short soybeans by a ratio of 2.26:1, up from 2.06:1 the previous week and a substantial increase from the ratio two weeks ago of 1.47:1.

Soybean meal:

For the week, March soybean meal advanced $3.20, May +2.20, July +1.50. The COT report revealed that managed money added 1,514 to their long positions and also added 9,368 to their short positions. Commercial interests added 1,292 to their long positions and liquidated 7,111 of their short positions. As of the latest report, managed money is short soybean meal by a ratio of 2.00:1, up from the previous week of 1.85:1 and a substantial increase from the ratio two weeks ago of 1.67:1.

During the past week, March, May and July soybean meal recorded new contract lows of $262.80, 267.00, and 270.40 respectively.

Soybean oil:

For the week, March soybean oil lost 1.11 cents, May -1.08, July -1.04. The COT report revealed that managed money liquidated 4,903 of their long positions and added 8,133 to their short positions. Commercial interests added 3,812 to their long positions and liquidated 13,765 of their short positions. As of the latest report, managed money is long soybean oil by a ratio of 2.75:1, down sharply from the previous week of 4.16:1 and the ratio two weeks ago of 4.41:1.

Corn:

For the week, March corn lost 1.75 cents, May -1.75, July -1.50. The COT report revealed that managed money added 1,155 to their long positions and also added 29,213 contracts to their short positions. Commercial interests added 15,237 to their long positions in liquidated 11,743 of their short positions. As of the latest report, managed money is short corn by a ratio of 2.10:1, up from 1.92:1 the previous week and up sharply from the ratio two weeks ago of 1.55:1.

During the past week, March, May, and July corn recorded new contract lows of 3.48 1/2, 3.54 1/4 and 3.60 1/4 respectively.

Chicago wheat:

For the week, March Chicago wheat advanced 8.50 cents, May +7.25, July +7.00. The COT report revealed that managed money liquidated 1,459 of their long positions and added 13,016 to their short positions. Commercial interests added 16,841 to their long positions and also added 271 contracts to their short positions. As of the latest report, managed money is short Chicago wheat by a ratio of 3.03:1, up sharply from the previous week of 2.68:1 and nearly a 50% increase from the ratio two weeks ago of 2.24:1.

During the past week, March, May and July Chicago wheat recorded new contract lows of 4.56, 4.61 3/4 and 4.69 1/4 respectively.

Kansas City wheat:

For the week, March Kansas City wheat advanced 4.25 cents, May 3.75, July +3.50. The COT report revealed that managed money added 898 contracts to their long positions and also added 4,068 to their short positions. Commercial interests added 7,378 to their long positions and also added 1,988 to their short positions. As of the latest report, managed money is short Kansas City wheat by a ratio of 1.55:1, up from the previous week of 1.47:1 and the ratio two weeks ago of 1.48:1.

During the past week, March, May and July Kansas City wheat recorded new contract lows of 4.51 3/4, 4.62 1/2, 4.72 1/2 respectively.

Cotton:

For the week, March cotton lost 1.88 cents, May -2.05, July -1.99. The COT report revealed that managed money liquidated 6,079 of their long positions and added 3,638 to their short positions. Commercial interests added 1,613 to their long positions and liquidated 10,090 of their short positions. As of the latest report, managed money is long cotton by a ratio of 4.26:1, down sharply from the previous week of 6.63:1 and the ratio two weeks ago of 6.88:1.

Sugar: On January 6, March New York sugar #11 generated a short-term sell signal, but remains on an intermediate term buy signal.

For the week, March sugar lost 78 points, May -74, July -70. The COT report revealed that managed money added 1,931 to their long positions and also added 8,376 to their short positions. Commercial interests added 7,317 to their long positions and also added 1,415 to their short positions. As of the latest report, managed money is long sugar by a ratio of 4.29:1, down from the previous week of 5.31:1 and substantially below the high long ratio recorded during the course of the rally of 5.50:1 made two weeks ago.

Coffee: On January 7, March coffee generated a short-term sell signal, which reversed the short-term buy signal of December 31. March coffee remains on an intermediate term sell signal.

For the week, March coffee lost 7.70 cents, And 8-7.60, July -7.60. The COT report revealed that managed money added 564 contracts to their long positions and liquidated 6,746 of their short positions. Commercial interests liquidated 1,986 of their long positions and added 4,149 to their short positions. As of the latest report, managed money is short coffee by a ratio of 1.35:1, down from the previous week of 1.67:1 and a substantial reduction from the ratio two weeks ago of 1.75:1.

Cocoa:

For the week, March cocoa lost $194.00, May -190.00, July -188.00. The COT report revealed that managed money liquidated 4,895 of their long positions and also liquidated 1,974 their short positions. Commercial interests added 2,187 to their long positions and liquidated 2,234 their short positions. As of the latest report, managed money is long cocoa by a ratio of 3.57:1, up from the previous week of 3.45:1 and the ratio two weeks ago of 3.33:1.

