CFTC legacy, September 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 28.7 27.2 -32.97 28.20 -36.0 -35.8 -48.99 41.59
JAPANESE YEN - CME 17.5 15.4 -42.79 29.07 -25.8 -23.2 -33.49 56.00
BRITISH POUND STERLING - CME 1.9 1.5 -32.99 28.90 -3.0 -5.9 -47.39 43.48
CANADIAN DOLLAR - CME -16.0 -11.5 -30.39 36.70 4.2 -9.2 -56.46 36.29
AUSTRALIAN DOLLAR - CME 12.3 12.3 -31.20 49.60 -16.2 -19.1 -71.50 44.30
NEW ZEALAND DOLLAR - CME 13.8 9.0 -31.90 64.10 -21.7 -15.0 -72.30 36.80
SWISS FRANC - CME 30.7 23.0 -40.00 28.00 -42.2 -42.0 -51.40 60.30
MEXICAN PESO - CME 19.5 19.7 -35.10 66.69 -21.5 -22.1 -71.70 37.69
RUSSIAN RUBLE - CME -18.5 27.5 -2.13 49.32 23.7 -26.5 -50.91 3.03
BRAZILIAN REAL - CME -68.0 -66.4 -63.58 46.22 70.2 67.9 -48.46 64.50
U.S. DOLLAR INDEX - ICE US -31.8 -28.9 -28.60 61.40 28.8 30.1 -69.70 38.98
3-MONTH EURODOLLARS - CME 11.3 9.0 -13.99 17.39 -10.3 -7.3 -16.29 17.88
30-DAY FEDERAL FUNDS - CBOT 13.5 14.1 -12.18 29.77 -13.3 -14.0 -30.50 15.29
2-YEAR U.S. TREASURY NOTES - CBOT -12.7 -12.0 -11.60 13.00 9.1 8.0 -13.00 15.60
5-YEAR U.S. TREASURY NOTES - CBOT -6.9 -7.6 -9.79 15.40 4.9 5.6 -12.69 14.20
10-YEAR U.S. TREASURY NOTES - CBOT 2.5 0.4 -9.79 10.50 -4.3 -1.8 -8.30 15.29
ULTRA 10-YEAR U.S. T-NOTES - CBOT 14.6 9.3 -6.20 7.95 -7.1 -2.4 0.90 14.75
U.S. TREASURY BONDS - CBOT -13.3 -12.6 -11.50 5.90 11.1 10.6 -7.49 15.20
ULTRA U.S. TREASURY BONDS - CBOT -28.5 -29.5 -25.70 3.80 25.0 27.6 -6.99 20.70
LIGHT SWEET CRUDE - NYMEX 23.3 21.3 -1.10 22.90 -24.3 -22.5 -24.00 2.10
LIGHT SWEET CRUDE - ICE EUROPE 18.6 22.6 0.80 21.88 -17.6 -21.8 -21.08 -0.72
BRENT CRUDE OIL LAST DAY - NYMEX -11.2 -11.0 -34.90 -4.40 10.8 11.1 5.85 35.50
NATURAL GAS ICE HENRY HUB - ICE US 17.3 17.8 0.96 18.40 -17.6 -18.0 -18.82 -1.00
NATURAL GAS - NYMEX 3.6 4.0 -21.50 2.10 -5.4 -6.1 -7.10 17.30
NATURAL GAS HENRY HUB LAST DAY FIN - NYMEX 18.7 17.0 -11.70 18.10 -21.2 -19.5 -19.50 10.73
NATURAL GAS HENRY HUB PENULTIMATE FIN - NYMEX -28.8 -30.9 -30.11 4.44 27.9 30.2 -6.87 29.12
NATURAL GAS AECO FIN BASIS - ICE US -0.5 -0.9 -3.60 5.54 0.1 0.2 -5.00 3.44
#2 HEATING OIL, NY HARBOR-ULSD - NYMEX 1.1 1.4 -4.80 11.30 -2.1 -1.6 -17.30 3.20
GASOLINE BLENDSTOCK (RBOB) - NYMEX 15.5 16.0 13.20 26.00 -15.8 -16.4 -29.30 -13.82
COAL (API 2) CIF ARA SWAP FUT - NYMEX -18.8 -19.4 -18.72 21.92 18.5 16.4 -20.74 18.50
