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Page No. 1 10YEAR U.S. TREASURY NOTES
05-07-2010
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
18.00 4May10 256704 19287 73 1249253 992549 -257880 -39631 5 103141 361021 1176 20344 82 311334 310158 1702628 2697 11806
17.00 27Apr10 237417 -48053 68 1232617 995200 -218249 27462 16 129472 347721 -19168 20591 67 299226 318394 1699931 28297 11722
16.00 20Apr10 285470 -71103 80 1252163 966693 -245711 29030 8 124235 369946 -39759 42073 52 263037 302796 1671634 42 11625
15.00 13Apr10 356573 34732 100 1237777 881204 -274741 -30008 0 87297 362038 -81832 -4724 22 318469 400301 1671592 111901 11610
14.00 6Apr10 321841 37862 90 1167238 845397 -244733 5184 9 92636 337369 -77108 -43046 25 251231 328339 1559691 56389 11507
13.00 30Mar10 283979 130172 80 1117297 833318 -249917 -92371 7 98428 348345 -34062 -37801 56 246923 280985 1503302 13118 11530
12.00 23Mar10 153807 90591 45 980210 826403 -157546 -67949 34 169649 327195 3739 -22642 84 268737 264998 1490184 56322 11707
11.00 16Mar10 63216 -37499 21 882959 819743 -89597 16799 53 180089 269686 26381 20700 100 302247 275866 1433862 80101 11709
10.00 9Mar10 100715 1546 31 849275 748560 -106396 1530 48 158634 265030 5681 -3076 85 271432 265751 1353761 -37488 11703
9.00 2Mar10 99169 -29909 30 871520 772351 -107926 17460 48 155310 263236 8757 12449 87 283987 275230 1391249 -12923 11828
8.00 23Feb10 129078 -27509 38 893212 764134 -125386 19449 43 110019 235405 -3692 8060 78 285216 288908 1404172 -28921 11802
7.00 16Feb10 156587 -7743 46 939833 783246 -144835 -3532 37 164972 309807 -11752 11275 73 267524 279276 1433093 22702 11809
6.00 9Feb10 164330 23555 48 934857 770527 -141303 -11493 38 146647 287950 -23027 -12062 64 270964 293991 1410391 5756 11806
5.00 2Feb10 140775 -59600 42 903169 762394 -129810 20656 42 168508 298318 -10965 38944 73 277773 288738 1404635 71816 11800
4.00 26Jan10 200375 14278 58 892616 692241 -150466 -6665 36 135138 285604 -49909 -7613 45 256382 306291 1332819 54854 11730
3.00 19Jan10 186097 -50097 54 858339 672242 -143801 46907 37 123328 267129 -42296 3190 51 256228 298524 1277965 24962 11703
2.00 12Jan10 236194 14573 67 840148 603954 -190708 -41476 24 126967 317675 -45486 26903 48 245101 290587 1253003 35599 11624
1.00 5Jan10 221621 50004 63 796975 575354 -149232 -12876 36 155429 304661 -72389 -37128 29 227441 299830 1217404 57997 11604
0.00 29Dec09 171617 63801 50 746976 575359 -136356 -51386 40 151758 288114 -35261 -12415 56 237256 272517 1159407 -12203 11521
-1.00 22Dec09 107816 50606 33 739597 631781 -84970 -32189 54 162320 247290 -22846 -18417 65 245353 268199 1171610 -6814 11605
Page No. 2 10YEAR U.S. TREASURY NOTES
05-07-2010
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-2.00 15Dec09 57210 30044 19 712896 655686 -52781 -44110 64 168175 220956 -4429 14066 78 268185 272614 1178424 -51558 11708
-3.00 8Dec09 27166 11801 11 727739 700573 -8671 641 76 194890 203561 -18495 -12442 68 273053 291548 1229982 -128569 11823
-4.00 1Dec09 15365 -58155 8 794741 779376 -9312 60880 76 201898 211210 -6053 -2725 77 295165 301218 1358551 -586 12025
-5.00 24Nov09 73520 -30863 24 842715 769195 -70192 26531 59 190719 260911 -3328 4332 79 287235 290563 1359137 457 12003
-6.00 17Nov09 104383 -60379 32 847811 743428 -96723 -25346 51 175751 272474 -7660 85725 75 279955 287615 1358680 62052 11924
-8.00 9Nov09 164762 -3314 48 855584 690822 -71377 15174 58 144927 216304 -93385 -11860 14 242089 335474 1296628 49252 11819
-8.00 3Nov09 168076 -11754 49 823052 654976 -86551 -15330 54 126764 213315 -81525 27084 22 247072 328597 1247376 -2310 11806
