CFTC legacy, January 22nd, 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 -7.8 -6.2 -33.90 28.62 1.1 0.1 -50.06 43.30
JAPANESE YEN - CME -18.6 -20.2 -43.06 30.68 15.9 17.2 -34.26 56.88
BRITISH POUND STERLING - CME -24.7 -27.5 -33.06 29.68 30.7 34.8 -47.96 44.38
CANADIAN DOLLAR - CME -37.1 -38.3 -30.66 37.26 41.5 41.8 -57.26 36.98
AUSTRALIAN DOLLAR - CME -29.9 -30.3 -29.49 50.16 41.3 42.2 -72.53 43.40
NEW ZEALAND DOLLAR - CME -13.8 -9.6 -24.30 65.50 20.8 15.6 -72.67 30.87
SWISS FRANC - CME -25.9 -24.4 -40.66 28.30 45.1 41.5 -52.28 60.30
MEXICAN PESO - CME 30.8 30.1 -36.54 67.50 -32.7 -32.0 -72.56 39.86
RUSSIAN RUBLE - CME 21.8 4.5 -2.80 40.10 -21.6 -3.3 -45.20 3.90
BRAZILIAN REAL - CME 0.2 -8.3 -49.69 50.43 -8.5 0.4 -53.43 49.65
U.S. DOLLAR INDEX - ICE US 55.9 55.9 -29.80 61.50 -57.1 -56.4 -69.91 42.04
3-MONTH EURODOLLARS - CME -11.7 -12.0 -14.88 17.20 15.7 15.8 -16.36 18.52
30-DAY FEDERAL FUNDS - CBOT -4.3 -5.5 -12.56 30.50 5.1 6.1 -32.22 16.00
2-YEAR U.S. TREASURY NOTES - CBOT -9.8 -10.0 -11.50 13.67 8.6 9.0 -13.87 16.07
5-YEAR U.S. TREASURY NOTES - CBOT -3.9 -6.6 -10.10 15.90 4.4 7.2 -13.40 14.76
10-YEAR U.S. TREASURY NOTES - CBOT -3.2 -5.0 -9.80 11.36 2.8 3.9 -8.60 15.60
ULTRA 10-YEAR U.S. T-NOTES - CBOT -6.3 -6.4 -3.62 9.00 14.7 13.8 1.46 13.86
U.S. TREASURY BONDS - CBOT -2.2 -2.7 -11.50 6.30 1.0 2.3 -7.80 15.66
ULTRA U.S. TREASURY BONDS - CBOT -27.1 -24.8 -18.22 4.30 21.2 18.9 -7.56 14.62
LIGHT SWEET CRUDE - NYMEX 16.3 14.6 -1.67 21.10 -16.4 -14.7 -21.77 2.67
LIGHT SWEET CRUDE - ICE EUROPE 13.1 12.8 0.40 11.90 -13.5 -13.1 -12.45 -0.40
BRENT CRUDE OIL LAST DAY - NYMEX -18.1 -18.1 -35.50 -3.20 18.4 18.5 4.40 36.14
NATURAL GAS ICE HENRY HUB - ICE US 3.7 3.0 1.21 18.70 -4.2 -3.7 -19.20 -1.31
NATURAL GAS - NYMEX 1.3 0.3 -21.70 2.30 -4.5 -3.4 -7.57 17.67
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 22.6 21.8 -10.70 18.00 -23.2 -22.5 -19.20 10.00
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -5.6 -7.7 -31.30 5.84 5.4 7.6 -8.16 29.50
NATURAL GAS AECO FIN BASIS - ICE US 0.1 -0.1 -4.41 6.41 -1.1 -0.9 -6.20 4.50
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX -2.2 -1.5 -4.77 11.50 -0.2 -0.6 -17.60 3.20
GASOLINE BLENDSTOCK (RBOB) - NYMEX 19.0 20.6 13.10 26.00 -18.9 -20.4 -29.30 -13.55
COAL (API 2) CIF ARA SWAP FUT - NYMEX -8.4 -6.9 -9.89 23.38 9.5 7.8 -23.13 10.57
