CFTC legacy, November 26th, futures only, net positions relative to OI

Name Non-commercials Noncom last week Noncom 10th pctile Noncom 90th pctile Commercials Com last week Com 10th pctile Com 90th pctile
EURO FX - CME -10.6 -10.8 -33.62 28.22 5.4 5.6 -49.36 42.04
JAPANESE YEN - CME -20.1 -19.2 -43.10 30.20 23.8 19.5 -33.92 56.22
BRITISH POUND STERLING - CME -16.4 -14.6 -33.10 29.24 17.7 13.8 -47.70 44.20
CANADIAN DOLLAR - CME 12.1 16.7 -30.62 37.10 -19.2 -24.1 -57.02 36.80
AUSTRALIAN DOLLAR - CME -24.6 -27.4 -31.69 49.79 26.4 30.4 -72.24 44.49
NEW ZEALAND DOLLAR - CME -50.6 -48.0 -28.82 64.83 54.2 51.9 -72.40 35.13
SWISS FRANC - CME -27.1 -23.7 -40.50 28.04 44.3 44.2 -51.74 60.44
MEXICAN PESO - CME 46.4 47.5 -35.52 67.12 -47.2 -48.3 -72.00 39.40
RUSSIAN RUBLE - CME 50.4 46.7 -2.48 45.26 -51.8 -48.3 -48.42 3.20
BRAZILIAN REAL - CME -64.4 -75.0 -59.20 47.70 63.4 73.0 -50.65 60.45
U.S. DOLLAR INDEX - ICE US 57.2 54.4 -28.60 61.57 -61.0 -57.2 -69.97 40.04
3-MONTH EURODOLLARS - CME 18.0 17.7 -14.32 17.32 -16.0 -15.7 -16.30 18.02
30-DAY FEDERAL FUNDS - CBOT 14.0 14.5 -12.40 29.90 -14.3 -14.4 -31.70 15.52
2-YEAR U.S. TREASURY NOTES - CBOT -7.5 -6.6 -11.40 13.40 7.6 4.5 -13.50 15.83
5-YEAR U.S. TREASURY NOTES - CBOT -5.6 -5.5 -9.92 15.72 5.3 5.5 -13.02 14.42
10-YEAR U.S. TREASURY NOTES - CBOT -3.7 -4.6 -9.90 11.00 3.2 4.5 -8.50 15.50
ULTRA 10-YEAR U.S. T-NOTES - CBOT 2.2 0.1 -4.48 8.00 3.6 6.4 0.72 13.96
U.S. TREASURY BONDS - CBOT -6.7 -4.5 -11.40 6.00 3.6 2.3 -7.62 15.40
ULTRA U.S. TREASURY BONDS - CBOT -27.9 -27.9 -23.92 4.02 21.6 22.6 -7.12 18.02
LIGHT SWEET CRUDE - NYMEX 21.5 20.3 -1.36 21.50 -21.7 -20.8 -22.16 2.40
LIGHT SWEET CRUDE - ICE EUROPE 29.4 29.0 0.69 15.41 -29.0 -29.0 -15.91 -0.60
BRENT CRUDE OIL LAST DAY - NYMEX -22.4 -23.5 -35.08 -4.12 21.6 22.1 5.22 35.78
NATURAL GAS ICE HENRY HUB - ICE US 4.4 3.8 0.65 18.55 -4.6 -4.0 -19.05 -0.95
NATURAL GAS - NYMEX -15.2 -11.9 -21.60 2.10 12.4 8.8 -7.26 17.40
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX -9.7 -10.0 -11.30 18.36 6.5 7.2 -19.56 10.16
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -11.4 -8.4 -30.20 5.50 3.2 2.3 -7.30 28.30
NATURAL GAS AECO FIN BASIS - ICE US -0.7 -0.8 -4.24 5.70 0.0 0.1 -5.17 4.20
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX 0.7 -0.7 -4.70 11.40 -3.7 -1.7 -17.50 3.10
GASOLINE BLENDSTOCK (RBOB) - NYMEX 21.8 18.2 13.10 25.90 -24.0 -19.1 -29.10 -13.69