-9.00 27Oct09 179830 96263 52 825444 645614 -71221 -30449 58 132258 203479 -108609 -65814 3 250854 359463 1249686 -27250 11729
-10.00 20Oct09 83567 14735 26 808734 725167 -40772 -1269 67 170497 211269 -42795 -13466 50 247442 290237 1276936 23913 11820
-11.00 13Oct09 68832 23799 22 794016 725184 -39503 -28288 67 151317 190820 -29329 4489 60 259427 288756 1253023 15476 11821
-12.00 6Oct09 45033 -63898 16 754531 709498 -11215 56086 75 172339 183554 -33818 7812 57 264863 298681 1237547 83637 11901
-13.00 29Sep09 108931 -26124 33 727190 618259 -67301 28842 59 138958 206259 -41630 -2718 51 267430 309060 1153910 36124 11809
-14.00 22Sep09 135055 20330 40 733108 598053 -96143 -9143 51 116934 213077 -38912 -11187 53 249300 288212 1117786 23331 11704
-15.00 15Sep09 114725 -48875 35 712676 597951 -87000 27472 54 105018 192018 -27725 21403 61 260571 288296 1094455 -28714 11706
-16.00 8Sep09 163600 19675 48 759553 595953 -114472 10862 46 89131 203603 -49128 -30537 46 251764 300892 1123169 -34249 11700
-17.00 1Sep09 143925 -13602 42 786164 642239 -125334 -55707 43 88321 213655 -18591 69309 68 264325 282916 1157418 25274 11830
-18.00 25Aug09 157527 -64469 46 788831 631304 -69627 43251 59 97088 166715 -87900 21218 18 230395 318295 1132144 -10920 11728
-19.00 18Aug09 221996 -8180 63 830373 608377 -112878 4910 46 87807 200685 -109118 3270 2 214804 323922 1143064 -12509 11716
-20.00 11Aug09 230176 14057 66 831433 601257 -117788 -602 45 87510 205298 -112388 -13455 0 225425 337813 1155573 76264 11602
-21.00 4Aug09 216119 3152 62 762033 545914 -117186 -4452 45 78317 195503 -98933 1300 10 229835 328768 1079309 -13289 11600
Page No. 3 10YEAR U.S. TREASURY NOTES
05-07-2010
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-22.00 28Jul09 212967 72204 61 782845 569878 -112734 -37106 46 78091 190825 -100233 -35098 9 223402 323635 1092598 33007 11602
-23.00 21Jul09 140763 -10380 42 721390 580627 -75628 34586 57 85467 161095 -65135 -24206 34 243396 308531 1059591 19009 11720
-24.00 14Jul09 151143 -22684 44 722202 571059 -110214 14635 47 69487 179701 -40929 8049 51 243482 284411 1040582 -8456 11720
-25.00 7Jul09 173827 2861 50 696805 522978 -124849 -12456 43 96441 221290 -48978 9595 46 244367 293345 1049038 24393 11710
-26.00 30Jun09 170966 35250 50 702013 531047 -112393 -25246 46 95099 207492 -58573 -10004 39 219949 278522 1024645 -6779 11607
-27.00 23Jun09 135716 11795 40 696412 560696 -87147 6580 54 87392 174539 -48569 -18375 46 239518 288087 1031424 -58212 11514
-28.00 16Jun09 123921 10107 37 721756 597835 -93727 3921 52 97715 191442 -30194 -14028 59 254308 284502 1089636 12738 11505
-29.00 9Jun09 113814 -43611 34 740216 626402 -97648 37524 51 74337 171985 -16166 6087 69 246194 262360 1076898 -82833 11322
-30.00 2Jun09 157425 -56041 46 789705 632280 -135172 44237 40 68232 203404 -22253 11804 65 258321 280574 1159731 -56632 11712
-31.00 26May09 213466 71504 61 867867 654401 -179409 -100430 27 36062 215471 -34057 28926 56 266687 300744 1216363 65081 11811
-32.00 19May09 141962 25448 42 849346 707384 -78979 -27383 56 74839 153818 -62983 1935 36 203040 266023 1151282 23295 12021
-33.00 12May09 116514 -35276 35 811562 695048 -51596 44953 64 101301 152897 -64918 -9677 34 204864 269782 1127987 100634 12110
-34.00 5May09 151790 26661 45 748101 596311 -96549 -14629 51 69030 165579 -55241 -12032 41 203490 258731 1027353 -9116 12027
-35.00 28Apr09 125129 1130 37 740395 615266 -81920 6360 55 68899 150819 -43209 -7490 50 224233 267442 1036469 24097 12118
-36.00 21Apr09 123999 45002 37 726045 602046 -88280 -50563 53 69083 157363 -35719 5561 55 213339 249058 1012372 -32236 12212