Live cattle:

For the week, February live cattle lost 3.93 cents, April -4.15,  June -3.53. The COT report revealed that managed money added 226 to their long positions and liquidated 5,951 of their short positions. Commercial interests liquidated 962 of their long positions and added 3,073 to their short positions. As of the latest report, managed money is long live cattle by a ratio of 1.66:1, up from the previous week of 1.38:1 and the ratio two weeks ago of 1.31:1.

Lean hogs: On January 5, February lean hogs generated a short-term buy signal and an intermediate term buy signal on January 6.

For the week, February lean hogs advanced 5 points, April -73, June -93. The COT report revealed that managed money added 1,304 to their long positions and liquidated 4,549 of their short positions. Commercial interests liquidated 3,083 of their long positions and added 483 contracts to their short positions. As of the latest report, managed money is long lean hogs by a ratio of 1.65:1, up from the previous week of 1.36:1 and a sharp increase from the ratio two weeks ago of 1.16:1.

WTI crude oil:

For the week, February WTI crude oil lost $3.88, March -3.85, April -3.65. The COT report revealed that managed money liquidated 6,921 of their long positions and added 17,394 to their short positions. Commercial interests added 7,801 to their long positions and also added 6,582 to their short positions. As of the latest report, managed money is long WTI crude oil by a ratio of 1.27:1, down from the previous week of 1.45:1 and the ratio two weeks ago of 1.36:1.

During the past week, February, March and April WTI crude oil recorded new contract lows of 32.10, 33.84, and 34.48 respectively. The February contract traded at the lowest price on the monthly continuation chart since December 2003 when the January 2004 contract made a low of $29.66.

Heating oil:

For the week, December heating oil lost 7.18 cents, March -7.53, April -7.62. The COT report revealed that managed money added 1,416 to their long positions and liquidated 2,731 of their short positions. Commercial interests liquidated 4,275 of their long positions and added 1,429 to their short positions. As of the latest report, managed money is short heating oil by a ratio of 2.23:1, down from the previous week of 2. 48:1 and the ratio two weeks ago of 2.65:1.

During the past week, February, March and April heating oil recorded new contract lows of 1.0347, 1.0559, and 1.0727 respectively. The February contract traded at the lowest price on the monthly continuation chart since July 2004 when the August 2004 contract made a low of $1.0120.

Gasoline:

For the week, February gasoline lost 14.33 cents, March -14.09, April -13.14. The COT report revealed that managed money liquidated 642 of their long positions and added 614 contracts to their short positions. Commercial interests liquidated 1,157 of their long positions and also liquidated 1,668 of their short positions. As of the latest report, managed money is long gasoline by a ratio of 1.72:1, down slightly from the previous week of 1.76:1, but up from the ratio two weeks ago of 1.57:1.

During the past week, February, March and April gasoline recorded new contract lows of 1.1128, 1.1428 and 1.3646 respectively. The February contract traded at the lowest price on the monthly continuation chart since February 2009 when the March 2009 contract made a low of $1.0231.

Natural gas:

For the week, February natural gas advanced 13.5 cents, March +10.8, April +11.0. The COT report revealed that managed money liquidated 7,235 of their long positions and also liquidated 39,992 of their short positions. Commercial interests liquidated 22,728 of their long positions and also liquidated 20,225 of their short positions. As of the latest report, managed money is short natural gas by a ratio of 1.77:1, down from the previous week of 1.92:1 and the ratio two weeks ago of 2.04:1.

Copper: On January 8, March copper generated a short-term sell signal, which reversed the December 30 short-term buy signal. March copper remains on an intermediate term sell signal.

For the week, March copper lost 11.30 cents. The COT report revealed that managed money liquidated 1,447 of their long positions and added 1,348 to their short positions. Commercial interests added 574 contracts to their long positions and liquidated 1,156 of their short positions. As of the latest report, managed money is short copper by a ratio of 2.07:1, up from the previous week of 1.92:1 and the ratio two weeks ago of 1.98:1.

During the past week, March copper recorded a new contract low of $1.9900, which is the lowest print since May 2009.

Palladium:

For the week, March palladium lost $68.40. The COT report revealed that managed money liquidated 160 contracts of their long positions and added 550 to their short positions. Commercial interests added 36 contracts to their long positions and liquidated 584 of their short positions. As of the latest report, managed money is long palladium by a ratio of 2.51:1, down from the previous week of 2.83:1 and the ratio two weeks ago of 2.81:1.

During the past week, March palladium recorded new contract lows of 484.10. The March contract traded at its lowest price on the monthly continuation chart since August 2010 when the September 2010 contract made a low of $459.05.

Platinum:

For the week, April platinum lost $14.50. The COT report revealed that managed money added 200 contracts to their long positions and liquidated 1,304 of their short positions. Commercial interests liquidated 96 contracts of their long positions and added 92 to their short positions. As of the latest report, managed money is long platinum by a ratio of 1.55:1, up from the previous week of 1.51:1 and the ratio two weeks ago of 1.44:1.

Gold: On January 7, February and April Comex gold generated short-term buy signals, but remain on intermediate term sell signals.

