CFTC legacy, January 21st, 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 -8.3 -8.6 -26.88 23.00 1.7 1.9 -42.44 34.80
JAPANESE YEN - CME -21.5 -16.6 -37.50 24.94 24.5 19.6 -26.84 48.20
BRITISH POUND STERLING - CME 11.3 14.7 -29.24 27.48 -15.5 -18.0 -44.60 38.78
CANADIAN DOLLAR - CME 19.0 16.0 -28.24 34.80 -30.6 -29.8 -52.84 33.10
AUSTRALIAN DOLLAR - CME -13.5 -13.5 -28.10 47.20 12.7 9.7 -70.00 39.20
NEW ZEALAND DOLLAR - CME 4.2 -0.4 -29.40 64.70 -2.9 1.7 -72.40 35.40
SWISS FRANC - CME 3.1 -0.6 -39.00 26.00 2.4 11.8 -48.72 57.86
MEXICAN PESO - CME 56.6 56.3 -35.10 66.94 -58.1 -57.7 -71.90 38.52
RUSSIAN RUBLE - CME 52.0 52.5 -2.20 46.84 -52.6 -54.1 -49.01 3.10
BRAZILIAN REAL - CME -52.2 -53.2 -60.68 47.58 48.9 48.9 -50.39 61.05
U.S. DOLLAR INDEX - ICE US 36.1 36.6 -27.46 60.86 -39.0 -37.8 -69.50 38.88
3-MONTH EURODOLLARS - CME 4.4 4.7 -7.20 6.34 -3.1 -3.4 -5.90 9.70
30-DAY FEDERAL FUNDS - CBOT 19.0 21.4 -11.60 23.30 -19.4 -22.3 -23.94 15.18
2-YEAR U.S. TREASURY NOTES - CBOT -8.9 -8.0 -10.90 12.65 6.7 5.8 -12.85 15.50
5-YEAR U.S. TREASURY NOTES - CBOT -5.7 -6.7 -9.10 14.84 5.1 6.4 -11.90 13.20
10-YEAR U.S. TREASURY NOTES - CBOT -5.4 -4.1 -6.90 9.34 5.4 4.2 -7.20 11.54
ULTRA 10-YEAR U.S. T-NOTES - CBOT -4.3 -3.2 -4.40 8.00 10.8 9.4 0.80 13.80
U.S. TREASURY BONDS - CBOT -5.5 -5.4 -9.28 5.00 3.3 2.5 -5.20 13.00
ULTRA U.S. TREASURY BONDS - CBOT -36.4 -35.5 -24.58 4.04 30.3 30.1 -7.04 18.74
LIGHT SWEET CRUDE - NYMEX 20.2 19.6 2.00 17.70 -21.4 -20.9 -18.10 -1.40
LIGHT SWEET CRUDE - ICE EUROPE 25.5 24.7 2.00 13.16 -25.6 -24.8 -13.60 -1.90
BRENT CRUDE OIL LAST DAY - NYMEX -23.1 -21.3 -30.56 3.26 22.2 20.4 -3.23 30.93
NATURAL GAS ICE HENRY HUB - ICE US 2.6 3.0 0.70 18.47 -2.5 -3.0 -18.97 -1.00
NATURAL GAS - NYMEX -16.3 -16.2 -18.00 1.10 13.0 12.9 -4.30 14.41
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX -9.1 -7.5 -11.04 18.24 8.3 6.9 -19.80 10.00
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -10.0 -15.6 -30.20 5.02 8.1 10.3 -7.14 27.90
NATURAL GAS AECO FIN BASIS - ICE US -0.5 -0.4 -4.10 5.70 -0.4 -0.6 -5.10 4.18
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -1.6 -2.7 -4.40 9.60 -1.7 -1.0 -15.51 2.70
GASOLINE BLENDSTOCK (RBOB) - NYMEX 29.2 29.9 12.70 23.90 -31.2 -31.5 -26.80 -13.30
COAL (API 2) CIF ARA SWAP FUT - NYMEX -18.1 -19.3 -11.32 22.72 18.5 20.2 -22.17 11.57
