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Page No. 1 2YEAR 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 12132 52620 94 665359 653227 47664 -28813 29 292504 244840 -59796 -23807 0 102867 162663 1098115 75232 10826
17.00 27Apr10 -40488 36286 70 610654 651142 76477 -37932 41 285043 208566 -35989 1646 29 107812 143801 1022883 -19891 10821
16.00 20Apr10 -76774 -37498 54 593089 669863 114409 45144 56 333972 219563 -37635 -7646 27 97005 134640 1042774 54830 10818
15.00 13Apr10 -39276 8061 71 597868 637144 69265 -14030 38 279018 209753 -29989 5969 37 93111 123100 987944 12752 10812
14.00 6Apr10 -47337 -17957 67 586501 633838 83295 2703 43 272352 189057 -35958 15254 29 94276 130234 975192 68536 10807
13.00 30Mar10 -29380 -1979 75 555353 584733 80592 25917 42 246403 165811 -51212 -23938 11 91538 142750 906656 16768 10812
12.00 23Mar10 -27401 25967 76 553257 580658 54675 -28703 32 205341 150666 -27274 2736 40 97550 124824 889888 4855 10814
11.00 16Mar10 -53368 38803 64 526738 580106 83378 -37825 44 239258 155880 -30010 -978 37 93536 123546 885033 9252 10817
10.00 9Mar10 -92171 16621 47 503771 595942 121203 -19190 59 253741 132538 -29032 2569 38 94050 123082 875781 -43206 10820
9.00 2Mar10 -108792 -204 39 527435 636227 140393 5320 67 267206 126813 -31601 -5116 35 94022 125623 918987 -65652 10907
8.00 23Feb10 -108588 47918 39 579266 687854 135073 -49552 65 269250 134177 -26485 1634 41 114303 140788 984639 -26234 10901
7.00 16Feb10 -156506 20610 18 543694 700200 184625 -19360 85 321275 136650 -28119 -1250 39 97561 125680 1010873 15610 10902
6.00 9Feb10 -177116 -29610 8 527934 705050 203985 35078 93 331530 127545 -26869 -5468 41 92606 119475 995263 20446 10900
5.00 2Feb10 -147506 -36759 22 522110 669616 168907 24612 78 319078 150171 -21401 12147 47 93981 115382 974817 66301 10830
4.00 26Jan10 -110747 -12847 38 497857 608604 144295 8043 68 281038 136743 -33548 4804 32 89578 123126 908516 3286 10829
3.00 19Jan10 -97900 -555 44 503685 601585 136252 -4061 65 277002 140750 -38352 4616 27 89550 127902 905230 24231 10823
2.00 12Jan10 -97345 -34807 44 486603 583948 140313 48767 67 281919 141606 -42968 -13960 21 88300 131268 880999 47972 10820
1.00 5Jan10 -62538 58948 60 475619 538157 91546 -62175 47 238142 146596 -29008 3227 38 90302 119310 833027 -20735 10812
0.00 29Dec09 -121486 33132 33 468526 590012 153721 -41686 72 288266 134545 -32235 8554 34 79798 112033 853762 -32275 10807
-1.00 22Dec09 -154618 -9322 18 460380 614998 195407 16639 89 334292 138885 -40789 -7317 24 82143 122932 886037 -22477 10815
Page No. 2 2YEAR 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 -145296 22953 23 472487 617783 178768 -26123 82 333757 154989 -33472 3170 33 89142 122614 908514 -31438 10819
-3.00 8Dec09 -168249 8528 12 470083 638332 204891 -8989 93 371694 166803 -36642 461 29 82836 119478 939952 -49123 10827
-4.00 1Dec09 -176777 -15159 8 502997 679774 213880 -752 97 363565 149685 -37103 15911 28 86487 123590 989075 -96606 10914
-5.00 24Nov09 -161618 18758 15 572827 734445 214632 -1944 97 389638 175006 -53014 -16814 8 101021 154035 1085681 -10202 10909
-6.00 17Nov09 -180376 5854 7 586685 767061 216576 -5240 98 392533 175957 -36200 -614 29 103621 139821 1095883 38506 10904
-8.00 9Nov09 -186230 -68462 4 570330 756560 221816 69681 100 383413 161597 -35586 -1219 30 88747 124333 1057377 57070 10831
-8.00 3Nov09 -117768 8975 35 551793 669561 152135 -12858 72 318835 166700 -34367 3883 31 107103 141470 1000307 6491 10825
-9.00 27Oct09 -126743 21307 31 561019 687762 164993 -14889 77 324765 159772 -38250 -6418 27 88896 127146 993816 -4925 10819
-10.00 20Oct09 -148050 -40436 21 558983 707033 179882 36428 83 336157 156275 -31832 4008 35 89112 120944 998741 96124 10820
-11.00 13Oct09 -107614 17434 40 497337 604951 143454 -14558 68 306667 163213 -35840 -2876 30 85105 120945 902617 26219 10820
-12.00 6Oct09 -125048 21962 32 464134 589182 158012 -11486 74 300980 142968 -32964 -10476 33 102491 135455 876398 72939 10819