For the week, February gold advanced $37.70. The COT report revealed that managed money added 3,661 to their long positions and liquidated 7,613 of their short positions. Commercial interests liquidated 96 contracts of their long positions and added 782 to their short positions. As of the latest report, managed money is short gold by a ratio of 1.20:1, down from the previous week of 1.36:1 and the ratio two weeks ago of 1.25:1.

Silver:

For the week, March silver advanced 13.3 cents. The COT report revealed that managed money liquidated 156 of their long positions and also liquidated 908 of their short positions. Commercial interests added 979 to their long positions and liquidated 89 contracts of their short positions. As of the latest report, managed money is long silver by a ratio of 1.19:1, up slightly from 1.17:1 made the previous week, but down from the ratio two weeks ago of 1.27:1.

Canadian dollar:

For the week, the March Canadian dollar lost 1.59 cents. The COT report revealed that leverage funds liquidated 6,967 of their long positions and added 1,024 to their short positions. As of the latest report, leverage funds are short the Canadian dollar by a ratio of 4.13:1, up sharply from the previous week of 2.78:1 and the ratio two weeks ago of 3.07:1.

During the past week, the March Canadian dollar recorded a new contract low of 70.52. The March contract traded at its lowest price on the monthly continuation chart since August 2003 when the September 2003 contract made a low of 70.49.

Australian dollar: On January 6 the March Australian dollar generated a short-term sell signal, and an intermediate term sell signal on January 7.

For the week, the March Australian dollar lost 3.03 cents. The COT report revealed that leverage funds added 2,546 of their long positions and liquidated 1,053 of their short positions. As of the latest report, leverage funds are short the Australian dollar by a ratio of 1.32:1, down from the previous week of 1.63:1, but up from the ratio two weeks ago of 1.20:1.

Swiss franc: On January 5, the March Swiss franc generated a short-term sell signal and remains on an intermediate term sell signal.

For the week, the March Swiss franc advanced 38 pips. The COT report revealed that leverage funds liquidated 616 of their long positions and also liquidated 489 of their short positions. As of the latest report, leverage funds are short the Swiss franc by a ratio of 1.36:1, up slightly from the previous week of 1.34:1, but down slightly from the ratio two weeks ago of 1.38:1.

British pound:

For the week, the March British pound lost 2.17 cents. The COT report revealed that leverage funds added 309 contracts to their long positions and also added 12,702 to their short positions. As of the latest report, leverage funds are short the British pound by ratio of 1.58:1, up sharply from the previous week of 1.34:1 and the ratio two weeks ago of 1.13:1.

During the past week, the March British pound recorded a new contract low of 1.4505.  The March contract traded at its lowest price on the monthly continuation chart since June 2010 when the June 2010 contract made a low of 1.4346.

Euro: On January 5, the March euro generated a short-term sell signal, which reversed the December 28 short-term buy signal. The March euro remains on an intermediate term sell signal.

For the week, the March euro advanced 34 pips. The COT report revealed that leverage funds added 3,361 to their long positions and liquidated 4,511 of their short positions. As of the latest report, leverage funds are short the euro by a ratio of 4.22:1, down from the previous week of 4.75:1, but down is only slightly from the ratio two weeks ago of 4.35:1.

Yen:

For the week, the March yen advanced 179 pips. The COT report revealed that leverage funds added 18,636 contracts to their long positions and liquidated 2,155 of their short positions. As of the latest report, leverage funds are short the yen by a ratio of 1.48:1, down sharply from the previous week of 2.45:1 and less than half the ratio two weeks ago of 3.32:1.

Dollar index: On January 5, the March dollar index generated a short-term buy signal, which reversed the short-term sell signal of December 28. The March dollar index remains on an intermediate term buy signal.

For the week, the March dollar index lost 15 points. The COT report revealed that leverage funds added 5,902 to their long positions and also added 3,205 to their short positions. As of the latest report, leverage funds are long the dollar index by a ratio of 1.45:1, up from the previous week of 1.30:1 and the ratio two weeks ago of 1.33:1.

S&P 500 E-mini On January 5, the March S&P 500 E-mini generated an intermediate term sell signal after generating a short-term sell signal on December 11.

S&P 500 (250 x):

For the week, the March S&P 500 futures contract lost 123.90 points. The COT report revealed that leverage funds added 2,669 to their long positions and liquidated 134 of their short positions. As of the latest report, leverage funds are long the S&P 500 futures contract by ratio of 1.11:1, which is a complete reversal from the previous week when they were short by a ratio of 1.99:1. Two weeks ago, leverage funds were long the S&P 500 futures contract by ratio of 1.57:1.

10 Year Treasury Note: On January 6, the March 10 year Treasury Note generated a short-term buy signal, but remains on an intermediate term sell signal.

For the week, the March 10 year treasury note advanced 1-16 points. The COT report revealed that leverage funds liquidated 23,341 of their long positions and added 18,034 to their short positions. As of the latest report, leverage funds are short the 10 year note by a ratio of 1.71:1, up from the previous week of 1.55:1 and unchanged from the ratio two weeks ago of 1.55:1.