GOLD - COMEX 28.8 29.3 4.56 34.14 -31.7 -31.9 -40.90 -7.86
COPPER-GRADE #1 - COMEX 2.1 1.6 -18.90 21.92 -4.2 -3.6 -30.98 20.70
SILVER - COMEX 26.0 25.4 2.74 35.70 -35.6 -34.8 -52.76 -10.90
PLATINUM - NYMEX 63.5 61.8 15.10 61.70 -71.6 -69.2 -72.00 -21.90
PALLADIUM - NYMEX 36.8 42.9 15.58 60.00 -36.1 -42.8 -68.04 -14.78
CORN - CBOT -1.0 -1.5 -7.20 16.20 -4.4 -4.0 -11.60 10.94
SUGAR NO. 11 - ICE US 11.6 8.4 -7.70 20.35 -14.6 -11.8 -29.10 6.00
SOYBEANS - CBOT 0.8 3.3 -5.80 19.34 0.4 -2.5 -20.00 10.20
WHEAT-SRW - CBOT 7.1 5.7 -14.68 8.44 -4.0 -2.8 -12.20 14.70
WHEAT-HRW - CBOT 3.8 3.3 -7.80 26.90 -6.2 -5.8 -25.88 7.74
SOYBEAN OIL - CBOT 18.9 22.6 -10.50 19.94 -20.8 -24.8 -26.24 9.80
SOYBEAN MEAL - CBOT -3.1 -2.9 -5.18 22.90 -0.3 -1.1 -32.14 1.80
LIVE CATTLE - CME 24.6 23.8 3.90 31.20 -17.6 -16.9 -24.00 4.60
FEEDER CATTLE - CME 16.7 16.4 -1.24 31.74 -1.9 -1.9 -3.50 17.90
LEAN HOGS - CME 7.7 7.2 -4.14 24.70 -5.6 -5.7 -19.54 12.00
COCOA - ICE US 16.4 14.2 -10.70 26.05 -17.7 -15.6 -29.75 7.00
COFFEE C - ICE US 10.4 11.0 -14.25 19.30 -12.2 -12.7 -21.70 9.45
COTTON NO. 2 - ICE US 12.6 13.7 -10.50 27.90 -15.1 -16.5 -31.70 8.75
MILK, Class III - CME 10.5 7.9 -8.34 22.40 2.2 8.0 -8.24 21.54
ROUGH RICE - CBOT 26.1 26.7 -24.80 26.30 -34.2 -34.4 -42.05 23.00
OATS - CBOT 43.7 41.2 -7.04 34.76 -55.0 -53.9 -50.20 3.42
RANDOM LENGTH LUMBER - CME 27.9 27.8 -18.29 30.39 -34.8 -33.0 -37.00 16.48
E-MINI S&P 500 STOCK INDEX - CME 0.1 0.5 -10.30 8.00 -0.8 -1.3 -23.88 4.90
S&P 500 Consolidated - CME 0.5 0.6 -3.20 3.89 -1.5 -1.8 -6.10 2.39
E-MINI S&P 400 STOCK INDEX - CME 11.3 13.5 -16.15 22.95 -21.9 -23.6 -33.40 11.50
MSCI EMERGING MKTS MINI INDEX - ICE US 15.2 15.8 3.09 21.71 -17.0 -17.4 -24.41 -7.50
MSCI EAFE MINI INDEX - ICE US 12.2 11.6 3.29 22.82 -13.1 -12.7 -25.02 -6.10
VIX FUTURES - CBOE FUTURES EXCHANGE -35.6 -35.7 -26.40 14.55 36.2 36.3 -24.40 26.60
NASDAQ-100 STOCK INDEX (MINI) - CME 4.4 7.5 -14.34 24.70 -1.3 -6.0 -30.24 15.10
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 31.0 26.3 -17.23 40.32 -31.2 -26.3 -41.06 24.03
NIKKEI STOCK AVERAGE YEN DENOM - CME 23.5 23.4 -4.00 37.10 36.7 29.9 -26.26 38.70
NIKKEI STOCK AVERAGE - CME -35.9 -35.1 -24.88 20.34 11.4 7.6 -27.20 31.58
BLOOMBERG COMMODITY INDEX - CBOT -40.5 -39.8 -31.63 19.22 39.0 38.6 -21.23 30.37