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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