CFTC legacy, June 23rd, futures and options, 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 18.4 18.5 -26.54 23.00 -25.2 -24.4 -42.32 34.32
JAPANESE YEN - CME 16.8 15.4 -37.30 24.74 -21.1 -15.7 -26.72 48.12
BRITISH POUND STERLING - CME -8.5 -8.0 -29.20 27.32 13.1 14.8 -44.16 38.52
CANADIAN DOLLAR - CME -17.1 -18.3 -28.02 34.62 15.0 17.6 -52.72 32.94
AUSTRALIAN DOLLAR - CME -2.0 -4.5 -27.98 46.90 2.5 4.5 -69.90 38.98
NEW ZEALAND DOLLAR - CME -0.1 -7.1 -32.92 64.20 1.9 10.2 -72.30 37.49
SWISS FRANC - CME 3.2 4.4 -38.94 25.94 -16.1 -16.2 -48.60 57.70
MEXICAN PESO - CME 20.5 20.4 -34.90 66.70 -20.7 -21.5 -71.62 37.96
RUSSIAN RUBLE - CME 50.4 52.3 -2.15 50.00 -50.7 -53.8 -51.50 3.05
BRAZILIAN REAL - CME -47.1 -51.0 -63.00 46.75 51.2 54.3 -48.95 63.85
U.S. DOLLAR INDEX - ICE US -24.5 -26.8 -27.34 60.74 26.8 25.9 -69.14 37.62
3-MONTH EURODOLLARS - CME 0.1 0.6 -7.10 6.32 0.3 0.1 -5.90 9.70
30-DAY FEDERAL FUNDS - CBOT 25.7 27.2 -11.40 23.90 -25.7 -27.2 -24.30 15.02
2-YEAR U.S. TREASURY NOTES - CBOT -14.6 -13.1 -10.90 12.43 10.5 9.1 -12.56 15.43
5-YEAR U.S. TREASURY NOTES - CBOT -4.0 -4.1 -8.92 14.80 3.7 3.3 -11.80 13.02
10-YEAR U.S. TREASURY NOTES - CBOT 0.4 -0.7 -6.90 9.22 -1.1 0.0 -7.12 11.50
ULTRA 10-YEAR U.S. T-NOTES - CBOT 2.2 0.6 -6.30 7.86 6.7 8.6 0.90 14.96
U.S. TREASURY BONDS - CBOT -8.2 -7.6 -9.24 5.00 6.6 6.3 -5.20 12.80
ULTRA U.S. TREASURY BONDS - CBOT -28.9 -28.6 -25.22 3.90 24.1 24.2 -7.00 19.64
LIGHT SWEET CRUDE - NYMEX 21.8 19.9 2.01 17.80 -23.2 -21.2 -18.48 -1.41
LIGHT SWEET CRUDE - ICE EUROPE 16.6 16.8 2.09 14.62 -15.8 -16.1 -15.15 -1.99
BRENT CRUDE OIL LAST DAY - NYMEX -17.6 -18.3 -30.20 2.64 17.5 18.3 -3.11 30.80
NATURAL GAS ICE HENRY HUB - ICE US 13.2 13.6 0.80 18.40 -13.3 -13.8 -18.90 -1.00
NATURAL GAS - NYMEX -4.7 -5.3 -17.87 0.99 2.9 3.0 -4.30 14.30
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 4.6 5.9 -11.50 18.10 -6.2 -6.8 -19.32 10.84
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -27.6 -26.2 -29.50 4.50 28.7 27.9 -6.90 27.80
NATURAL GAS AECO FIN BASIS - ICE US -0.7 -1.0 -3.95 5.60 0.1 0.1 -5.07 3.57
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX 1.2 1.7 -4.59 9.59 -2.9 -3.9 -15.49 2.90
GASOLINE BLENDSTOCK (RBOB) - NYMEX 14.0 13.7 12.80 24.11 -15.9 -15.5 -27.00 -13.30
COAL (API 2) CIF ARA SWAP FUT - NYMEX -28.2 -27.9 -17.10 22.05 26.9 26.4 -21.70 16.65
