CFTC TFF, April 16th, 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 -8.1 -6.2 -36.40 31.60 24.1 22.4 -8.90 21.30 -20.0 -20.8 -25.30 19.50
JAPANESE YEN - CME 40.2 34.7 -39.30 42.10 -17.6 -19.1 -9.40 23.30 -18.9 -13.5 -31.70 26.40
BRITISH POUND STERLING - CME -3.1 0.7 -36.50 53.60 -4.0 -4.5 -27.80 0.30 11.1 8.5 -24.10 38.60
CANADIAN DOLLAR - CME 26.2 22.8 -50.90 31.90 -1.2 1.0 -8.10 16.10 -27.4 -26.9 -29.60 29.00
AUSTRALIAN DOLLAR - CME 33.5 38.9 -68.10 52.20 -20.1 -23.2 -22.70 12.20 -5.7 -9.0 -18.20 49.40
NEW ZEALAND DOLLAR - CME 29.6 19.3 -66.53 45.49 -15.8 -4.7 -28.80 6.43 -5.5 -7.7 -27.75 59.20
SWISS FRANC - CME 63.8 58.8 -38.20 57.80 -27.8 -29.3 -7.50 0.90 -12.3 -6.8 -31.90 21.80
MEXICAN PESO - CME -59.8 -61.1 -75.00 11.90 51.4 51.9 3.00 36.00 19.0 19.6 -30.40 62.90
RUSSIAN RUBLE - CME -80.1 -81.5 -74.17 0.37 90.1 91.4 0.00 46.87 -10.3 -9.9 -4.87 45.07
BRAZILIAN REAL - CME 41.7 42.6 -71.71 57.02 -72.8 -74.5 -34.59 24.67 27.3 31.6 -11.54 52.24
U.S. DOLLAR INDEX - ICE US -50.2 -49.2 -65.70 32.50 37.5 38.7 -4.70 24.80 6.0 4.3 -39.60 28.00
3-MONTH EURODOLLARS - CME 5.1 4.8 -17.60 17.30 -4.9 -4.5 -8.10 16.20 1.5 1.0 -6.70 6.20
30-DAY FEDERAL FUNDS - CBOT 16.1 17.0 -15.70 18.30 1.4 2.0 -2.00 6.20 -22.9 -23.7 -13.70 10.00
2-YEAR U.S. TREASURY NOTES - CBOT -4.9 -5.1 -9.20 4.50 33.5 33.4 -16.40 21.80 -38.9 -38.5 -19.40 27.90
5-YEAR U.S. TREASURY NOTES - CBOT -6.2 -5.8 -9.50 8.60 29.2 29.6 -17.50 33.20 -24.4 -24.5 -22.80 18.10
10-YEAR U.S. TREASURY NOTES - CBOT -0.4 -0.3 -7.70 8.20 13.3 14.9 -17.50 18.50 -16.1 -16.6 -11.30 15.70
ULTRA 10-YEAR U.S. T-NOTES - CBOT -5.3 -6.1 -9.00 2.60 -0.9 -1.5 -24.40 3.30 2.8 4.5 8.60 36.10
U.S. TREASURY BONDS - CBOT -5.3 -4.8 -18.30 1.70 8.3 7.9 1.20 35.80 -4.3 -4.7 -13.60 3.60
ULTRA U.S. TREASURY BONDS - CBOT -17.5 -17.5 -40.44 -9.66 56.5 56.1 37.66 66.44 -49.0 -49.3 -39.78 -25.86
E-MINI S&P 500 STOCK INDEX - CME -11.2 -10.3 -22.40 -0.20 22.9 22.6 11.50 31.40 -4.6 -5.1 -17.10 -2.60
S&P 500 Consolidated - CME -12.0 -11.0 -20.29 1.29 21.2 21.2 7.90 26.49 -3.7 -4.0 -11.00 -2.91
E-MINI S&P 400 STOCK INDEX - CME -9.1 -9.1 -43.00 4.30 7.1 8.0 -9.30 20.50 -5.7 -5.3 -5.50 23.90
MSCI EMERGING MKTS MINI INDEX - ICE US -65.3 -64.8 -69.51 -17.30 62.1 61.8 11.79 49.61 0.6 0.5 -13.26 17.61
MSCI EAFE MINI INDEX - ICE US -49.2 -47.8 -59.70 -11.47 48.9 47.6 13.59 43.71 -2.4 -2.6 -10.12 19.50
VIX FUTURES - CBOE FUTURES EXCHANGE 17.7 17.6 -32.85 26.21 3.1 8.3 0.18 13.81 -22.7 -26.3 -31.51 20.81
NASDAQ-100 STOCK INDEX (MINI) - CME 4.7 0.5 -57.70 16.00 10.7 14.1 -6.90 37.10 -11.3 -11.1 -11.20 23.20
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -41.8 -39.2 -48.70 5.80 34.1 23.8 -4.70 17.60 5.4 15.4 -4.60 36.90
NIKKEI STOCK AVERAGE YEN DENOM - CME -32.5 -28.3 -31.30 22.70 20.5 21.2 0.90 20.60 45.8 39.4 -8.40 33.90
NIKKEI STOCK AVERAGE - CME 22.2 22.0 -55.50 21.70 45.7 39.4 14.30 50.50 -76.9 -69.3 -29.00 9.30
BLOOMBERG COMMODITY INDEX - CBOT 0.8 1.4 -47.34 11.31 73.2 74.6 8.16 68.41 -78.4 -77.4 -72.09 19.54