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Page No. 1 10YEAR U.S. TREASURY NOTES
12-12-2008
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
49.00 9Dec08 50465 28448 77 735835 685370 11383 -5135 19 151521 140138 -61848 -23313 78 194266 256114 1096954 -23914 12225
48.00 2Dec08 22017 37899 73 734282 712265 16518 -57971 20 155733 139215 -38535 20072 91 216556 255091 1120868 -134600 12508
47.00 25Nov08 -15882 -45369 68 757751 773633 74489 58114 27 177850 103361 -58607 -12745 79 306100 364707 1255468 28712 12105
46.00 18Nov08 29487 -31280 74 784071 754584 16375 21806 20 183921 167546 -45862 9474 87 238396 284258 1226756 -14782 11815
45.00 11Nov08 60767 13466 78 805164 744397 -5431 -25856 17 193066 198497 -55336 12390 81 227731 283067 1241538 -1397 11600
44.00 4Nov08 47301 -40453 76 805304 758003 20425 47107 20 200831 180406 -67726 -6654 74 224806 292532 1242935 -65073 11504
43.00 28Oct08 87754 7455 82 850313 762559 -26682 -23185 14 200274 226956 -61072 15730 78 243010 304082 1308008 -55645 11411
42.00 21Oct08 80299 -6674 81 912532 832233 -3497 18476 17 226466 229963 -76802 -11802 69 209103 285905 1363653 -54361 11416
41.00 14Oct08 86973 62471 82 943627 856654 -21973 -73027 14 237615 259588 -65000 10556 76 223443 288443 1418014 -42030 11204
40.00 7Oct08 24502 -51278 73 932028 907526 51054 99776 24 260936 209882 -75556 -48498 70 249440 324996 1460044 -55220 11704
39.00 30Sep08 75780 -4754 80 1018973 943193 -48722 -27507 11 199164 247886 -27058 32261 98 283972 311030 1515264 -81734 11420
38.00 23Sep08 80534 27846 81 1071590 991056 -21215 -10671 14 232273 253488 -59319 -17175 79 274465 333784 1596998 -126213 11427
37.00 16Sep08 52688 17926 77 1117438 1064750 -10544 -31998 16 229651 240195 -42144 14072 89 331041 373185 1723211 11742 11722
36.00 9Sep08 34762 -575 75 1097909 1063147 21454 -2528 20 263653 242199 -56216 3103 81 304048 360264 1711469 -87468 11629
35.00 2Sep08 35337 6935 75 1118855 1083518 23982 29255 21 287367 263385 -59319 -36190 79 315554 374873 1798937 18935 11712
34.00 26Aug08 28402 -77423 74 1119838 1091436 -5273 57774 17 268580 273853 -23129 19649 100 315415 338544 1780002 -124190 11625
33.00 19Aug08 105825 -6507 84 1206941 1101116 -63047 8575 9 260535 323582 -42778 -2068 89 352574 395352 1904192 40672 11608
32.00 12Aug08 112332 -20326 85 1212689 1100357 -71622 12814 8 257165 328787 -40710 7512 90 330641 371351 1863520 46147 11523
31.00 5Aug08 132658 -85649 88 1235200 1102542 -84436 43516 6 240683 325119 -48222 42133 85 291756 339978 1817373 50928 11423
30.00 29Jul08 218307 50086 100 1225063 1006756 -127952 -18936 0 231008 358960 -90355 -31150 61 271725 362080 1766445 -13290 11409
Page No. 2 10YEAR U.S. TREASURY NOTES
12-12-2008
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
29.00 22Jul08 168221 87920 93 1169364 1001143 -109016 -65439 3 263760 372776 -59205 -22481 79 309902 369107 1779735 -29392 11315
28.00 15Jul08 80301 14002 81 1182491 1102190 -43577 -59399 11 279045 322622 -36724 45397 92 318434 355158 1809127 -34706 11514
27.00 8Jul08 66299 -51196 79 1212755 1146456 15822 29104 20 298244 282422 -82121 22092 66 301869 383990 1843833 -4868 11508
26.00 1Jul08 117495 -9223 86 1260550 1143055 -13282 -16339 16 266942 280224 -104213 25562 53 287124 391337 1848701 -52978 11328
25.00 24Jun08 126718 -32072 87 1308391 1181673 3057 9085 18 284955 281898 -129775 22987 38 253958 383733 1901679 -63340 11230
24.00 17Jun08 158790 64356 91 1348638 1189848 -6028 -29724 17 302610 308638 -152762 -34632 25 266712 419474 1965019 -69605 11124
