CFTC legacy, April 16th, 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 -18.3 -19.2 -27.24 23.24 13.9 14.6 -42.60 35.54
JAPANESE YEN - CME -39.7 -38.9 -37.50 25.72 44.1 42.2 -27.30 48.54
BRITISH POUND STERLING - CME -0.2 -4.0 -28.98 28.00 -0.2 4.9 -44.94 39.00
CANADIAN DOLLAR - CME -31.1 -26.4 -28.28 35.00 34.7 28.9 -53.20 33.22
AUSTRALIAN DOLLAR - CME -30.3 -34.5 -25.60 47.40 40.7 43.7 -70.40 38.20
NEW ZEALAND DOLLAR - CME -8.6 -4.0 -24.15 65.40 14.9 9.2 -72.55 30.80
SWISS FRANC - CME -39.8 -38.0 -38.96 26.30 63.3 60.4 -49.46 57.70
MEXICAN PESO - CME 63.6 66.0 -35.66 67.24 -65.1 -67.9 -72.24 39.70
RUSSIAN RUBLE - CME 59.0 58.8 -2.77 41.27 -60.2 -60.2 -46.11 3.87
BRAZILIAN REAL - CME -46.9 -49.3 -49.12 49.56 45.6 47.5 -51.75 49.08
U.S. DOLLAR INDEX - ICE US 58.0 57.8 -28.18 60.70 -62.3 -61.4 -69.38 40.56
3-MONTH EURODOLLARS - CME -0.6 -0.7 -7.40 6.40 2.1 2.2 -6.10 9.90
30-DAY FEDERAL FUNDS - CBOT -10.2 -8.6 -11.90 23.84 10.3 9.2 -24.40 15.50
2-YEAR U.S. TREASURY NOTES - CBOT -4.8 -3.5 -11.00 13.00 3.1 1.4 -13.10 15.70
5-YEAR U.S. TREASURY NOTES - CBOT -0.9 -0.3 -9.18 15.00 0.8 0.5 -12.04 14.04
10-YEAR U.S. TREASURY NOTES - CBOT -3.8 -4.0 -6.70 9.50 3.8 3.1 -7.34 11.70
ULTRA 10-YEAR U.S. T-NOTES - CBOT -3.6 -1.0 -4.50 8.90 7.0 4.7 1.90 14.50
U.S. TREASURY BONDS - CBOT -4.1 -2.9 -9.40 5.10 2.2 1.4 -5.40 13.14
ULTRA U.S. TREASURY BONDS - CBOT -26.6 -26.3 -19.30 4.20 20.1 19.1 -7.38 15.80
LIGHT SWEET CRUDE - NYMEX 19.4 18.5 1.90 17.20 -19.9 -19.0 -17.70 -1.30
LIGHT SWEET CRUDE - ICE EUROPE 12.3 11.8 1.87 11.00 -12.8 -12.0 -11.50 -1.80
BRENT CRUDE OIL LAST DAY - NYMEX -20.1 -18.5 -31.16 4.00 19.7 17.5 -4.33 31.30
NATURAL GAS ICE HENRY HUB - ICE US 2.7 3.6 1.30 18.67 -3.2 -4.2 -19.17 -1.43
NATURAL GAS - NYMEX -4.1 -3.1 -18.21 1.10 1.1 0.3 -4.30 14.72
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 17.0 17.2 -10.60 18.60 -18.2 -19.3 -19.94 9.74
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX 3.6 1.6 -31.10 5.72 -3.8 -1.8 -7.92 29.34
NATURAL GAS AECO FIN BASIS - ICE US -0.7 -0.8 -4.39 6.26 -0.1 0.0 -5.70 4.40
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -3.3 -3.1 -4.40 9.80 -1.8 -1.7 -15.70 2.71
GASOLINE BLENDSTOCK (RBOB) - NYMEX 21.6 20.3 12.60 23.90 -24.8 -23.2 -26.80 -13.27
COAL (API 2) CIF ARA SWAP FUT - NYMEX 21.3 20.0 -9.77 23.47 -18.9 -17.5 -23.27 10.27
