CFTC legacy, February 5th, 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 -8.9 -7.6 -27.30 23.30 3.2 2.1 -42.64 35.68
JAPANESE YEN - CME -15.4 -15.9 -37.50 25.98 15.6 15.0 -27.34 48.60
BRITISH POUND STERLING - CME -13.8 -13.4 -29.10 28.30 17.6 16.7 -45.04 39.04
CANADIAN DOLLAR - CME -25.9 -34.1 -28.28 35.08 29.6 38.8 -53.20 33.10
AUSTRALIAN DOLLAR - CME -25.4 -24.1 -25.40 47.50 30.6 33.7 -70.40 37.70
NEW ZEALAND DOLLAR - CME 1.9 -8.5 -24.25 65.50 2.5 13.4 -72.65 30.85
SWISS FRANC - CME -26.7 -28.0 -38.96 26.36 45.2 45.2 -49.50 57.46
MEXICAN PESO - CME 32.0 32.3 -35.90 67.38 -33.4 -33.8 -72.30 39.74
RUSSIAN RUBLE - CME 41.1 35.2 -2.87 40.17 -43.3 -36.7 -45.11 3.90
BRAZILIAN REAL - CME 20.6 -0.7 -49.47 50.29 -32.7 -8.4 -53.09 49.55
U.S. DOLLAR INDEX - ICE US 53.2 50.8 -28.42 60.70 -56.2 -52.6 -69.50 40.60
3-MONTH EURODOLLARS - CME -4.8 -4.8 -7.40 6.40 6.9 6.9 -6.14 9.94
30-DAY FEDERAL FUNDS - CBOT -8.2 -2.0 -12.02 23.90 9.5 2.6 -24.70 15.54
2-YEAR U.S. TREASURY NOTES - CBOT -12.6 -9.3 -11.05 13.05 11.0 8.3 -13.20 15.70
5-YEAR U.S. TREASURY NOTES - CBOT -3.5 -3.1 -9.30 15.00 3.3 3.3 -12.14 14.10
10-YEAR U.S. TREASURY NOTES - CBOT -2.7 -2.6 -6.70 9.54 1.8 2.0 -7.48 11.74
ULTRA 10-YEAR U.S. T-NOTES - CBOT -11.2 -6.9 -3.80 9.00 18.1 13.7 1.50 14.10
U.S. TREASURY BONDS - CBOT -4.3 -3.4 -9.40 5.10 5.0 2.2 -5.44 13.24
ULTRA U.S. TREASURY BONDS - CBOT -24.7 -26.7 -18.64 4.24 19.8 20.9 -7.54 14.74
LIGHT SWEET CRUDE - NYMEX 12.8 13.5 1.90 16.82 -13.2 -13.6 -17.60 -1.30
LIGHT SWEET CRUDE - ICE EUROPE 13.6 13.1 1.77 10.43 -13.8 -13.6 -10.93 -1.80
BRENT CRUDE OIL LAST DAY - NYMEX -20.5 -17.5 -31.30 4.03 19.4 17.0 -4.43 31.33
NATURAL GAS ICE HENRY HUB - ICE US 3.4 4.4 1.23 18.70 -3.9 -5.0 -19.20 -1.33
NATURAL GAS - NYMEX 0.1 -0.1 -18.31 1.10 -3.2 -3.0 -4.31 14.91
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 18.6 21.1 -10.60 18.24 -20.7 -23.1 -19.34 9.88
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -12.8 -14.2 -31.20 5.82 13.8 14.5 -8.08 29.50
NATURAL GAS AECO FIN BASIS - ICE US -0.3 0.2 -4.40 6.39 -0.6 -1.1 -6.15 4.49
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -3.4 -2.2 -4.40 9.80 0.7 -0.5 -15.70 2.81
GASOLINE BLENDSTOCK (RBOB) - NYMEX 19.8 18.9 12.54 23.90 -20.5 -19.0 -26.80 -13.17
COAL (API 2) CIF ARA SWAP FUT - NYMEX 26.2 -9.1 -9.87 23.34 -24.3 10.2 -23.20 10.51