GOLD - COMEX 14.5 17.5 5.22 42.76 -17.9 -21.6 -51.60 -7.46
COPPER-GRADE #1 - COMEX -9.0 -10.2 -19.16 22.40 8.1 9.9 -31.78 21.20
SILVER - COMEX 25.6 27.2 4.24 42.36 -34.4 -37.3 -62.10 -13.50
PLATINUM - NYMEX 2.8 9.3 16.34 63.60 -13.1 -18.8 -73.70 -23.34
PALLADIUM - NYMEX 50.9 52.7 8.90 63.80 -51.5 -53.0 -71.20 -8.30
CORN - CBOT 8.9 8.2 -5.46 25.20 -7.8 -7.5 -19.50 10.50
SUGAR NO. 11 - ICE US 0.3 -0.5 -8.47 24.80 -2.5 -1.8 -31.70 6.70
SOYBEANS - CBOT -1.7 -0.6 -6.56 26.80 7.1 5.8 -27.06 12.80
WHEAT-SRW - CBOT 4.3 3.8 -16.36 10.16 -2.2 -1.4 -13.50 17.40
WHEAT-HRW - CBOT 3.2 0.1 -6.16 29.66 -6.4 -3.0 -28.36 7.40
SOYBEAN OIL - CBOT 3.4 0.1 -9.10 24.76 -5.0 -1.3 -30.90 8.60
SOYBEAN MEAL - CBOT 9.4 10.3 -3.64 26.60 -12.7 -13.3 -36.46 -0.14
LIVE CATTLE - CME 27.5 27.8 -0.60 29.50 -22.2 -22.4 -23.00 8.50
FEEDER CATTLE - CME -1.9 0.4 -4.60 30.36 11.4 9.9 -2.46 22.40
LEAN HOGS - CME 2.1 4.2 -8.50 23.06 1.5 -1.0 -18.46 15.50
COCOA - ICE US 10.2 11.1 -10.87 30.50 -11.3 -12.4 -34.30 7.70
COFFEE C - ICE US -14.9 -18.0 -14.40 26.30 11.9 14.5 -29.70 10.10
COTTON NO. 2 - ICE US 6.7 6.6 -16.87 35.67 -6.9 -6.7 -40.70 15.14
MILK, Class III - CME -0.9 2.6 -10.46 26.92 20.4 14.3 -16.60 25.08
ROUGH RICE - CBOT -36.7 -34.8 -22.92 28.64 36.8 35.8 -45.24 20.47
OATS - CBOT 32.7 30.1 -3.17 33.90 -49.9 -50.1 -52.71 -2.53
RANDOM LENGTH LUMBER - CME -23.8 -29.6 -20.00 29.80 18.8 21.9 -37.20 19.12
E-MINI S&P 500 STOCK INDEX - CME -0.2 2.4 -11.06 8.96 -3.2 -5.3 -25.02 5.50
S&P 500 Consolidated - CME 1.7 3.2 -4.10 5.50 -1.9 -3.8 -8.30 2.92
E-MINI S&P 400 STOCK INDEX - CME 7.7 8.2 -17.21 23.10 -12.8 -13.3 -33.77 12.17
MSCI EMERGING MKTS MINI INDEX - ICE US 18.2 18.3 2.28 22.03 -19.2 -19.4 -25.03 -7.11
MSCI EAFE MINI INDEX - ICE US 16.1 16.5 2.71 23.13 -16.5 -16.7 -25.70 -5.87
VIX FUTURES - CBOE FUTURES EXCHANGE -6.5 -2.5 -23.97 16.74 7.9 3.0 -30.78 23.70
NASDAQ-100 STOCK INDEX (MINI) - CME -6.8 -7.1 -15.20 25.40 11.8 16.5 -31.52 15.88
DOW JONES INDUSTRIAL AVG- x $5 - CBOT 24.4 29.5 -18.40 41.25 -17.6 -22.1 -39.95 25.60
NIKKEI STOCK AVERAGE YEN DENOM - CME 33.8 32.9 -4.41 37.10 13.7 12.1 -24.81 39.31
NIKKEI STOCK AVERAGE - CME -55.5 -51.3 -19.76 20.80 46.7 43.6 -28.10 29.98
BLOOMBERG COMMODITY INDEX - CBOT -14.3 -13.5 -30.50 21.58 13.0 11.8 -27.82 29.43