CFTC legacy, March 24th, futures only, 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 10.8 5.5 -33.30 28.15 -15.5 -11.4 -49.10 41.75
JAPANESE YEN - CME 19.0 26.1 -43.00 29.75 -16.3 -28.0 -33.75 56.15
BRITISH POUND STERLING - CME 6.0 10.3 -33.00 29.05 0.3 -10.1 -47.55 43.95
CANADIAN DOLLAR - CME -23.5 -5.3 -30.50 36.90 25.2 13.5 -56.90 36.60
AUSTRALIAN DOLLAR - CME -18.6 -19.2 -31.60 49.70 27.5 25.9 -71.62 44.40
NEW ZEALAND DOLLAR - CME -42.6 -45.4 -29.88 64.44 53.6 43.9 -72.36 35.66
SWISS FRANC - CME 15.9 20.9 -40.21 28.00 -11.8 -19.6 -51.60 60.30
MEXICAN PESO - CME 20.0 27.8 -35.30 66.90 -19.4 -27.8 -71.95 38.80
RUSSIAN RUBLE - CME 20.9 16.1 -2.29 49.46 -19.9 -15.0 -51.58 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 28.3 -28.60 61.50 -48.0 -35.6 -69.80 39.90
3-MONTH EURODOLLARS - CME -0.4 6.5 -14.30 17.45 2.3 -4.8 -16.30 17.90
30-DAY FEDERAL FUNDS - CBOT 15.5 17.3 -12.40 29.80 -15.0 -17.3 -31.20 15.45
2-YEAR U.S. TREASURY NOTES - CBOT -3.1 -1.6 -11.36 13.10 0.2 -1.1 -13.46 15.66
5-YEAR U.S. TREASURY NOTES - CBOT -2.6 -1.0 -9.90 15.60 5.0 2.6 -13.00 14.40
10-YEAR U.S. TREASURY NOTES - CBOT -6.2 -6.9 -9.80 10.80 4.4 4.5 -8.40 15.35
ULTRA 10-YEAR U.S. T-NOTES - CBOT -8.1 -11.8 -6.12 8.00 16.5 19.0 0.89 14.50
U.S. TREASURY BONDS - CBOT -6.4 -6.6 -11.30 5.90 4.7 3.5 -7.60 15.35
ULTRA U.S. TREASURY BONDS - CBOT -23.9 -25.9 -24.90 3.95 20.7 21.2 -7.10 19.05
LIGHT SWEET CRUDE - NYMEX 20.4 20.4 -1.26 21.86 -21.8 -21.2 -22.46 2.26
LIGHT SWEET CRUDE - ICE EUROPE 24.6 22.6 0.70 16.64 -24.9 -22.8 -17.18 -0.60
BRENT CRUDE OIL LAST DAY - NYMEX -19.3 -18.1 -35.00 -4.20 19.2 18.3 5.39 35.70
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 -9.0 -9.4 -21.60 2.10 7.0 7.2 -7.20 17.30
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX -12.2 -15.1 -11.88 18.19 11.3 13.9 -19.48 10.98
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 -4.5 -3.4 -4.96 11.40 2.3 3.3 -17.46 3.26
GASOLINE BLENDSTOCK (RBOB) - NYMEX 24.2 22.7 13.20 26.10 -25.5 -24.0 -29.30 -13.76
COAL (API 2) CIF ARA SWAP FUT - NYMEX -18.7 -20.1 -13.64 22.26 17.8 18.5 -22.10 14.36
GOLD - COMEX 52.7 49.1 6.10 43.40 -57.0 -52.5 -51.90 -9.35
COPPER-GRADE #1 - COMEX -14.4 -17.6 -18.95 21.75 16.8 18.5 -30.30 20.80
SILVER - COMEX 22.3 25.2 4.05 41.65 -29.6 -32.8 -61.75 -13.30
PLATINUM - NYMEX 35.0 41.8 15.60 63.35 -43.2 -48.1 -73.35 -22.75
PALLADIUM - NYMEX 3.5 13.1 11.74 63.50 -5.0 -13.8 -70.60 -11.22
CORN - CBOT -2.4 -1.3 -5.55 25.00 0.5 -0.9 -19.45 10.20
SUGAR NO. 11 - ICE US 8.8 9.0 -9.20 24.36 -9.6 -10.3 -31.40 7.70
SOYBEANS - CBOT 7.8 4.3 -6.70 26.65 -8.2 -4.2 -26.70 12.80
WHEAT-SRW - CBOT 9.7 3.7 -15.95 10.10 -5.5 0.5 -12.50 17.30
WHEAT-HRW - CBOT -2.3 -4.6 -7.00 29.40 2.3 4.4 -28.05 7.10
SOYBEAN OIL - CBOT 2.8 3.0 -8.75 24.60 -3.6 -3.9 -30.70 8.25
SOYBEAN MEAL - CBOT 14.6 9.3 -3.95 26.25 -18.8 -12.4 -36.25 0.15
LIVE CATTLE - CME 8.0 5.5 -0.35 29.70 -6.7 -3.2 -23.70 8.40
FEEDER CATTLE - CME 1.4 -2.3 -4.70 29.80 8.8 10.0 -2.20 22.10
LEAN HOGS - CME 9.2 6.6 -7.70 22.95 -5.9 -3.5 -18.50 15.20
COCOA - ICE US 6.5 11.4 -10.40 30.06 -8.0 -12.5 -33.80 7.10
COFFEE C - ICE US 10.2 7.0 -14.90 26.00 -11.2 -7.9 -29.56 10.76
COTTON NO. 2 - ICE US -2.8 -1.8 -16.42 35.36 3.3 2.6 -40.40 15.20
MILK, Class III - CME 23.4 24.1 -10.15 26.55 -3.3 -2.7 -16.00 23.75
ROUGH RICE - CBOT 22.4 12.8 -24.82 28.62 -26.1 -15.9 -44.30 21.30
OATS - CBOT 27.7 25.8 -3.00 37.20 -29.1 -34.5 -54.58 -2.92
RANDOM LENGTH LUMBER - CME -13.9 -9.0 -21.21 29.80 9.9 3.4 -37.00 18.90
E-MINI S&P 500 STOCK INDEX - CME 0.4 0.3 -10.80 8.50 -3.3 -8.1 -23.90 5.10
S&P 500 Consolidated - CME 0.5 1.1 -3.90 5.30 0.0 -0.8 -8.10 2.60
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 13.7 7.6 -14.30 24.95 -12.8 -8.2 -30.90 15.65
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 5.3 11.1 -17.84 42.74 -10.9 -12.3 -41.10 24.64
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 20.50 -8.9 0.0 -27.47 31.50
BLOOMBERG COMMODITY INDEX - CBOT -28.6 -18.8 -32.02 18.72 27.6 20.1 -20.94 31.50