CFTC legacy, December 29th, 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 21.3 21.8 -32.65 28.20 -30.1 -30.2 -48.85 41.45
JAPANESE YEN - CME 24.4 23.4 -42.65 28.80 -34.2 -32.0 -33.65 55.80
BRITISH POUND STERLING - CME 3.4 4.2 -32.85 28.90 -8.9 -8.2 -46.90 43.25
CANADIAN DOLLAR - CME 9.9 6.5 -30.30 36.70 -26.7 -23.9 -56.05 36.10
AUSTRALIAN DOLLAR - CME -4.7 -3.3 -31.12 49.52 -9.2 -7.1 -71.50 44.14
NEW ZEALAND DOLLAR - CME 26.2 28.2 -31.86 63.76 -33.3 -34.8 -72.12 36.76
SWISS FRANC - CME 22.5 21.1 -39.97 28.30 -41.6 -38.8 -51.24 60.10
MEXICAN PESO - CME -3.7 -5.8 -35.05 66.55 0.6 2.9 -71.65 37.55
RUSSIAN RUBLE - CME 8.5 7.3 -3.35 48.14 -9.7 -9.2 -49.48 4.20
BRAZILIAN REAL - CME -24.7 -25.2 -64.38 45.94 20.1 20.2 -48.28 64.98
U.S. DOLLAR INDEX - ICE US -40.5 -42.8 -28.60 61.30 41.1 44.0 -69.70 39.70
3-MONTH EURODOLLARS - CME 9.3 9.7 -13.90 17.25 -8.3 -8.7 -16.20 17.65
30-DAY FEDERAL FUNDS - CBOT 9.8 8.5 -11.95 29.50 -9.4 -8.2 -30.45 15.15
2-YEAR U.S. TREASURY NOTES - CBOT -7.1 -8.5 -11.90 12.90 3.3 4.7 -12.82 15.56
5-YEAR U.S. TREASURY NOTES - CBOT -7.2 -8.6 -10.05 15.35 7.2 8.7 -12.60 14.20
10-YEAR U.S. TREASURY NOTES - CBOT 0.8 1.6 -9.70 10.40 -0.2 -0.4 -8.25 15.15
ULTRA 10-YEAR U.S. T-NOTES - CBOT 12.8 14.4 -5.74 9.30 -4.0 -5.1 -0.72 14.70
U.S. TREASURY BONDS - CBOT -15.0 -14.8 -11.95 5.85 15.1 14.7 -7.40 15.65
ULTRA U.S. TREASURY BONDS - CBOT -24.2 -24.5 -25.90 3.80 24.1 24.7 -6.90 21.15
LIGHT SWEET CRUDE - NYMEX 24.1 24.8 -1.06 23.26 -26.0 -26.9 -24.46 2.10
LIGHT SWEET CRUDE - ICE EUROPE 7.0 5.6 0.86 21.62 -6.3 -4.9 -20.94 -0.86
BRENT CRUDE OIL LAST DAY - NYMEX -22.7 -22.3 -34.81 -4.58 21.4 22.1 5.99 35.41
NATURAL GAS ICE HENRY HUB - ICE US 14.1 14.3 1.00 18.40 -14.1 -14.5 -18.80 -1.12
NATURAL GAS - NYMEX 0.7 1.5 -21.50 2.40 -2.3 -3.4 -7.16 17.26
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 30.0 27.6 -11.50 19.57 -32.4 -29.9 -20.37 10.59
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -24.6 -22.9 -30.29 4.23 23.4 22.6 -6.59 30.13
NATURAL GAS AECO FIN BASIS - ICE US -0.2 -0.4 -3.50 5.50 -0.3 -0.2 -4.90 3.40
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX 5.2 4.7 -4.76 11.30 -9.9 -9.2 -17.30 3.16
GASOLINE BLENDSTOCK (RBOB) - NYMEX 18.7 16.9 13.20 26.00 -21.4 -19.4 -29.30 -13.86
COAL (API 2) CIF ARA SWAP FUT - NYMEX -10.9 -10.9 -18.48 21.29 10.5 9.9 -20.39 18.48