23.00 10Jun08 94434 15776 83 1382391 1287957 23696 -43345 21 319788 296092 -118130 27569 45 278830 396960 2034624 -123821 11210
22.00 3Jun08 78658 -3923 81 1471965 1393307 67041 24527 26 346362 279321 -145699 -20604 29 278538 424237 2158445 -17485 11405
21.00 27May08 82581 6416 81 1479963 1397382 42514 12207 23 332245 289731 -125095 -18623 41 293372 418467 2175930 5819 11426
20.00 20May08 76165 -40018 80 1450052 1373887 30307 68113 21 355874 325567 -106472 -28095 52 293619 400091 2170111 53866 11531
19.00 13May08 116183 -72692 86 1451875 1335692 -37806 45003 12 303256 341062 -78377 27689 68 302403 380780 2116245 -622 11430
18.00 6May08 188875 -6803 96 1502284 1313409 -82809 -22246 6 283389 366198 -106066 29049 52 290683 396749 2116867 33668 11427
17.00 29Apr08 195678 5465 96 1513264 1317586 -60563 34258 9 263991 324554 -135115 -39723 35 267594 402709 2083199 1693 11513
16.00 22Apr08 190213 -5307 96 1522710 1332497 -94821 -9076 5 248867 343688 -95392 14383 58 273341 368733 2081506 -13486 11608
15.00 15Apr08 195520 15197 96 1496309 1300789 -85745 171 6 271683 357428 -109775 -15368 50 286532 396307 2094992 49205 11713
14.00 8Apr08 180323 7280 94 1476387 1296064 -85916 -729 6 250034 335950 -94407 -6551 59 284423 378830 2045787 -26339 11715
13.00 1Apr08 173043 14889 93 1470526 1297483 -85187 -3630 6 269253 354440 -87856 -11259 62 294270 382126 2072126 -20994 11723
12.00 25Mar08 158154 42183 91 1477605 1319451 -81557 -69153 6 273315 354872 -76597 26970 69 293645 370242 2093120 -97483 11817
11.00 18Mar08 115971 285406 86 1493172 1377201 -12404 -235705 16 310692 323096 -103567 -49701 53 325969 429536 2190603 -167727 11830
9.00 4Mar08 -169435 -132546 47 1391610 1561045 223301 54096 48 603544 380243 -53866 78450 82 319966 373832 2358330 -112100 11707
Page No. 3 10YEAR U.S. TREASURY NOTES
12-12-2008
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
8.00 26Feb08 -36889 12147 65 1561753 1598642 169205 27031 40 532123 362918 -132316 -39178 37 301120 433436 2470430 -103252 11531
7.00 19Feb08 -49036 -38212 63 1587545 1636581 142174 23711 37 588565 446391 -93138 14501 59 301361 394499 2573682 -12781 11520
6.00 12Feb08 -10824 -5325 68 1568827 1579651 118463 5374 33 581738 463275 -107639 -49 51 336475 444114 2586463 11134 11629
5.00 5Feb08 -5499 14372 69 1554984 1560483 113089 3764 33 597183 484094 -107590 -18136 51 341379 448969 2575329 35534 11714
4.00 29Jan08 -19871 41087 67 1577603 1597474 109325 -62007 32 528080 418755 -89454 20920 62 341199 430653 2539795 -32151 11617
3.00 22Jan08 -60958 10605 62 1558950 1619908 171332 34320 41 569773 398441 -110374 -44925 49 350892 461266 2571946 117534 11727
2.00 15Jan08 -71563 31825 60 1479050 1550613 137012 -43413 36 556775 419763 -65449 11588 75 358734 424183 2454412 163984 11603
1.00 8Jan08 -103388 56284 56 1350189 1453577 180425 -55612 42 571874 391449 -77037 -672 69 331529 408566 2290428 166476 11505
0.00 31Dec07 -159672 13624 48 1213532 1373204 236037 -12389 49 597365 361328 -76365 -1235 69 287576 363941 2123952 -54086 11313
-1.00 24Dec07 -173296 41199 46 1237792 1411088 248426 -44564 51 633034 384608 -75130 3365 70 282892 358022 2178038 -76544 11203
-2.00 18Dec07 -214495 80650 41 1240872 1455367 292990 -83407 57 658688 365698 -78495 2757 68 325206 403701 2254582 -166279 11227
-3.00 11Dec07 -295145 82585 30 1272636 1567781 376397 -65690 68 764576 388179 -81252 -16895 66 343336 424588 2420861 -123682 11320
