CFTC legacy, July 9th, 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 -6.9 -5.3 -27.20 23.20 1.4 0.8 -42.60 35.26
JAPANESE YEN - CME -4.3 -2.9 -37.60 25.60 4.4 1.0 -27.14 48.42
BRITISH POUND STERLING - CME -27.9 -26.6 -28.82 27.80 35.9 31.8 -44.90 38.92
CANADIAN DOLLAR - CME 5.9 4.8 -28.62 34.92 -15.2 -12.6 -53.12 33.50
AUSTRALIAN DOLLAR - CME -31.8 -32.9 -27.66 47.38 37.9 38.7 -70.28 39.50
NEW ZEALAND DOLLAR - CME -41.0 -43.7 -25.33 65.16 47.6 48.8 -72.50 31.90
SWISS FRANC - CME -19.3 -20.2 -39.58 26.30 37.5 38.9 -49.34 58.30
MEXICAN PESO - CME 51.7 45.8 -35.42 67.20 -53.4 -47.8 -72.04 39.38
RUSSIAN RUBLE - CME 41.9 41.7 -2.50 43.40 -43.9 -43.9 -48.00 3.80
BRAZILIAN REAL - CME -0.3 -19.3 -53.50 48.80 -3.6 15.4 -51.30 52.70
U.S. DOLLAR INDEX - ICE US 64.4 52.3 -27.82 60.70 -66.0 -55.4 -69.14 40.20
3-MONTH EURODOLLARS - CME 3.0 2.7 -7.32 6.40 -2.1 -1.9 -6.02 9.82
30-DAY FEDERAL FUNDS - CBOT -0.2 -0.3 -11.82 23.64 0.7 1.5 -24.12 15.42
2-YEAR U.S. TREASURY NOTES - CBOT -8.5 -8.2 -10.93 12.93 6.1 5.4 -13.10 15.63
5-YEAR U.S. TREASURY NOTES - CBOT -1.5 -1.6 -9.10 14.92 1.1 1.8 -12.00 13.76
10-YEAR U.S. TREASURY NOTES - CBOT -7.7 -7.3 -6.80 9.50 6.2 6.9 -7.30 11.70
ULTRA 10-YEAR U.S. T-NOTES - CBOT 4.1 3.2 -4.50 8.88 0.0 1.3 1.30 14.18
U.S. TREASURY BONDS - CBOT -2.4 -1.1 -9.40 5.10 -1.5 -2.4 -5.40 13.02
ULTRA U.S. TREASURY BONDS - CBOT -25.7 -25.9 -21.30 4.12 18.6 18.1 -7.22 17.22
LIGHT SWEET CRUDE - NYMEX 15.8 15.9 1.91 17.30 -15.8 -16.2 -17.79 -1.40
LIGHT SWEET CRUDE - ICE EUROPE 19.3 19.6 1.90 11.80 -19.7 -19.9 -12.30 -1.89
BRENT CRUDE OIL LAST DAY - NYMEX -20.9 -21.7 -31.10 3.64 19.1 20.6 -4.12 31.21
NATURAL GAS ICE HENRY HUB - ICE US -0.1 -0.9 0.90 18.60 0.0 0.8 -19.10 -1.05
NATURAL GAS - NYMEX -12.1 -12.3 -18.10 1.10 9.9 10.0 -4.30 14.68
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX -7.6 -6.9 -10.60 18.52 6.3 5.7 -19.90 9.70
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -10.3 -10.7 -30.80 5.70 12.7 11.7 -7.70 28.60
NATURAL GAS AECO FIN BASIS - ICE US -1.0 -0.9 -4.30 5.87 0.1 0.0 -5.64 4.37
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -1.8 -2.1 -4.49 9.70 -1.3 -0.6 -15.60 2.79
GASOLINE BLENDSTOCK (RBOB) - NYMEX 20.5 21.5 12.69 23.81 -22.1 -23.2 -26.80 -13.30
COAL (API 2) CIF ARA SWAP FUT - NYMEX 11.1 14.2 -9.65 23.35 -9.6 -12.8 -23.20 10.20
