CFTC TFF, February 5th, futures and options, net positions relative to OI

Name Dealers Dealers last week Dealers 10th pctile Dealers 90th pctile Asset managers Asset last week Asset 10th pctile Asset 90th pctile Leveraged money Leveraged last week Leveraged 10th pctile Leveraged 90th pctile
EURO FX - CME -19.7 -17.8 -36.40 31.60 28.2 27.0 -8.90 20.80 -14.2 -14.6 -25.30 19.50
JAPANESE YEN - CME -9.7 -8.7 -39.70 42.20 7.7 10.0 -9.10 24.70 -2.5 -8.0 -31.90 26.40
BRITISH POUND STERLING - CME 14.3 14.1 -37.00 53.60 -7.4 -8.2 -27.80 0.40 -4.7 -4.4 -24.20 38.80
CANADIAN DOLLAR - CME 24.9 34.3 -51.00 32.00 0.1 -5.1 -8.30 16.30 -29.9 -29.9 -29.60 29.60
AUSTRALIAN DOLLAR - CME 20.8 28.4 -68.20 52.20 -6.0 -9.6 -22.50 12.20 -9.8 -9.6 -18.30 49.40
NEW ZEALAND DOLLAR - CME 7.0 24.8 -66.60 45.76 18.9 3.7 -28.95 6.40 -16.4 -12.0 -28.13 59.20
SWISS FRANC - CME 48.4 46.8 -38.30 56.40 -27.6 -24.3 -5.70 0.90 -0.9 -2.8 -32.10 21.90
MEXICAN PESO - CME -54.3 -53.9 -75.00 12.00 54.9 49.9 3.00 34.80 12.8 6.8 -30.50 63.20
RUSSIAN RUBLE - CME -66.9 -69.6 -73.52 0.82 80.0 78.3 0.00 34.73 -9.4 -6.4 -3.94 45.45
BRAZILIAN REAL - CME -9.9 5.2 -72.08 57.41 -21.9 -20.6 -31.38 24.77 18.5 7.6 -13.07 52.37
U.S. DOLLAR INDEX - ICE US -63.0 -60.4 -65.70 34.80 16.6 18.7 -4.70 24.30 40.2 36.7 -39.80 28.00
3-MONTH EURODOLLARS - CME 6.8 6.9 -17.60 17.50 -3.8 -3.4 -8.10 16.20 0.5 0.1 -6.70 6.20
30-DAY FEDERAL FUNDS - CBOT 12.8 6.6 -15.70 18.30 1.2 0.7 -2.00 6.30 -10.9 -5.9 -13.30 10.00
2-YEAR U.S. TREASURY NOTES - CBOT -3.8 -6.9 -9.20 4.60 31.5 29.9 -16.70 20.80 -35.2 -31.6 -18.40 27.90
5-YEAR U.S. TREASURY NOTES - CBOT -5.7 -6.9 -9.50 8.70 39.2 41.3 -17.60 32.90 -28.8 -29.1 -21.30 18.10
10-YEAR U.S. TREASURY NOTES - CBOT -3.2 -5.0 -7.80 8.20 20.7 23.3 -17.60 18.30 -18.2 -18.6 -10.50 15.80
ULTRA 10-YEAR U.S. T-NOTES - CBOT -12.5 -15.9 -9.00 2.60 9.4 10.6 -24.70 0.80 5.3 8.4 10.80 36.20
U.S. TREASURY BONDS - CBOT -6.8 -8.2 -18.30 1.80 12.2 11.1 1.10 36.00 -3.5 -2.8 -13.70 3.70
ULTRA U.S. TREASURY BONDS - CBOT -18.6 -19.1 -40.62 -9.60 58.3 58.9 37.60 66.54 -47.8 -49.3 -39.34 -25.76
E-MINI S&P 500 STOCK INDEX - CME -10.2 -14.5 -22.50 -0.20 16.8 17.7 11.50 31.50 -4.7 -2.9 -17.10 -2.60
S&P 500 Consolidated - CME -6.9 -11.5 -20.39 1.39 14.3 15.4 7.81 26.50 -3.1 -1.2 -11.09 -2.91
E-MINI S&P 400 STOCK INDEX - CME 8.0 5.3 -43.00 4.30 -3.3 -3.7 -9.30 20.50 -2.8 -3.6 -5.50 24.00
MSCI EMERGING MKTS MINI INDEX - ICE US -61.3 -60.9 -69.60 -17.29 58.3 57.6 11.69 48.91 -0.2 1.0 -13.83 17.70
MSCI EAFE MINI INDEX - ICE US -51.4 -51.4 -59.70 -11.11 50.2 47.8 13.49 43.20 -0.3 -0.1 -10.32 19.51
VIX FUTURES - CBOE FUTURES EXCHANGE 1.0 -5.6 -33.34 26.31 11.0 18.9 0.18 13.92 -10.7 -13.0 -31.60 20.91
NASDAQ-100 STOCK INDEX (MINI) - CME 13.5 12.2 -57.90 16.00 2.8 -2.7 -7.00 37.10 -7.7 -1.6 -11.10 23.20
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -5.8 -11.7 -48.70 6.00 11.1 11.5 -4.90 17.40 0.6 6.9 -4.80 37.20
NIKKEI STOCK AVERAGE YEN DENOM - CME 6.2 2.8 -31.30 22.90 16.6 15.6 0.70 20.60 29.0 31.0 -8.50 33.20
NIKKEI STOCK AVERAGE - CME 6.8 7.1 -55.60 21.50 38.7 37.5 14.20 50.80 -65.0 -62.0 -27.70 9.30
BLOOMBERG COMMODITY INDEX - CBOT 0.5 -1.4 -47.73 11.42 10.5 -3.8 8.87 68.12 -15.8 -0.1 -66.79 20.81