CFTC legacy, March 24th, 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 8.4 4.6 -26.75 23.00 -12.6 -9.8 -42.40 34.60
JAPANESE YEN - CME 11.7 18.4 -37.40 24.90 -9.9 -19.9 -26.80 48.20
BRITISH POUND STERLING - CME 3.8 6.1 -29.20 27.40 0.6 -6.6 -44.50 38.65
CANADIAN DOLLAR - CME -20.5 -5.5 -28.15 34.75 21.1 12.0 -52.80 33.10
AUSTRALIAN DOLLAR - CME -17.7 -18.0 -28.10 47.02 23.9 22.4 -70.00 39.11
NEW ZEALAND DOLLAR - CME -43.0 -45.6 -29.88 64.44 53.6 44.1 -72.36 35.66
SWISS FRANC - CME 14.1 21.1 -39.00 26.00 -9.0 -18.6 -48.60 57.77
MEXICAN PESO - CME 19.5 27.3 -35.00 66.80 -18.9 -27.3 -71.80 38.20
RUSSIAN RUBLE - CME 20.9 16.1 -2.20 49.32 -19.9 -15.0 -51.56 3.10
BRAZILIAN REAL - CME -67.3 -67.0 -63.34 47.28 69.3 67.9 -49.76 64.46
U.S. DOLLAR INDEX - ICE US 44.1 28.2 -27.40 60.80 -47.9 -35.6 -69.41 38.52
3-MONTH EURODOLLARS - CME -0.2 2.3 -7.15 6.40 1.0 -1.6 -5.90 9.70
30-DAY FEDERAL FUNDS - CBOT 15.3 17.2 -11.50 23.30 -14.9 -17.2 -23.85 15.10
2-YEAR U.S. TREASURY NOTES - CBOT -3.3 -1.8 -10.90 12.56 0.4 -0.8 -12.76 15.50
5-YEAR U.S. TREASURY NOTES - CBOT -2.0 -1.8 -9.05 14.80 3.9 3.2 -11.85 13.15
10-YEAR U.S. TREASURY NOTES - CBOT -0.3 -1.0 -6.90 9.30 -0.6 -0.2 -7.20 11.50
ULTRA 10-YEAR U.S. T-NOTES - CBOT -8.1 -11.8 -6.12 7.91 16.5 19.0 0.89 14.50
U.S. TREASURY BONDS - CBOT -3.0 -3.2 -9.15 5.00 1.9 1.1 -5.20 12.90
ULTRA U.S. TREASURY BONDS - CBOT -23.9 -25.9 -24.90 3.95 20.6 21.2 -7.00 19.10
LIGHT SWEET CRUDE - NYMEX 14.3 14.8 2.00 17.62 -15.4 -15.5 -18.10 -1.40
LIGHT SWEET CRUDE - ICE EUROPE 19.4 18.3 2.00 13.70 -19.8 -18.4 -14.12 -1.90
BRENT CRUDE OIL LAST DAY - NYMEX -17.4 -16.5 -30.32 3.08 17.3 16.6 -3.20 30.84
NATURAL GAS ICE HENRY HUB - ICE US 7.7 6.3 0.72 18.40 -8.0 -6.6 -18.90 -1.00
NATURAL GAS - NYMEX -8.8 -9.2 -18.00 1.02 6.9 7.1 -4.30 14.42
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX -11.9 -14.9 -11.50 18.15 12.1 14.4 -19.60 10.85
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -24.9 -18.9 -29.99 4.69 24.2 17.1 -7.03 27.73
NATURAL GAS AECO FIN BASIS - ICE US -1.0 -0.8 -4.10 5.70 -0.1 -0.3 -5.10 4.00
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -4.7 -3.6 -4.60 9.60 2.3 3.2 -15.50 2.90
GASOLINE BLENDSTOCK (RBOB) - NYMEX 24.0 22.4 12.76 24.10 -25.3 -23.7 -27.04 -13.30