GOLD - COMEX 27.1 28.6 4.40 34.30 -30.7 -31.5 -41.00 -7.58
COPPER-GRADE #1 - COMEX -14.7 -10.8 -18.90 22.30 12.8 9.1 -31.46 20.74
SILVER - COMEX 9.2 11.3 2.40 35.90 -17.4 -20.0 -53.72 -10.80
PLATINUM - NYMEX 7.4 11.2 14.60 61.68 -17.0 -21.0 -72.10 -21.10
PALLADIUM - NYMEX 49.4 48.1 14.96 60.10 -48.7 -48.3 -68.10 -13.78
CORN - CBOT 11.5 11.8 -7.30 16.22 -15.9 -16.0 -11.60 11.10
SUGAR NO. 11 - ICE US -0.9 -1.1 -6.49 20.53 0.3 0.3 -29.43 4.83
SOYBEANS - CBOT -1.8 -1.2 -5.80 19.40 4.0 4.1 -20.16 10.32
WHEAT-SRW - CBOT 7.9 9.4 -14.82 8.52 -4.8 -6.7 -12.62 14.70
WHEAT-HRW - CBOT -1.6 -1.7 -7.90 27.00 0.6 0.8 -26.10 8.00
SOYBEAN OIL - CBOT -0.7 -1.6 -10.52 19.80 -0.2 1.2 -26.30 9.92
SOYBEAN MEAL - CBOT -0.2 1.3 -5.10 22.92 -3.5 -4.9 -32.32 1.90
LIVE CATTLE - CME 14.6 14.0 3.78 31.40 -12.5 -12.6 -24.12 4.72
FEEDER CATTLE - CME -4.2 -4.6 -1.00 32.00 9.1 8.4 -3.62 18.02
LEAN HOGS - CME 15.5 15.3 -4.34 24.80 -13.0 -12.7 -19.80 12.10
COCOA - ICE US 18.1 15.6 -10.80 26.10 -19.8 -17.2 -30.13 7.23
COFFEE C - ICE US 0.0 -2.4 -14.30 19.40 -2.1 0.4 -21.83 9.33
COTTON NO. 2 - ICE US -13.5 -10.4 -10.33 27.93 13.3 10.2 -31.80 8.30
MILK, Class III - CME 9.7 11.2 -8.50 22.60 -5.5 -2.8 -8.32 21.62
ROUGH RICE - CBOT -12.6 -11.5 -25.50 26.30 1.3 -0.9 -42.46 23.60
OATS - CBOT 46.0 45.5 -7.23 32.76 -60.7 -62.0 -48.73 3.50
RANDOM LENGTH LUMBER - CME -0.5 -0.9 -18.40 30.37 -8.2 -7.3 -37.17 16.64
E-MINI S&P 500 STOCK INDEX - CME 0.4 1.6 -10.32 8.16 0.8 -0.2 -24.30 5.10
S&P 500 Consolidated - CME 0.5 1.5 -3.30 4.00 -0.8 -1.6 -6.17 2.57
E-MINI S&P 400 STOCK INDEX - CME 14.4 16.2 -16.60 23.00 -25.6 -27.3 -33.53 11.75
MSCI EMERGING MKTS MINI INDEX - ICE US 14.9 13.9 2.82 21.89 -16.2 -15.7 -24.86 -7.32
MSCI EAFE MINI INDEX - ICE US 17.3 18.2 3.01 23.00 -18.5 -18.0 -25.30 -5.92
VIX FUTURES - CBOE FUTURES EXCHANGE -31.5 -29.8 -24.90 15.80 33.9 32.4 -27.12 24.70
NASDAQ-100 STOCK INDEX (MINI) - CME 8.6 11.7 -14.82 24.94 -5.2 -8.8 -30.44 15.32
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 39.9 44.8 -17.70 38.62 -39.8 -45.6 -38.92 24.32
NIKKEI STOCK AVERAGE YEN DENOM - CME 23.3 21.7 -4.27 37.57 -17.7 -10.1 -24.04 38.94
NIKKEI STOCK AVERAGE - CME -27.9 -24.6 -23.62 20.42 13.8 14.2 -27.32 32.10
BLOOMBERG COMMODITY INDEX - CBOT -22.8 -29.4 -31.27 19.59 21.6 32.0 -26.25 30.17