CFTC legacy, December 15th, 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 20.1 21.6 -26.37 23.58 -28.5 -29.6 -41.60 34.08
JAPANESE YEN - CME 21.2 23.2 -37.10 24.31 -30.6 -32.6 -26.80 48.07
BRITISH POUND STERLING - CME 3.6 4.2 -29.10 27.10 -7.4 -7.0 -43.61 38.04
CANADIAN DOLLAR - CME -7.5 -12.5 -27.80 34.40 -7.4 -4.2 -52.50 32.68
AUSTRALIAN DOLLAR - CME -7.1 -6.9 -27.80 46.80 -6.9 -3.6 -69.90 38.56
NEW ZEALAND DOLLAR - CME 30.0 17.2 -31.88 63.78 -37.5 -21.9 -72.16 36.78
SWISS FRANC - CME 19.1 19.5 -38.68 26.40 -38.0 -38.3 -48.29 57.49
MEXICAN PESO - CME -2.0 13.9 -34.71 66.57 -1.5 -16.9 -71.47 37.44
RUSSIAN RUBLE - CME -8.0 -19.4 -3.40 48.20 5.1 15.7 -49.50 4.20
BRAZILIAN REAL - CME -24.5 -35.6 -64.40 46.00 20.1 43.4 -48.30 65.00
U.S. DOLLAR INDEX - ICE US -39.0 -13.4 -27.39 60.70 39.2 13.3 -69.08 37.17
3-MONTH EURODOLLARS - CME 3.6 2.9 -7.07 6.20 -2.9 -2.3 -5.80 9.50
30-DAY FEDERAL FUNDS - CBOT 8.5 6.9 -11.24 23.57 -8.2 -6.4 -24.07 14.70
2-YEAR U.S. TREASURY NOTES - CBOT -10.4 -13.8 -11.60 12.30 7.0 10.7 -12.30 15.38
5-YEAR U.S. TREASURY NOTES - CBOT -6.7 -9.7 -9.27 14.77 6.9 9.6 -11.70 13.00
10-YEAR U.S. TREASURY NOTES - CBOT 1.6 0.9 -6.80 9.10 -0.9 0.2 -7.07 11.27
ULTRA 10-YEAR U.S. T-NOTES - CBOT 16.1 17.4 -5.82 9.16 -8.0 -10.2 -0.43 14.70
U.S. TREASURY BONDS - CBOT -14.6 -16.2 -10.00 4.90 14.3 16.6 -5.10 13.40
ULTRA U.S. TREASURY BONDS - CBOT -23.9 -23.4 -25.90 3.80 23.4 23.3 -6.87 21.07
LIGHT SWEET CRUDE - NYMEX 20.7 21.2 2.10 18.60 -22.0 -22.8 -19.40 -1.50
LIGHT SWEET CRUDE - ICE EUROPE 7.1 8.4 2.20 15.86 -6.5 -7.9 -15.52 -2.00
BRENT CRUDE OIL LAST DAY - NYMEX -19.2 -18.4 -30.10 2.10 18.6 18.2 -2.14 30.56
NATURAL GAS ICE HENRY HUB - ICE US 14.1 13.3 1.00 18.40 -14.4 -13.6 -18.80 -1.10
NATURAL GAS - NYMEX 2.2 0.8 -17.50 1.30 -4.4 -3.1 -4.40 14.20
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 26.4 27.5 -11.37 19.27 -28.0 -29.3 -20.34 10.60
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -24.5 -28.4 -30.35 4.25 24.1 27.1 -6.65 30.15
NATURAL GAS AECO FIN BASIS - ICE US -0.3 -0.5 -3.52 5.50 -0.2 -0.1 -4.92 3.40
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX 5.0 5.7 -4.50 9.50 -8.8 -9.6 -15.34 2.74
GASOLINE BLENDSTOCK (RBOB) - NYMEX 15.1 15.6 12.80 24.10 -17.7 -17.5 -26.80 -13.30
COAL (API 2) CIF ARA SWAP FUT - NYMEX -10.9 -8.1 -18.50 21.30 9.9 7.2 -20.40 18.50