GOLD - COMEX 17.6 16.9 4.18 34.40 -20.7 -19.7 -41.00 -6.96
COPPER-GRADE #1 - COMEX -2.6 -8.2 -19.00 22.40 2.4 7.7 -31.90 21.00
SILVER - COMEX 23.3 23.5 3.10 36.10 -32.0 -31.6 -53.90 -11.06
PLATINUM - NYMEX 8.6 6.6 15.60 61.70 -18.5 -16.3 -72.20 -23.00
PALLADIUM - NYMEX 47.3 48.8 14.22 60.24 -47.1 -49.3 -68.10 -13.66
CORN - CBOT 4.0 3.7 -7.04 16.34 -3.9 -3.5 -11.40 11.10
SUGAR NO. 11 - ICE US -1.2 -1.4 -6.30 20.70 -0.8 -0.4 -29.55 4.40
SOYBEANS - CBOT 2.0 1.7 -5.08 19.44 2.9 3.3 -20.44 9.90
WHEAT-SRW - CBOT 0.5 -2.1 -14.90 8.68 0.8 3.3 -12.70 14.70
WHEAT-HRW - CBOT -1.6 -0.1 -7.40 27.00 -1.6 -2.7 -26.10 8.00
SOYBEAN OIL - CBOT 12.3 8.6 -10.70 19.94 -14.2 -10.7 -26.30 10.00
SOYBEAN MEAL - CBOT 3.7 6.5 -5.18 23.08 -7.5 -10.1 -32.44 1.90
LIVE CATTLE - CME 31.0 29.4 3.56 31.00 -24.0 -23.0 -23.70 4.80
FEEDER CATTLE - CME -0.3 -0.1 -0.74 32.00 14.3 12.2 -3.70 18.14
LEAN HOGS - CME 2.7 4.7 -4.64 24.84 0.7 -1.6 -19.54 12.24
COCOA - ICE US 3.1 6.6 -10.85 26.35 -4.0 -7.6 -30.40 7.25
COFFEE C - ICE US -11.4 -13.6 -13.80 19.45 8.9 11.0 -21.95 9.05
COTTON NO. 2 - ICE US 3.2 1.2 -10.30 28.00 -3.0 -1.7 -31.90 8.00
MILK, Class III - CME 7.6 7.4 -8.60 22.68 13.0 12.2 -8.40 21.80
ROUGH RICE - CBOT -32.5 -32.6 -23.75 26.35 29.7 32.3 -42.70 21.75
OATS - CBOT 36.0 36.5 -7.55 31.45 -57.7 -53.2 -48.00 3.60
RANDOM LENGTH LUMBER - CME -0.8 -4.6 -18.00 30.59 -9.8 -1.6 -37.40 16.68
E-MINI S&P 500 STOCK INDEX - CME -3.6 -1.4 -10.44 8.56 1.1 -1.6 -24.50 5.10
S&P 500 Consolidated - CME -2.5 0.2 -3.40 4.09 2.6 -0.6 -6.20 2.59
E-MINI S&P 400 STOCK INDEX - CME 6.0 7.2 -17.15 23.10 -10.5 -12.7 -33.75 12.15
MSCI EMERGING MKTS MINI INDEX - ICE US 16.4 17.6 2.36 21.92 -17.7 -18.7 -25.01 -7.17
MSCI EAFE MINI INDEX - ICE US 14.2 16.1 2.77 23.11 -14.5 -16.3 -25.70 -5.89
VIX FUTURES - CBOE FUTURES EXCHANGE -11.2 -6.6 -23.95 16.70 13.2 7.3 -30.70 23.70
NASDAQ-100 STOCK INDEX (MINI) - CME -8.5 -6.7 -15.04 25.30 16.6 13.7 -30.78 15.34
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 7.5 16.7 -18.00 38.53 -3.0 -10.3 -38.76 24.79
NIKKEI STOCK AVERAGE YEN DENOM - CME 33.4 33.7 -4.39 37.09 18.9 15.2 -24.75 39.28
NIKKEI STOCK AVERAGE - CME -56.1 -56.1 -19.84 20.54 42.3 44.7 -27.40 30.50
BLOOMBERG COMMODITY INDEX - CBOT -24.1 -15.1 -30.50 21.46 22.1 13.5 -27.74 29.41