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Page No. 1 10YEAR U.S. TREASURY NOTES
01-27-2012
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
3.00 24Jan12 138445 188195 70 1212317 1073872 -43877 -136380 51 221031 264908 -94568 -51815 22 256652 351220 1708405 20012 13003
2.00 17Jan12 -49750 -65411 8 1094088 1143838 92503 72227 98 286446 193943 -42753 -6816 61 288027 330780 1688393 109414 13116
1.00 10Jan12 15661 5202 29 1033830 1018169 20276 14040 73 242671 222395 -35937 -19242 66 277106 313043 1578979 81423 13023
0.00 3Jan12 10459 -17139 28 992990 982531 6236 9217 68 211727 205491 -16695 7922 80 272906 289601 1497556 21678 13019
-1.00 27Dec11 27598 -6087 33 992181 964583 -2981 19560 65 206185 209166 -24617 -13473 75 261599 286216 1475878 11117 13000
-2.00 20Dec11 33685 54651 35 997779 964094 -22541 -34333 58 177468 200009 -11144 -20318 85 268259 279403 1464761 11771 13020
-3.00 13Dec11 -20966 -19107 17 942787 963753 11792 2013 70 205417 193625 9174 17094 100 290019 280845 1452990 46090 13013
-4.00 6Dec11 -1859 6634 23 913045 914904 9779 -7522 70 198523 188744 -7920 888 87 272959 280879 1406900 -149543 12911
-5.00 29Nov11 -8493 -31407 21 1019566 1028059 17301 32592 72 209733 192432 -8808 -1185 86 289909 298717 1556443 34405 13017
-6.00 22Nov11 22914 -72721 32 978571 955657 -15291 84251 61 214024 229315 -7623 -11530 87 298126 305749 1522038 41670 13025
-7.00 15Nov11 95635 -26720 55 984924 889289 -99542 -3367 32 190194 289736 3907 30087 96 280083 276176 1480368 -4319 13011
-8.00 8Nov11 122355 -12513 64 992268 869913 -96175 32518 33 184410 280585 -26180 -20005 73 291791 317971 1484687 31146 13001
-9.00 1Nov11 134868 26305 68 975798 840930 -128693 -62813 22 179068 307761 -6175 36508 88 282427 288602 1453541 -50627 13009
-10.00 25Oct11 108563 -55081 60 1000812 892249 -65880 70303 43 204311 270191 -42683 -15222 61 274787 317470 1504168 9827 12907
-11.00 18Oct11 163644 -52496 78 1059650 896006 -136183 37653 19 157906 294089 -27461 14843 72 261392 288853 1494341 -40853 12826
-12.00 11Oct11 216140 95027 95 1109880 893740 -173836 -59822 6 137600 311436 -42304 -35205 61 273360 315664 1535194 38813 12809
-13.00 4Oct11 121113 8409 64 1036473 915360 -114014 -19069 27 154499 268513 -7099 10660 88 289437 296536 1496381 -58952 13030
-14.00 27Sep11 112704 -29498 61 1074360 961656 -94945 18236 33 165486 260431 -17759 11262 80 298010 315769 1555333 -11602 12918
-15.00 20Sep11 142202 52494 71 1112265 970063 -113181 -30280 27 153064 266245 -29021 -22214 71 282151 311172 1566935 -82988 13016
-16.00 13Sep11 89708 30469 54 1163778 1074070 -82901 -46949 38 161297 244198 -6807 16480 88 304526 311333 1649923 -116293 13002
Page No. 2 10YEAR U.S. TREASURY NOTES
01-27-2012
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
-17.00 6Sep11 59239 31950 44 1239348 1180109 -35952 -36089 54 205257 241209 -23287 4139 76 297805 321092 1766216 -245606 13008
-18.00 30Aug11 27289 -33071 33 1428479 1401190 137 13735 66 231773 231636 -27426 19336 72 290192 317618 2011822 66350 13012
-19.00 23Aug11 60360 18050 44 1365669 1305309 -13598 -3911 62 252568 266166 -46762 -14139 58 281916 328678 1945472 -25805 13007
-20.00 16Aug11 42310 4989 38 1386384 1344074 -9687 -19501 63 252285 261972 -32623 14512 68 295476 328099 1971277 82953 13002
-21.00 9Aug11 37321 -51880 36 1267697 1230376 9814 82760 70 277345 267531 -47135 -30880 58 290984 338119 1888324 24696 12917
-22.00 2Aug11 89201 30226 53 1261946 1172745 -72946 -48599 41 262924 335870 -16255 18373 81 296287 312542 1863628 -36987 12630