COAL (API 2) CIF ARA SWAP FUT - NYMEX -24.3 -25.0 -9.90 23.25 26.4 27.6 -22.50 10.75
GOLD - COMEX 40.6 39.7 6.06 43.02 -45.7 -44.4 -51.64 -8.56
COPPER-GRADE #1 - COMEX -18.1 -15.4 -19.12 22.02 17.2 14.2 -31.16 21.10
SILVER - COMEX 25.1 20.1 3.98 42.02 -35.3 -30.1 -61.82 -13.14
PLATINUM - NYMEX 49.8 47.6 15.24 63.32 -59.7 -57.3 -73.60 -22.22
PALLADIUM - NYMEX 48.0 43.4 11.46 63.56 -48.4 -42.7 -70.70 -11.14
CORN - CBOT -2.5 -1.7 -5.70 25.00 -3.4 -3.3 -19.52 10.24
SUGAR NO. 11 - ICE US -6.7 -8.7 -9.40 24.46 4.6 6.6 -31.53 7.80
SOYBEANS - CBOT 1.7 7.8 -6.90 26.72 -1.5 -7.3 -26.80 13.00
WHEAT-SRW - CBOT 5.7 3.4 -16.10 10.10 -1.7 0.9 -12.72 17.30
WHEAT-HRW - CBOT -0.5 -2.3 -7.42 29.44 -1.5 -0.5 -28.10 7.20
SOYBEAN OIL - CBOT 16.3 17.9 -8.82 24.34 -18.4 -20.4 -30.70 8.40
SOYBEAN MEAL - CBOT -1.7 2.0 -3.56 26.34 -2.0 -6.7 -36.30 -0.10
LIVE CATTLE - CME 20.6 21.4 -0.42 29.72 -14.8 -15.4 -23.74 8.40
FEEDER CATTLE - CME 10.0 11.5 -4.90 29.90 -0.6 0.3 -2.24 22.20
LEAN HOGS - CME 0.0 2.7 -7.70 23.00 0.5 -2.5 -18.62 15.22
COCOA - ICE US 19.2 18.1 -10.40 30.13 -20.4 -19.4 -33.93 7.30
COFFEE C - ICE US 4.5 -0.4 -15.03 26.20 -5.8 -1.2 -29.60 10.83
COTTON NO. 2 - ICE US -4.1 -7.2 -16.66 35.43 4.3 7.0 -40.53 15.20
MILK, Class III - CME 23.7 21.8 -10.30 26.60 -11.7 -10.2 -16.00 24.10
ROUGH RICE - CBOT -2.5 -4.4 -25.40 28.30 -3.3 -0.4 -44.56 21.55
OATS - CBOT 43.9 36.4 -3.00 36.53 -46.5 -43.0 -54.13 -2.77
RANDOM LENGTH LUMBER - CME 29.4 31.1 -21.46 29.58 -34.7 -37.0 -36.98 18.98
E-MINI S&P 500 STOCK INDEX - CME -0.6 -0.3 -10.90 8.62 0.0 0.0 -24.22 5.20
S&P 500 Consolidated - CME 0.0 0.2 -3.97 5.30 -0.6 -0.4 -8.10 2.67
E-MINI S&P 400 STOCK INDEX - CME 16.7 14.9 -16.29 23.00 -26.0 -24.5 -33.40 11.60
MSCI EMERGING MKTS MINI INDEX - ICE US 19.9 19.0 3.01 21.79 -21.1 -19.9 -24.49 -7.50
MSCI EAFE MINI INDEX - ICE US 11.4 10.0 3.21 22.98 -12.1 -11.4 -25.18 -6.10
VIX FUTURES - CBOE FUTURES EXCHANGE -41.7 -39.7 -26.00 14.60 43.8 41.4 -25.06 25.89
NASDAQ-100 STOCK INDEX (MINI) - CME 14.9 14.8 -14.50 25.14 -9.9 -9.6 -31.12 15.84
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 28.6 28.2 -18.00 42.83 -28.1 -27.5 -41.54 25.00
NIKKEI STOCK AVERAGE YEN DENOM - CME 23.0 21.8 -4.00 37.24 -17.9 -22.2 -26.30 38.77
NIKKEI STOCK AVERAGE - CME -20.5 -18.6 -24.42 20.50 15.6 15.5 -27.54 31.72
BLOOMBERG COMMODITY INDEX - CBOT -24.7 -23.5 -30.87 19.38 23.2 22.4 -22.27 29.87