GOLD - COMEX 38.1 41.7 6.61 44.29 -46.3 -49.3 -52.29 -10.42
COPPER-GRADE #1 - COMEX 26.9 24.0 -18.89 21.98 -27.3 -25.5 -30.09 20.70
SILVER - COMEX 24.7 23.6 4.21 41.39 -33.7 -34.4 -61.28 -13.50
PLATINUM - NYMEX 17.1 31.4 16.20 63.29 -29.1 -42.2 -73.30 -23.30
PALLADIUM - NYMEX 32.0 31.8 10.18 63.40 -37.1 -40.9 -70.53 -11.34
CORN - CBOT 10.5 7.7 -6.18 24.90 -6.2 -4.3 -19.39 10.49
SUGAR NO. 11 - ICE US 23.9 21.3 -9.10 24.20 -27.4 -24.4 -31.20 7.60
SOYBEANS - CBOT 22.4 22.4 -6.59 26.50 -20.7 -20.8 -26.60 12.59
WHEAT-SRW - CBOT 6.7 7.6 -15.90 10.10 -3.0 -2.9 -12.29 17.20
WHEAT-HRW - CBOT 10.1 6.9 -7.80 29.20 -9.9 -7.1 -27.80 7.49
SOYBEAN OIL - CBOT 26.4 25.3 -8.59 24.60 -30.4 -29.0 -30.59 8.20
SOYBEAN MEAL - CBOT 19.6 15.3 -3.77 26.10 -24.1 -20.4 -36.20 -0.10
LIVE CATTLE - CME 21.2 22.6 -0.29 29.60 -17.9 -18.5 -23.50 8.40
FEEDER CATTLE - CME 4.8 7.4 -4.60 29.69 3.8 2.6 -2.10 21.99
LEAN HOGS - CME 21.2 20.5 -7.50 22.70 -18.1 -17.3 -18.40 15.09
COCOA - ICE US 15.3 19.1 -10.20 29.90 -17.5 -21.4 -33.70 7.00
COFFEE C - ICE US 22.4 24.5 -14.80 26.00 -23.8 -26.2 -29.50 10.70
COTTON NO. 2 - ICE US 26.4 26.1 -16.10 35.20 -28.2 -28.3 -40.20 14.90
MILK, Class III - CME 31.9 30.5 -9.99 27.29 -24.8 -21.9 -16.90 23.40
ROUGH RICE - CBOT 28.5 27.9 -24.60 28.50 -38.9 -39.2 -44.00 21.30
OATS - CBOT 34.1 30.3 -2.88 38.08 -63.2 -59.7 -55.50 -3.12
RANDOM LENGTH LUMBER - CME 8.5 14.9 -21.10 29.65 -21.5 -23.6 -36.85 18.60
E-MINI S&P 500 STOCK INDEX - CME 2.4 0.7 -10.69 8.39 -1.2 2.6 -23.68 5.38
S&P 500 Consolidated - CME 2.0 1.0 -4.10 5.14 -1.5 -0.9 -7.88 3.40
E-MINI S&P 400 STOCK INDEX - CME 14.8 11.2 -15.90 22.90 -23.8 -18.5 -33.30 10.70
MSCI EMERGING MKTS MINI INDEX - ICE US 14.5 11.8 3.18 21.20 -16.2 -13.8 -23.92 -6.54
MSCI EAFE MINI INDEX - ICE US 8.3 8.1 3.24 22.46 -9.0 -8.3 -24.86 -5.38
VIX FUTURES - CBOE FUTURES EXCHANGE -35.5 -35.0 -27.80 13.90 36.2 36.0 -22.60 28.60
NASDAQ-100 STOCK INDEX (MINI) - CME -40.5 -23.2 -14.30 24.89 36.0 16.0 -30.60 15.57
DOW JONES INDUSTRIAL AVG- x $5 - CBOT -24.8 -18.0 -18.86 42.36 19.9 12.0 -40.28 25.86
NIKKEI STOCK AVERAGE YEN DENOM - CME 7.3 10.2 -3.74 37.04 11.3 5.9 -25.34 38.34
NIKKEI STOCK AVERAGE - CME -3.2 -10.1 -25.44 20.50 7.6 4.7 -27.42 31.54
BLOOMBERG COMMODITY INDEX - CBOT -14.6 -21.3 -32.66 16.46 13.7 20.6 -17.46 32.00