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Page No. 1 10YEAR U.S. TREASURY NOTES
01-15-2010
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 12Jan10 236194 14573 100 840148 603954 -190708 -41476 0 126967 317675 -45486 26903 60 245101 290587 1253003 35599 11624
1.00 5Jan10 221621 50004 94 796975 575354 -149232 -12876 16 155429 304661 -72389 -37128 36 227441 299830 1217404 57997 11604
0.00 29Dec09 171617 63801 74 746976 575359 -136356 -51386 20 151758 288114 -35261 -12415 69 237256 272517 1159407 -12203 11521
-1.00 22Dec09 107816 50606 49 739597 631781 -84970 -32189 40 162320 247290 -22846 -18417 80 245353 268199 1171610 -6814 11605
-2.00 15Dec09 57210 30044 29 712896 655686 -52781 -44110 52 168175 220956 -4429 14066 97 268185 272614 1178424 -51558 11708
-3.00 8Dec09 27166 11801 17 727739 700573 -8671 641 69 194890 203561 -18495 -12442 84 273053 291548 1229982 -128569 11823
-4.00 1Dec09 15365 -58155 12 794741 779376 -9312 60880 68 201898 211210 -6053 -2725 96 295165 301218 1358551 -586 12025
-5.00 24Nov09 73520 -30863 35 842715 769195 -70192 26531 45 190719 260911 -3328 4332 98 287235 290563 1359137 457 12003
-6.00 17Nov09 104383 -60379 47 847811 743428 -96723 -25346 35 175751 272474 -7660 85725 94 279955 287615 1358680 62052 11924
-8.00 9Nov09 164762 -3314 71 855584 690822 -71377 15174 45 144927 216304 -93385 -11860 17 242089 335474 1296628 49252 11819
-8.00 3Nov09 168076 -11754 72 823052 654976 -86551 -15330 39 126764 213315 -81525 27084 28 247072 328597 1247376 -2310 11806
-9.00 27Oct09 179830 96263 77 825444 645614 -71221 -30449 45 132258 203479 -108609 -65814 3 250854 359463 1249686 -27250 11729
-10.00 20Oct09 83567 14735 39 808734 725167 -40772 -1269 57 170497 211269 -42795 -13466 63 247442 290237 1276936 23913 11820
-11.00 13Oct09 68832 23799 33 794016 725184 -39503 -28288 57 151317 190820 -29329 4489 75 259427 288756 1253023 15476 11821
-12.00 6Oct09 45033 -63898 24 754531 709498 -11215 56086 68 172339 183554 -33818 7812 71 264863 298681 1237547 83637 11901
-13.00 29Sep09 108931 -26124 49 727190 618259 -67301 28842 47 138958 206259 -41630 -2718 64 267430 309060 1153910 36124 11809
-14.00 22Sep09 135055 20330 59 733108 598053 -96143 -9143 36 116934 213077 -38912 -11187 66 249300 288212 1117786 23331 11704
-15.00 15Sep09 114725 -48875 51 712676 597951 -87000 27472 39 105018 192018 -27725 21403 76 260571 288296 1094455 -28714 11706
-16.00 8Sep09 163600 19675 71 759553 595953 -114472 10862 29 89131 203603 -49128 -30537 57 251764 300892 1123169 -34249 11700
-17.00 1Sep09 143925 -13602 63 786164 642239 -125334 -55707 25 88321 213655 -18591 69309 84 264325 282916 1157418 25274 11830
Page No. 2 10YEAR U.S. TREASURY NOTES
01-15-2010
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 25Aug09 157527 -64469 68 788831 631304 -69627 43251 46 97088 166715 -87900 21218 22 230395 318295 1132144 -10920 11728
-19.00 18Aug09 221996 -8180 94 830373 608377 -112878 4910 29 87807 200685 -109118 3270 3 214804 323922 1143064 -12509 11716
-20.00 11Aug09 230176 14057 97 831433 601257 -117788 -602 28 87510 205298 -112388 -13455 0 225425 337813 1155573 76264 11602
-21.00 4Aug09 216119 3152 92 762033 545914 -117186 -4452 28 78317 195503 -98933 1300 12 229835 328768 1079309 -13289 11600
-22.00 28Jul09 212967 72204 90 782845 569878 -112734 -37106 29 78091 190825 -100233 -35098 11 223402 323635 1092598 33007 11602
-23.00 21Jul09 140763 -10380 62 721390 580627 -75628 34586 43 85467 161095 -65135 -24206 42 243396 308531 1059591 19009 11720