GOLD - COMEX 8.3 17.3 4.36 34.34 -11.9 -21.6 -41.00 -7.30
COPPER-GRADE #1 - COMEX 2.5 1.9 -18.94 22.34 -4.2 -3.9 -31.78 20.94
SILVER - COMEX 1.4 6.4 3.10 35.98 -8.8 -15.7 -53.84 -11.06
PLATINUM - NYMEX 43.5 43.8 15.40 61.70 -52.7 -53.2 -72.20 -22.50
PALLADIUM - NYMEX 40.2 41.0 14.36 60.14 -40.0 -41.2 -68.10 -13.70
CORN - CBOT -11.3 -10.2 -7.20 16.30 7.5 6.4 -11.40 11.10
SUGAR NO. 11 - ICE US -1.4 -2.1 -6.30 20.60 -0.3 0.2 -29.50 4.45
SOYBEANS - CBOT -7.5 -5.2 -5.34 19.40 11.6 9.1 -20.40 10.04
WHEAT-SRW - CBOT -8.8 -6.7 -14.90 8.54 9.4 7.5 -12.70 14.70
WHEAT-HRW - CBOT -11.5 -10.2 -7.74 27.00 7.5 5.3 -26.10 8.00
SOYBEAN OIL - CBOT -2.6 -1.5 -10.64 19.84 2.0 0.6 -26.30 10.00
SOYBEAN MEAL - CBOT 1.5 1.8 -5.10 23.00 -4.2 -4.9 -32.40 1.90
LIVE CATTLE - CME 36.2 35.8 3.66 31.34 -27.4 -27.5 -24.10 4.80
FEEDER CATTLE - CME 16.4 15.6 -0.70 32.00 4.9 5.1 -3.70 18.10
LEAN HOGS - CME 22.5 20.9 -4.54 24.80 -20.8 -18.4 -19.54 12.14
COCOA - ICE US 0.6 1.0 -10.80 26.15 -0.9 -1.1 -30.25 7.35
COFFEE C - ICE US -17.6 -14.9 -14.20 19.40 13.2 10.9 -21.90 9.25
COTTON NO. 2 - ICE US 15.6 14.2 -10.25 28.00 -16.9 -15.7 -31.85 7.95
MILK, Class III - CME 11.6 13.8 -8.54 22.60 0.8 -2.0 -8.40 21.74
ROUGH RICE - CBOT -31.9 -28.5 -24.65 26.30 28.6 27.6 -42.60 22.85
OATS - CBOT 25.6 13.0 -7.40 31.55 -37.6 -22.3 -48.05 3.55
RANDOM LENGTH LUMBER - CME -14.0 -13.0 -17.98 30.49 6.8 3.1 -37.38 16.50
E-MINI S&P 500 STOCK INDEX - CME -0.2 -0.4 -10.40 8.40 1.3 1.3 -24.30 5.10
S&P 500 Consolidated - CME 0.3 0.0 -3.39 4.00 -0.3 0.5 -6.20 2.60
E-MINI S&P 400 STOCK INDEX - CME 12.5 12.7 -16.80 23.05 -25.0 -23.7 -33.65 12.10
MSCI EMERGING MKTS MINI INDEX - ICE US 19.0 17.9 2.58 21.90 -20.8 -19.7 -24.91 -7.29
MSCI EAFE MINI INDEX - ICE US 12.4 12.5 2.80 23.01 -13.8 -14.0 -25.43 -5.90
VIX FUTURES - CBOE FUTURES EXCHANGE -36.7 -40.8 -24.20 16.55 37.6 41.7 -28.95 24.20
NASDAQ-100 STOCK INDEX (MINI) - CME -3.1 4.1 -14.94 25.18 8.2 0.2 -30.64 15.60
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 33.4 34.1 -17.79 38.29 -36.6 -33.7 -38.42 24.56
NIKKEI STOCK AVERAGE YEN DENOM - CME 43.5 33.9 -4.30 37.09 -10.6 -1.7 -24.28 39.09
NIKKEI STOCK AVERAGE - CME -59.5 -54.5 -21.82 20.50 53.2 48.1 -27.40 31.18
BLOOMBERG COMMODITY INDEX - CBOT -50.3 -48.8 -31.03 20.59 49.6 50.2 -27.07 29.90