-23.00 26Jul11 58975 -9141 43 1277028 1218053 -24347 14176 58 283467 307814 -34628 -5035 67 299700 334328 1900615 -15048 12526
-24.00 19Jul11 68116 -18237 46 1289809 1221693 -38523 25933 53 304794 343317 -29593 -7696 71 295292 324885 1915663 100918 12500
-25.00 12Jul11 86353 -50564 52 1228822 1142469 -64456 28267 44 270439 334895 -21897 22297 77 290750 312647 1814745 50262 12409
-26.00 5Jul11 136917 16245 69 1224104 1087187 -92723 -25760 34 222040 314763 -44194 9515 60 289252 333446 1764483 -41190 12222
-27.00 28Jun11 120672 58526 64 1244493 1123821 -66963 -53384 43 235796 302759 -53709 -5142 53 299459 353168 1805673 -51396 12314
-28.00 21Jun11 62146 -36728 44 1241166 1179020 -13579 36769 62 283445 297024 -48567 -41 56 290088 338655 1857069 26493 12320
-29.00 14Jun11 98874 36813 57 1238159 1139285 -50348 -14078 49 245495 295843 -48526 -22735 56 313133 361659 1830576 11327 12217
-30.00 7Jun11 62061 -68247 44 1195420 1133359 -36270 42302 54 260827 297097 -25791 25945 74 325532 351323 1819249 -153887 12309
-31.00 31May11 130308 1254 67 1316861 1186553 -78572 5343 39 258916 337488 -51736 -6597 54 347709 399445 1973136 29783 12331
-32.00 24May11 129054 -70284 66 1324584 1195530 -83915 66129 37 225486 309401 -45139 4155 59 344624 389763 1943353 49340 12303
-33.00 17May11 199338 8817 90 1324194 1124856 -150044 -18244 14 226464 376508 -49294 9427 56 304847 354141 1894013 142447 12227
-34.00 10May11 190521 35588 87 1217467 1026946 -131800 -75689 21 197751 329551 -58721 40101 49 305475 364196 1751566 47384 12129
-35.00 3May11 154933 6087 75 1164909 1009976 -56111 -21697 47 219432 275543 -98822 15610 19 291477 390299 1704182 44045 12113
-36.00 26Apr11 148846 -17474 73 1150294 1001448 -34414 18478 54 211100 245514 -114432 -1004 7 274135 388567 1660137 34021 12024
Page No. 3 10YEAR U.S. TREASURY NOTES
01-27-2012
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
-37.00 19Apr11 166320 -39007 79 1150461 984141 -52892 29022 48 202211 255103 -113428 9985 8 241016 354444 1626116 -28084 12001
-38.00 12Apr11 205327 3341 92 1142665 937338 -81914 -1249 38 211171 293085 -123413 -2092 0 272553 395966 1654200 48827 11903
-39.00 5Apr11 201986 86229 90 1105903 903917 -80665 -64526 38 210683 291348 -121321 -21703 2 263924 385245 1605373 36831 11824
-40.00 29Mar11 115757 -7170 62 1067162 951405 -16139 42291 61 208546 224685 -99618 -35121 18 263222 362840 1568542 -25853 11825
-41.00 22Mar11 122927 -49617 64 1086761 963834 -58430 59314 46 219555 277985 -64497 -9697 44 264707 329204 1594395 -4303 12004
-42.00 15Mar11 172544 18201 81 1104851 932307 -117744 -61027 25 174536 292280 -54800 42826 52 291088 345888 1598698 51320 12024
-43.00 8Mar11 154343 18713 75 1093930 939587 -56717 17241 47 184288 241005 -97626 -35954 19 241862 339488 1547378 69995 11811
-44.00 1Mar11 135630 -93981 69 1012167 876537 -73958 74271 41 167110 241068 -61672 19710 47 266787 328459 1477383 -113320 12016
-45.00 22Feb11 229611 33109 100 1112164 882553 -148229 -31725 15 171359 319588 -81382 -1384 32 281422 362804 1590703 27968 12001
-46.00 15Feb11 196502 18592 89 1083587 887085 -116504 -20349 26 182412 298916 -79998 1757 33 250795 330793 1562735 55832 11822
-47.00 8Feb11 177910 -1194 83 1034784 856874 -96155 37675 33 176183 272338 -81755 -36481 31 265320 347075 1506903 141367 11726
-48.00 1Feb11 179104 4955 83 940550 761446 -133830 -19512 20 139750 273580 -45274 14557 59 272381 317655 1365536 -5312 12011
-49.00 25Jan11 174149 25200 81 959321 785172 -114318 -27756 27 130886 245204 -59831 2556 48 264672 324503 1370848 44149 12029