-24.00 14Jul09 151143 -22684 66 722202 571059 -110214 14635 30 69487 179701 -40929 8049 64 243482 284411 1040582 -8456 11720
-25.00 7Jul09 173827 2861 75 696805 522978 -124849 -12456 25 96441 221290 -48978 9595 57 244367 293345 1049038 24393 11710
-26.00 30Jun09 170966 35250 74 702013 531047 -112393 -25246 30 95099 207492 -58573 -10004 48 219949 278522 1024645 -6779 11607
-27.00 23Jun09 135716 11795 60 696412 560696 -87147 6580 39 87392 174539 -48569 -18375 57 239518 288087 1031424 -58212 11514
-28.00 16Jun09 123921 10107 55 721756 597835 -93727 3921 37 97715 191442 -30194 -14028 74 254308 284502 1089636 12738 11505
-29.00 9Jun09 113814 -43611 51 740216 626402 -97648 37524 35 74337 171985 -16166 6087 86 246194 262360 1076898 -82833 11322
-30.00 2Jun09 157425 -56041 68 789705 632280 -135172 44237 21 68232 203404 -22253 11804 81 258321 280574 1159731 -56632 11712
-31.00 26May09 213466 71504 90 867867 654401 -179409 -100430 4 36062 215471 -34057 28926 70 266687 300744 1216363 65081 11811
-32.00 19May09 141962 25448 62 849346 707384 -78979 -27383 42 74839 153818 -62983 1935 44 203040 266023 1151282 23295 12021
-33.00 12May09 116514 -35276 52 811562 695048 -51596 44953 52 101301 152897 -64918 -9677 43 204864 269782 1127987 100634 12110
-34.00 5May09 151790 26661 66 748101 596311 -96549 -14629 36 69030 165579 -55241 -12032 51 203490 258731 1027353 -9116 12027
-35.00 28Apr09 125129 1130 55 740395 615266 -81920 6360 41 68899 150819 -43209 -7490 62 224233 267442 1036469 24097 12118
-36.00 21Apr09 123999 45002 55 726045 602046 -88280 -50563 39 69083 157363 -35719 5561 69 213339 249058 1012372 -32236 12212
-37.00 14Apr09 78997 -12797 37 724082 645085 -37717 22625 58 107754 145471 -41280 -9828 64 207037 248317 1044608 65145 12317
Page No. 3 10YEAR U.S. TREASURY NOTES
01-15-2010
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
-38.00 7Apr09 91794 19763 42 687086 595292 -60342 -13601 49 78764 139106 -31452 -6162 73 205812 237264 979463 -63711 12206
-39.00 31Mar09 72031 29314 34 694424 622393 -46741 -5090 54 116758 163499 -25290 -24224 78 225886 251176 1043174 9334 12404
-40.00 24Mar09 42717 -37009 23 690414 647697 -41651 25885 56 94016 135667 -1066 11124 100 231859 232925 1033840 56865 12406
-41.00 17Mar09 79726 -10372 37 671107 591381 -67536 -7036 46 88401 155937 -12190 17408 90 204818 217008 976975 18581 12030
-42.00 10Mar09 90098 21617 42 673014 582916 -60500 2495 49 81869 142369 -29598 -24112 74 194032 223630 958394 -37978 12026
-43.00 3Mar09 68481 1939 33 665475 596994 -62995 -36067 48 81324 144319 -5486 34128 96 238121 243607 996372 107777 12222
-44.00 24Feb09 66542 37981 32 635884 569342 -26928 -18314 62 101054 127982 -39614 -19667 65 140971 180585 888595 -177858 12227
-45.00 17Feb09 28561 -20593 17 681395 652834 -8614 -539 69 138987 147601 -19947 21132 83 240882 260829 1066453 11607 12414
-46.00 10Feb09 49154 -29428 25 693445 644291 -8075 -6253 69 151864 159939 -41079 35681 64 202472 243551 1054846 -13383 12303
-47.00 3Feb09 78582 35837 37 743352 664770 -1822 -26675 71 131725 133547 -76760 -9162 32 185662 262422 1068229 36786 12217
-48.00 27Jan09 42745 -29593 23 696089 653344 24853 22714 81 135685 110832 -67598 6879 40 191742 259340 1031443 -11332 12423
-49.00 20Jan09 72338 12816 35 702628 630290 2139 -8025 73 128587 126448 -74477 -4791 34 205135 279612 1042775 16434 12608
-50.00 13Jan09 59522 13087 29 697730 638208 10164 -5287 76 128396 118232 -69686 -7800 38 192350 262036 1026341 -11873 12607