-4.00 4Dec07 -377730 -26637 19 1338652 1716382 442087 32953 77 795185 353098 -64357 -6316 76 362330 426687 2544543 -92460 11330
-5.00 27Nov07 -351093 -39981 22 1493081 1844174 409134 -52322 73 724696 315562 -58041 92303 80 349337 407378 2637003 102531 11331
-6.00 20Nov07 -311112 -22090 28 1443351 1754463 461456 94238 80 782193 320737 -150344 -72148 26 214519 364863 2534472 -193398 11305
-7.00 13Nov07 -289022 50255 31 1485395 1774417 367218 -25423 67 777830 410612 -78196 -24832 68 359792 437988 2727870 47841 11123
-8.00 6Nov07 -339277 -116782 24 1468306 1807583 392641 81598 71 774242 381601 -53364 35184 82 353676 407040 2680029 138582 11028
-9.00 30Oct07 -222495 -61700 40 1431601 1654096 311043 46023 60 684436 373393 -88548 15677 62 353803 442351 2541447 -21025 11021
-10.00 23Oct07 -160795 -10123 48 1472946 1633741 265020 1672 53 672032 407012 -104225 8451 53 340664 444889 2562472 52572 11017
-11.00 16Oct07 -150672 55891 49 1445011 1595683 263348 -34713 53 668658 405310 -112676 -21178 48 328333 441009 2509900 58151 10826
Page No. 4 10YEAR U.S. TREASURY NOTES
12-12-2008
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
-12.00 9Oct07 -206563 76174 42 1373384 1579947 298061 -51455 58 675387 377326 -91498 -24719 60 325848 417346 2451749 59106 10822
-13.00 2Oct07 -282737 -53863 32 1276692 1559429 349516 56932 65 706010 356494 -66779 -3069 75 332449 399228 2392643 121326 10920
-14.00 25Sep07 -228874 9791 39 1246764 1475638 292584 -18484 57 629290 336706 -63710 8693 76 329025 392735 2271317 42951 10902
-15.00 18Sep07 -238665 1009 38 1192432 1431097 311068 -22321 60 630925 319857 -72403 21312 71 316236 388639 2228366 -75735 10928
-16.00 11Sep07 -239674 27893 37 1243856 1483530 333389 6411 63 622737 289348 -93715 -34304 59 321700 415415 2304101 -14379 11014
-17.00 4Sep07 -267567 54778 34 1290915 1558482 326978 -65852 62 618248 291270 -59411 11074 79 328169 387580 2318480 -223669 10902
-18.00 28Aug07 -322345 96853 26 1435496 1757841 392830 -86551 71 695265 302435 -70485 -10302 73 307614 378099 2542149 -251806 10916
-19.00 21Aug07 -419198 100043 13 1539419 1958617 479381 -129111 82 814621 335240 -60183 29068 78 316139 376322 2793955 -126298 10903
-20.00 14Aug07 -519241 -29125 0 1556905 2076146 608492 1983 100 944829 336337 -89251 27142 62 315235 404486 2920253 -138668 10728
-21.00 7Aug07 -490116 -60810 3 1707394 2197510 606509 91903 100 953514 347005 -116393 -31093 46 299212 415605 3058921 113308 10718
-22.00 31Jul07 -429306 -190531 12 1668818 2098124 514606 162340 87 872561 357955 -85300 28191 64 316511 401811 2945613 132662 10714
-23.00 24Jul07 -238775 -66341 38 1644494 1883269 352266 16533 65 755885 403619 -113491 49808 48 291540 405031 2812951 -58529 10611
-24.00 17Jul07 -172434 -52095 47 1685963 1858397 335733 55497 63 817098 481365 -163299 -3402 19 270524 433823 2871480 19044 10511
-25.00 10Jul07 -120339 32030 54 1698532 1818871 280236 -67549 55 773959 493723 -159897 35519 21 289187 449084 2852436 68899 10520
-26.00 3Jul07 -152369 -1641 49 1663447 1815816 347785 2351 65 791672 443887 -195416 -710 0 265793 461209 2783537 -6370 10519
-27.00 26Jun07 -150728 -82678 49 1658266 1808994 345434 100130 64 770942 425508 -194706 -17452 0 285978 480684 2789907 -102639 10509
-28.00 19Jun07 -68050 31778 61 1763762 1831812 245304 -923 51 769510 524206 -177254 -30855 11 297733 474987 2892546 -60227 10508
-29.00 12Jun07 -99828 0 56 1797831 1897659 246227 0 51 725791 479564 -146399 0 28 336311 482710 2952773 0 10406
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