GOLD - COMEX 32.9 32.7 5.13 34.00 -37.5 -36.9 -40.80 -8.30
COPPER-GRADE #1 - COMEX 28.9 32.4 -18.67 22.77 -31.7 -34.9 -30.90 20.34
SILVER - COMEX 27.7 27.6 3.10 35.40 -38.7 -38.3 -52.04 -11.16
PLATINUM - NYMEX 38.4 38.7 15.54 61.50 -51.0 -51.4 -72.00 -23.07
PALLADIUM - NYMEX 28.0 27.3 13.23 59.77 -34.4 -33.3 -67.80 -13.70
CORN - CBOT 18.8 19.7 -7.37 16.30 -17.7 -18.6 -11.70 10.87
SUGAR NO. 11 - ICE US 20.3 21.4 -7.36 20.90 -24.2 -25.2 -29.08 5.68
SOYBEANS - CBOT 18.5 18.4 -5.57 19.47 -18.4 -17.9 -20.00 9.90
WHEAT-SRW - CBOT 4.9 2.6 -14.40 8.57 -1.2 0.8 -11.50 14.50
WHEAT-HRW - CBOT 24.4 21.8 -8.17 26.50 -24.7 -21.9 -25.60 8.07
SOYBEAN OIL - CBOT 20.7 19.7 -10.37 20.30 -24.4 -23.4 -26.10 9.67
SOYBEAN MEAL - CBOT 19.5 17.1 -5.27 22.80 -24.7 -22.7 -31.90 1.77
LIVE CATTLE - CME 20.5 20.0 4.10 31.10 -16.6 -16.1 -23.84 4.50
FEEDER CATTLE - CME 9.5 8.0 -1.20 31.60 6.9 7.4 -3.30 17.60
LEAN HOGS - CME 18.5 19.8 -3.70 24.40 -12.5 -14.3 -19.07 11.74
COCOA - ICE US 16.3 16.0 -10.58 25.70 -18.7 -18.4 -29.36 6.80
COFFEE C - ICE US 12.4 11.1 -14.10 19.20 -14.6 -13.6 -21.50 9.30
COTTON NO. 2 - ICE US 34.1 30.7 -10.30 27.90 -38.5 -34.5 -31.70 8.30
MILK, Class III - CME 23.0 21.8 -8.17 22.90 -12.6 -11.6 -9.00 21.17
ROUGH RICE - CBOT 22.6 22.4 -23.98 26.86 -31.1 -32.2 -41.66 22.40
OATS - CBOT 39.8 37.2 -6.70 36.20 -54.6 -52.5 -51.96 3.00
RANDOM LENGTH LUMBER - CME 17.9 16.3 -18.02 30.10 -35.7 -37.5 -36.90 15.72
E-MINI S&P 500 STOCK INDEX - CME -0.6 -1.0 -10.17 7.90 2.7 2.7 -23.15 4.90
S&P 500 Consolidated - CME -0.3 -0.3 -3.40 3.70 -0.6 -0.3 -5.92 3.00
E-MINI S&P 400 STOCK INDEX - CME 8.6 10.7 -15.90 22.80 -19.9 -22.5 -33.28 10.46
MSCI EMERGING MKTS MINI INDEX - ICE US 7.9 10.0 3.30 21.14 -10.2 -12.3 -23.80 -6.66
MSCI EAFE MINI INDEX - ICE US 4.6 10.6 3.30 22.40 -5.5 -10.9 -24.74 -5.42
VIX FUTURES - CBOE FUTURES EXCHANGE -37.3 -33.5 -30.00 13.36 39.7 36.0 -21.04 30.02
NASDAQ-100 STOCK INDEX (MINI) - CME 4.9 4.3 -14.27 24.47 -7.8 -7.1 -29.87 15.04
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -16.3 -12.2 -18.06 39.32 11.7 10.3 -39.70 25.00
NIKKEI STOCK AVERAGE YEN DENOM - CME 27.7 15.0 -4.00 37.00 12.2 3.5 -25.14 38.14
NIKKEI STOCK AVERAGE - CME -8.3 3.4 -25.30 20.40 12.8 -22.3 -27.20 31.50
BLOOMBERG COMMODITY INDEX - CBOT -16.3 -23.3 -32.60 16.10 15.6 22.2 -16.98 31.94