-50.00 18Jan11 148949 9614 73 902264 753315 -86562 -5866 36 150250 236812 -62387 -3748 46 258582 320969 1326699 -23323 12024
-51.00 11Jan11 139335 9821 70 912230 772895 -80696 -4303 38 160460 241156 -58639 -5518 49 261470 320109 1350022 -7088 12017
-52.00 4Jan11 129514 -9319 67 934179 804665 -76393 29200 40 155704 232097 -53121 -19881 53 250510 303631 1357110 22408 12010
-53.00 28Dec10 138833 -912 70 915546 776713 -105593 -27670 30 147554 253147 -33240 28582 68 262050 295290 1334702 -21092 11903
-54.00 21Dec10 139745 98541 70 931985 792240 -77923 -69819 39 174375 252298 -61822 -28722 46 238253 300075 1355794 5061 12011
-55.00 14Dec10 41204 -56485 38 876307 835103 -8104 37270 63 190452 198556 -33100 19215 68 270445 303545 1350733 32339 11904
-56.00 7Dec10 97689 13514 56 874316 776627 -45374 22281 51 157786 203160 -52315 -35795 54 270030 322345 1318394 -34658 12112
Page No. 4 10YEAR U.S. TREASURY NOTES
01-27-2012
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
-57.00 30Nov10 84175 69338 52 871067 786892 -67655 -94936 43 143975 211630 -16520 25598 81 304388 320908 1353052 -123754 12430
-58.00 23Nov10 14837 71528 29 928020 913183 27281 -70065 76 237822 210541 -42118 -1463 61 270013 312131 1476806 -47174 12513
-59.00 16Nov10 -56691 -19875 5 910362 967053 97346 38685 100 290379 193033 -40655 -18810 62 277441 318096 1523980 -41858 12502
-60.00 9Nov10 -36816 -30999 12 934205 971021 58661 20332 87 278164 219503 -21845 10667 77 303857 325702 1565838 15366 12616
-61.00 2Nov10 -5817 -1287 22 978898 984715 38329 22573 80 235124 196795 -32512 -21286 69 285526 318038 1550472 35513 12618
-62.00 26Oct10 -4530 70231 23 960544 965074 15756 -51591 72 211434 195678 -11226 -18640 85 297674 308900 1514959 -82797 12521
-63.00 19Oct10 -74761 -19858 0 973959 1048720 67347 11599 90 259147 191800 7414 8259 99 322688 315274 1597756 -91855 12631
-64.00 12Oct10 -54903 -43310 6 1083195 1138098 55748 32151 86 256441 200693 -845 11159 92 321243 322088 1689611 -17153 12631
-65.00 5Oct10 -11593 -5943 20 1145184 1156777 23597 -11518 74 232628 209031 -12004 17461 84 297112 309116 1706764 52854 12620
-66.00 28Sep10 -5650 27565 22 1127026 1132676 35115 -18220 78 216519 181404 -29465 -9345 71 293693 323158 1653910 4368 12611
-67.00 21Sep10 -33215 -42284 13 1100423 1133638 53335 27447 85 233397 180062 -20120 14837 78 283808 303928 1649542 -13466 12514
-68.00 14Sep10 9069 -15219 27 1144378 1135309 25888 4108 75 209351 183463 -34957 11111 67 274552 309509 1663008 -104275 12415
-69.00 7Sep10 24288 84106 32 1229050 1204762 21780 -41139 74 204926 183146 -46068 -42967 58 285375 331443 1767283 -183727 12427
-70.00 31Aug10 -59818 -74819 4 1317348 1377166 62919 82839 88 220815 157896 -3101 -8020 91 330101 333202 1951010 -104200 12613
-71.00 24Aug10 15001 -41810 29 1463528 1448527 -19920 27657 59 204962 224882 4919 14153 97 324169 319250 2055210 63184 12614
-72.00 17Aug10 56811 -1644 43 1449496 1392685 -47577 4311 50 196506 244083 -9234 -2667 86 293536 302770 1992026 9023 12521
-73.00 10Aug10 58455 -153510 43 1440778 1382323 -51888 139264 48 187193 239081 -6567 14246 88 304226 310793 1983003 175112 12502
-74.00 3Aug10 211965 43910 94 1394564 1182599 -191152 -50601 0 159205 350357 -20813 6691 77 218723 239536 1807891 -24082 12331
-75.00 27Jul10 168055 0 79 1347055 1179000 -140551 0 18 167919 308470 -27504 0 72 285017 312521 1831973 0 12209
Page No. 5 10YEAR U.S. TREASURY NOTES
01-27-2012
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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