COAL (API 2) CIF ARA SWAP FUT - NYMEX -18.7 -20.1 -13.64 22.26 17.8 18.5 -22.10 14.40
GOLD - COMEX 24.9 23.8 4.70 34.10 -26.8 -25.8 -40.85 -7.95
COPPER-GRADE #1 - COMEX -12.1 -15.7 -18.85 21.80 14.2 16.4 -30.70 20.70
SILVER - COMEX 12.9 15.3 2.90 35.65 -18.4 -21.0 -52.55 -10.90
PLATINUM - NYMEX 31.0 33.7 15.10 61.70 -38.7 -39.8 -72.00 -21.99
PALLADIUM - NYMEX 0.1 7.4 15.30 60.00 -1.4 -8.1 -68.00 -14.35
CORN - CBOT -4.6 -3.5 -7.15 16.15 3.0 1.7 -11.60 10.90
SUGAR NO. 11 - ICE US 3.9 4.8 -7.66 20.30 -4.5 -5.8 -29.06 5.92
SOYBEANS - CBOT 2.5 -0.2 -5.80 19.30 -3.3 0.2 -19.95 10.15
WHEAT-SRW - CBOT 5.3 0.6 -14.60 8.45 -2.1 2.6 -11.95 14.65
WHEAT-HRW - CBOT -2.5 -5.6 -7.80 26.90 2.1 5.3 -25.75 7.65
SOYBEAN OIL - CBOT 1.8 2.0 -10.50 19.85 -2.8 -3.3 -26.15 9.80
SOYBEAN MEAL - CBOT 11.1 6.9 -5.40 22.85 -15.5 -10.0 -32.10 1.90
LIVE CATTLE - CME 6.3 5.7 3.90 31.20 -5.2 -3.0 -24.00 4.60
FEEDER CATTLE - CME 2.2 0.1 -1.20 31.70 6.5 7.7 -3.50 17.90
LEAN HOGS - CME 11.4 9.8 -4.05 24.65 -7.9 -6.7 -19.50 12.00
COCOA - ICE US 3.1 8.1 -10.70 26.00 -4.4 -9.2 -29.66 7.00
COFFEE C - ICE US 4.7 2.7 -14.20 19.30 -5.5 -3.5 -21.70 9.40
COTTON NO. 2 - ICE US -4.8 -4.2 -10.46 27.86 5.0 4.5 -31.66 8.70
MILK, Class III - CME 12.3 11.8 -8.30 22.40 2.8 3.9 -8.20 21.50
ROUGH RICE - CBOT 17.3 10.1 -24.66 26.40 -20.4 -12.8 -41.96 22.86
OATS - CBOT 22.2 21.8 -6.80 35.20 -23.4 -29.9 -50.40 3.28
RANDOM LENGTH LUMBER - CME -11.8 -7.7 -18.20 30.50 7.3 0.9 -37.00 16.30
E-MINI S&P 500 STOCK INDEX - CME -1.1 -0.5 -10.30 8.00 -1.3 -4.8 -23.80 4.90
S&P 500 Consolidated - CME -1.0 0.3 -3.20 3.80 0.7 -0.3 -6.10 2.30
E-MINI S&P 400 STOCK INDEX - CME 8.5 6.8 -16.06 22.90 -12.0 -11.3 -33.40 11.40
MSCI EMERGING MKTS MINI INDEX - ICE US 7.7 5.8 3.10 21.70 -8.6 -10.8 -24.32 -7.50
MSCI EAFE MINI INDEX - ICE US -0.7 1.0 3.18 22.80 0.3 -2.7 -24.92 -6.06
VIX FUTURES - CBOE FUTURES EXCHANGE -6.9 -18.3 -26.62 14.42 8.6 18.8 -23.82 27.12
NASDAQ-100 STOCK INDEX (MINI) - CME 11.4 6.2 -14.25 24.65 -10.6 -6.7 -30.15 15.10
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 4.8 10.6 -17.08 40.20 -10.6 -11.8 -40.82 23.82
NIKKEI STOCK AVERAGE YEN DENOM - CME -3.0 -10.3 -4.00 37.10 -5.2 -6.7 -25.90 38.70
NIKKEI STOCK AVERAGE - CME 4.9 -8.2 -25.30 20.30 -8.9 0.0 -27.17 31.50
BLOOMBERG COMMODITY INDEX - CBOT -28.6 -18.8 -32.02 18.72 27.6 20.1 -20.94 31.50