-51.00 6Jan09 46435 10982 24 681518 635083 15451 -660 78 158122 142671 -61886 -10322 45 193093 254979 1038214 3896 12411
-52.00 30Dec08 35453 -12391 20 697455 662002 16111 6508 78 148665 132554 -51564 5883 55 182809 234373 1034318 -16413 12709
-54.00 22Dec08 47844 -17240 25 713059 665215 9603 6925 76 152166 142563 -57447 10315 49 178710 236157 1050731 -50754 12704
-54.00 16Dec08 65084 14619 32 764550 699466 2678 -8705 73 145257 142579 -67762 -5914 40 184833 252595 1101485 4531 12620
-55.00 9Dec08 50465 28448 26 735835 685370 11383 -5135 76 151521 140138 -61848 -23313 45 194266 256114 1096954 -23914 12225
-56.00 2Dec08 22017 37899 15 734282 712265 16518 -57971 78 155733 139215 -38535 20072 66 216556 255091 1120868 -134600 12508
-57.00 25Nov08 -15882 -45369 0 757751 773633 74489 58114 100 177850 103361 -58607 -12745 48 306100 364707 1255468 28712 12105
Page No. 4 10YEAR U.S. TREASURY NOTES
01-15-2010
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
-58.00 18Nov08 29487 -31280 18 784071 754584 16375 21806 78 183921 167546 -45862 9474 60 238396 284258 1226756 -14782 11815
-59.00 11Nov08 60767 13466 30 805164 744397 -5431 -25856 70 193066 198497 -55336 12390 51 227731 283067 1241538 -1397 11600
-60.00 4Nov08 47301 -40453 25 805304 758003 20425 47107 80 200831 180406 -67726 -6654 40 224806 292532 1242935 -65073 11504
-61.00 28Oct08 87754 7455 41 850313 762559 -26682 -23185 62 200274 226956 -61072 15730 46 243010 304082 1308008 -55645 11411
-62.00 21Oct08 80299 -6674 38 912532 832233 -3497 18476 71 226466 229963 -76802 -11802 32 209103 285905 1363653 -54361 11416
-63.00 14Oct08 86973 62471 40 943627 856654 -21973 -73027 64 237615 259588 -65000 10556 43 223443 288443 1418014 -42030 11204
-64.00 7Oct08 24502 -51278 16 932028 907526 51054 99776 91 260936 209882 -75556 -48498 33 249440 324996 1460044 -55220 11704
-65.00 30Sep08 75780 -4754 36 1018973 943193 -48722 -27507 54 199164 247886 -27058 32261 77 283972 311030 1515264 -81734 11420
-66.00 23Sep08 80534 27846 38 1071590 991056 -21215 -10671 64 232273 253488 -59319 -17175 48 274465 333784 1596998 -126213 11427
-67.00 16Sep08 52688 17926 27 1117438 1064750 -10544 -31998 68 229651 240195 -42144 14072 63 331041 373185 1723211 11742 11722
-68.00 9Sep08 34762 -575 20 1097909 1063147 21454 -2528 80 263653 242199 -56216 3103 50 304048 360264 1711469 -87468 11629
-69.00 2Sep08 35337 6935 20 1118855 1083518 23982 29255 81 287367 263385 -59319 -36190 48 315554 374873 1798937 18935 11712
-70.00 26Aug08 28402 -77423 17 1119838 1091436 -5273 57774 70 268580 273853 -23129 19649 80 315415 338544 1780002 -124190 11625
-71.00 19Aug08 105825 -6507 48 1206941 1101116 -63047 8575 48 260535 323582 -42778 -2068 63 352574 395352 1904192 40672 11608
-72.00 12Aug08 112332 -20326 50 1212689 1100357 -71622 12814 45 257165 328787 -40710 7512 64 330641 371351 1863520 46147 11523
-73.00 5Aug08 132658 -85649 58 1235200 1102542 -84436 43516 40 240683 325119 -48222 42133 58 291756 339978 1817373 50928 11423
-74.00 29Jul08 218307 50086 92 1225063 1006756 -127952 -18936 24 231008 358960 -90355 -31150 20 271725 362080 1766445 -13290 11409
-75.00 22Jul08 168221 87920 73 1169364 1001143 -109016 -65439 31 263760 372776 -59205 -22481 48 309902 369107 1779735 -29392 11315
-76.00 15Jul08 80301 0 38 1182491 1102190 -43577 0 55 279045 322622 -36724 0 68 318434 355158 1809127 0 11514
Page No. 5 10YEAR U.S. TREASURY NOTES
01-15-2010
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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