GOLD - COMEX 48.3 49.6 6.70 44.65 -55.2 -56.2 -52.50 -10.70
COPPER-GRADE #1 - COMEX 28.9 28.8 -18.80 22.95 -33.1 -32.5 -31.40 20.50
SILVER - COMEX 32.3 33.4 4.40 41.30 -44.6 -45.1 -61.10 -13.55
PLATINUM - NYMEX 43.5 38.0 16.20 63.15 -56.0 -50.1 -73.30 -23.30
PALLADIUM - NYMEX 30.0 28.6 10.31 63.30 -38.0 -34.9 -70.40 -11.60
CORN - CBOT 29.7 25.8 -6.00 25.00 -27.3 -23.6 -19.65 10.40
SUGAR NO. 11 - ICE US 23.2 22.4 -9.06 24.80 -28.5 -27.5 -31.60 7.36
SOYBEANS - CBOT 29.0 28.3 -6.50 26.80 -27.9 -27.7 -27.05 12.45
WHEAT-SRW - CBOT 7.0 5.3 -15.90 10.10 -3.4 -1.9 -12.15 17.15
WHEAT-HRW - CBOT 27.2 26.7 -7.75 29.15 -27.5 -26.5 -27.75 7.40
SOYBEAN OIL - CBOT 30.1 25.9 -8.50 24.85 -34.0 -30.3 -30.65 8.10
SOYBEAN MEAL - CBOT 29.1 26.2 -3.45 26.15 -34.7 -31.9 -36.15 -0.15
LIVE CATTLE - CME 20.7 20.7 -0.20 29.60 -17.5 -17.8 -23.50 8.35
FEEDER CATTLE - CME 7.1 7.2 -4.70 29.60 10.4 8.9 -2.10 21.90
LEAN HOGS - CME 17.4 17.2 -7.35 22.65 -10.5 -9.9 -18.35 15.00
COCOA - ICE US 14.8 14.9 -10.16 29.80 -17.9 -17.8 -33.70 6.90
COFFEE C - ICE US 15.8 15.2 -14.70 25.90 -18.0 -17.6 -29.30 10.60
COTTON NO. 2 - ICE US 36.3 37.6 -16.10 35.26 -41.2 -41.9 -40.32 14.72
MILK, Class III - CME 38.8 35.6 -9.85 28.40 -27.1 -25.4 -17.45 23.35
ROUGH RICE - CBOT 21.2 22.1 -24.24 28.86 -28.1 -31.8 -43.78 21.04
OATS - CBOT 44.0 42.8 -2.76 38.46 -59.5 -57.2 -56.16 -3.20
RANDOM LENGTH LUMBER - CME 10.6 10.3 -20.82 29.60 -30.9 -34.6 -36.80 18.41
E-MINI S&P 500 STOCK INDEX - CME -1.3 -0.9 -10.60 8.30 -0.3 -0.3 -23.40 5.20
S&P 500 Consolidated - CME -1.8 -0.9 -4.00 5.10 0.3 -0.3 -7.80 3.30
E-MINI S&P 400 STOCK INDEX - CME 10.4 8.9 -15.90 22.80 -21.9 -20.7 -33.26 10.42
MSCI EMERGING MKTS MINI INDEX - ICE US 12.4 15.2 3.30 21.12 -14.8 -17.7 -23.80 -6.68
MSCI EAFE MINI INDEX - ICE US 7.6 7.5 3.30 22.40 -8.6 -8.6 -24.72 -5.46
VIX FUTURES - CBOE FUTURES EXCHANGE -34.7 -35.0 -30.28 13.32 37.5 38.3 -20.78 30.10
NASDAQ-100 STOCK INDEX (MINI) - CME 9.1 14.7 -14.30 24.80 -10.5 -14.6 -30.45 15.65
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -15.2 -16.0 -18.64 42.08 8.3 13.2 -40.20 25.70
NIKKEI STOCK AVERAGE YEN DENOM - CME 29.6 28.0 -4.00 37.00 15.9 19.0 -25.10 38.10
NIKKEI STOCK AVERAGE - CME -14.9 -7.2 -25.30 20.50 16.0 13.2 -27.66 31.48
BLOOMBERG COMMODITY INDEX - CBOT -14.4 -14.5 -32.60 16.00 13.4 13.7 -16.84 31.92