GOLD - COMEX 27.5 26.6 4.96 34.10 -31.0 -30.5 -40.80 -8.00
COPPER-GRADE #1 - COMEX 6.9 4.3 -18.80 21.64 -7.7 -5.6 -30.34 20.54
SILVER - COMEX 16.4 16.7 2.90 35.60 -22.5 -23.0 -52.42 -10.98
PLATINUM - NYMEX 37.3 32.6 15.32 61.58 -46.0 -38.9 -72.00 -22.26
PALLADIUM - NYMEX 10.1 10.4 12.68 59.84 -16.6 -16.6 -67.92 -13.28
CORN - CBOT -11.4 -11.4 -7.42 16.10 10.3 9.7 -11.44 10.92
SUGAR NO. 11 - ICE US 9.4 7.7 -7.60 20.30 -11.1 -9.9 -29.00 5.80
SOYBEANS - CBOT 6.5 4.7 -5.80 19.30 -7.7 -6.1 -19.90 10.10
WHEAT-SRW - CBOT -7.9 -3.6 -14.52 8.42 10.2 6.7 -11.62 14.60
WHEAT-HRW - CBOT -15.5 -13.2 -8.00 26.82 16.1 14.1 -25.70 8.00
SOYBEAN OIL - CBOT 1.7 1.2 -10.42 19.80 -3.2 -2.6 -26.10 9.72
SOYBEAN MEAL - CBOT -4.1 -4.4 -5.40 22.80 -0.7 -0.9 -32.02 1.90
LIVE CATTLE - CME 11.0 10.7 3.98 31.12 -8.6 -8.3 -24.00 4.52
FEEDER CATTLE - CME 6.9 4.4 -1.20 31.70 5.6 8.2 -3.42 17.82
LEAN HOGS - CME 8.3 8.3 -3.92 24.60 -6.0 -5.7 -19.26 11.92
COCOA - ICE US 0.3 1.4 -10.70 25.93 -2.0 -2.3 -29.60 6.93
COFFEE C - ICE US -5.5 -4.3 -14.20 19.23 3.4 2.3 -21.70 9.33
COTTON NO. 2 - ICE US 7.9 6.9 -10.40 27.73 -8.7 -8.0 -31.53 8.63
MILK, Class III - CME 21.5 19.9 -8.22 22.40 -14.1 -11.1 -8.30 21.42
ROUGH RICE - CBOT 16.5 14.5 -24.32 26.33 -25.9 -24.8 -41.90 22.80
OATS - CBOT 40.9 33.8 -6.80 35.38 -49.1 -44.1 -50.39 3.19
RANDOM LENGTH LUMBER - CME 14.2 3.3 -18.27 30.37 -19.4 -10.3 -36.90 15.90
E-MINI S&P 500 STOCK INDEX - CME -3.4 -7.3 -10.22 7.92 5.3 0.0 -23.80 4.90
S&P 500 Consolidated - CME -3.4 -4.9 -3.47 3.70 5.3 5.7 -6.00 3.00
E-MINI S&P 400 STOCK INDEX - CME 0.7 3.2 -16.00 22.90 -7.9 -9.4 -33.33 11.19
MSCI EMERGING MKTS MINI INDEX - ICE US 6.9 3.1 3.10 21.56 -8.1 -4.3 -24.18 -6.32
MSCI EAFE MINI INDEX - ICE US 7.2 5.4 3.11 22.68 -7.5 -5.0 -24.90 -5.50
VIX FUTURES - CBOE FUTURES EXCHANGE -25.3 -19.5 -26.50 14.09 27.4 21.3 -23.12 27.23
NASDAQ-100 STOCK INDEX (MINI) - CME 19.9 10.1 -14.20 24.60 -19.1 -10.3 -30.10 14.94
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -39.0 -30.6 -18.00 39.93 41.5 32.3 -39.89 25.00
NIKKEI STOCK AVERAGE YEN DENOM - CME 2.0 -0.2 -3.94 37.10 5.3 -0.8 -25.68 38.40
NIKKEI STOCK AVERAGE - CME -25.7 -27.4 -25.48 20.30 24.4 35.1 -27.14 31.58
BLOOMBERG COMMODITY INDEX - CBOT -36.4 -42.8 -32.20 16.59 35.5 42.1 -19.48 31.70