-37.00 14Apr09 78997 -12797 25 724082 645085 -37717 22625 68 107754 145471 -41280 -9828 51 207037 248317 1044608 65145 12317
-38.00 7Apr09 91794 19763 28 687086 595292 -60342 -13601 61 78764 139106 -31452 -6162 58 205812 237264 979463 -63711 12206
-39.00 31Mar09 72031 29314 23 694424 622393 -46741 -5090 65 116758 163499 -25290 -24224 63 225886 251176 1043174 9334 12404
-40.00 24Mar09 42717 -37009 15 690414 647697 -41651 25885 67 94016 135667 -1066 11124 80 231859 232925 1033840 56865 12406
-41.00 17Mar09 79726 -10372 25 671107 591381 -67536 -7036 59 88401 155937 -12190 17408 72 204818 217008 976975 18581 12030
Page No. 4 10YEAR U.S. TREASURY NOTES
05-07-2010
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
-42.00 10Mar09 90098 21617 28 673014 582916 -60500 2495 61 81869 142369 -29598 -24112 60 194032 223630 958394 -37978 12026
-43.00 3Mar09 68481 1939 22 665475 596994 -62995 -36067 61 81324 144319 -5486 34128 77 238121 243607 996372 107777 12222
-44.00 24Feb09 66542 37981 22 635884 569342 -26928 -18314 71 101054 127982 -39614 -19667 52 140971 180585 888595 -177858 12227
-45.00 17Feb09 28561 -20593 11 681395 652834 -8614 -539 76 138987 147601 -19947 21132 67 240882 260829 1066453 11607 12414
-46.00 10Feb09 49154 -29428 17 693445 644291 -8075 -6253 76 151864 159939 -41079 35681 51 202472 243551 1054846 -13383 12303
-47.00 3Feb09 78582 35837 25 743352 664770 -1822 -26675 78 131725 133547 -76760 -9162 26 185662 262422 1068229 36786 12217
-48.00 27Jan09 42745 -29593 15 696089 653344 24853 22714 86 135685 110832 -67598 6879 32 191742 259340 1031443 -11332 12423
-49.00 20Jan09 72338 12816 23 702628 630290 2139 -8025 79 128587 126448 -74477 -4791 27 205135 279612 1042775 16434 12608
-50.00 13Jan09 59522 13087 20 697730 638208 10164 -5287 82 128396 118232 -69686 -7800 31 192350 262036 1026341 -11873 12607
-51.00 6Jan09 46435 10982 16 681518 635083 15451 -660 83 158122 142671 -61886 -10322 36 193093 254979 1038214 3896 12411
-52.00 30Dec08 35453 -12391 13 697455 662002 16111 6508 83 148665 132554 -51564 5883 44 182809 234373 1034318 -16413 12709
-54.00 22Dec08 47844 -17240 17 713059 665215 9603 6925 81 152166 142563 -57447 10315 40 178710 236157 1050731 -50754 12704
-54.00 16Dec08 65084 14619 21 764550 699466 2678 -8705 79 145257 142579 -67762 -5914 32 184833 252595 1101485 4531 12620
-55.00 9Dec08 50465 28448 17 735835 685370 11383 -5135 82 151521 140138 -61848 -23313 36 194266 256114 1096954 -23914 12225
-56.00 2Dec08 22017 37899 10 734282 712265 16518 -57971 83 155733 139215 -38535 20072 53 216556 255091 1120868 -134600 12508
-57.00 25Nov08 -15882 -45369 0 757751 773633 74489 58114 100 177850 103361 -58607 -12745 39 306100 364707 1255468 28712 12105
-58.00 18Nov08 29487 -31280 12 784071 754584 16375 21806 83 183921 167546 -45862 9474 48 238396 284258 1226756 -14782 11815
-59.00 11Nov08 60767 13466 20 805164 744397 -5431 -25856 77 193066 198497 -55336 12390 41 227731 283067 1241538 -1397 11600
-60.00 4Nov08 47301 0 16 805304 758003 20425 0 85 200831 180406 -67726 0 32 224806 292532 1242935 0 11504
Page No. 5 10YEAR U.S. TREASURY NOTES
05-07-2010
COMMITMENTS OF TRADERS DATA ANALYSIS
<----D TE--->| <------- COMMERCL CONTRACT -------- ------>| <------- SPECULAT CONTRACT -------- ----->| <--SMALL TRADER-- -------- ------ ---->| | |
WEEKS DAY | | | NET | | | | | NET | | | | | NET | | | OPEN | OPEN |
FR LAS MOS | NET QTY| NET CHG| COMM | QTY | QTY | NET QTY| NET CHG| SPECUL | QTY | QTY | NET QTY| NET CHG| SMALL | QTY | QTY | INTER-| INT CHG| FUTUR
JAN 01 YEAR | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT | LNG-SHT| FR PREV| INDEX | LONG | SHORT| EST | FR PREV| PRICE
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