-13.00 29Sep09 -147010 34238 22 388811 535821 169498 -37686 79 307229 137731 -22488 3448 46 94487 116975 803459 31674 10812
-14.00 22Sep09 -181248 -4237 6 348732 529980 207184 4695 94 319932 112748 -25936 -458 42 91073 117009 771785 2465 10810
-15.00 15Sep09 -177011 19390 8 368944 545955 202489 -14447 92 295999 93510 -25478 -4943 42 91971 117449 769320 -8739 10812
-16.00 8Sep09 -196401 -41494 0 355094 551495 216936 40231 98 320391 103455 -20535 1263 49 93064 113599 778059 36419 10810
-17.00 1Sep09 -154907 10866 18 372079 526986 176705 4765 82 263389 86684 -21798 -15631 47 97651 119449 741640 -53484 10831
-18.00 25Aug09 -165773 -28630 13 434961 600734 171940 13899 80 254566 82626 -6167 14731 66 90530 96697 795124 14243 10818
-19.00 18Aug09 -137143 -27732 26 448645 585788 158041 16372 74 229284 71243 -20898 11360 48 81194 102092 780881 50865 10815
-20.00 11Aug09 -109411 16995 39 433625 543036 141669 6845 67 204118 62449 -32258 -23840 34 78294 110552 730016 72768 10807
-21.00 4Aug09 -126406 28711 31 358817 485223 134824 -22328 65 196191 61367 -8418 -6383 64 92433 100851 657248 -7596 10803
Page No. 3 2YEAR 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 -155117 -7278 18 342950 498067 157152 7755 74 214132 56980 -2035 -477 71 101625 103660 664844 456 10807
-23.00 21Jul09 -147839 -13315 22 344755 492594 149397 28667 70 211355 61958 -1558 -15352 72 101865 103423 664388 37736 10816
-24.00 14Jul09 -134524 -24853 28 342844 477368 120730 14795 59 169320 48590 13794 10058 91 106293 92499 626652 41452 10814
-25.00 7Jul09 -109671 -43154 39 319050 428721 105935 27130 53 153648 47713 3736 16024 79 105737 102001 585200 35807 10813
-26.00 30Jun09 -66517 -5382 58 322952 389469 78805 1845 42 134483 55678 -12288 3537 59 85129 97417 549393 -3435 10804
-27.00 23Jun09 -61135 -26651 61 329943 391078 76960 21506 41 133413 56453 -15825 5145 54 85891 101716 552828 17754 10730
-28.00 16Jun09 -34484 33334 73 326304 360788 55454 -27429 32 118825 63371 -20970 -5905 48 81240 102210 535074 -12220 10725
-29.00 9Jun09 -67818 16026 58 327681 395499 82883 11728 43 128358 45475 -15065 -27754 55 86562 101627 547294 43767 10715
-30.00 2Jun09 -83844 -7320 51 260447 344291 71155 -5118 39 124261 53106 12689 12438 90 105536 92847 503527 -64988 10829
-31.00 26May09 -76524 8206 54 305914 382438 76273 -3611 41 124181 47908 251 -4595 74 112153 111902 568515 22279 10825
-32.00 19May09 -84730 -35995 50 299726 384456 79884 40266 42 124008 44124 4846 -4271 80 104770 99924 546236 44339 10828
-33.00 12May09 -48735 -12493 66 302642 351377 39618 9734 26 97297 57679 9117 2759 85 98789 89672 501897 28895 10827
-34.00 5May09 -36242 -16161 72 291395 327637 29884 21890 22 78574 48690 6358 -5729 82 100275 93917 473002 1867 10821
-35.00 28Apr09 -20081 5831 79 304655 324736 7994 -14223 13 62291 54297 12087 8392 89 98552 86465 471135 -12771 10820
-36.00 21Apr09 -25912 27530 77 314791 340703 22217 -11247 19 75787 53570 3695 -16283 79 88410 84715 483906 -12388 10818
-37.00 14Apr09 -53442 14245 64 307607 361049 33464 -16437 23 90533 57069 19978 2192 99 94527 74549 496294 -542 10823
-38.00 7Apr09 -67687 4723 58 295647 363334 49901 -1456 30 107865 57964 17786 -3267 96 89147 71361 496836 -7015 10819
-39.00 31Mar09 -72410 -20858 56 294890 367300 51357 4960 30 107449 56092 21053 15898 100 97603 76550 503851 12485 10830
-40.00 24Mar09 -51552 -5191 65 302714 354266 46397 6935 28 101264 54867 5155 -1744 80 83899 78744 491366 22648 10821
-41.00 17Mar09 -46361 -4156 68 297196 343557 39462 14080 26 86528 47066 6899 -9924 82 82211 75312 468718 17478 10811
Page No. 4 2YEAR 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 -42205 -4883 69 288944 331149 25382 6900 20 80718 55336 16823 -2017 95 78017 61194 451240 -32920 10812
-43.00 3Mar09 -37322 -6842 72 297407 334729 18482 105 17 83724 65242 18840 6737 97 93396 74556 484160 673 10901
-44.00 24Feb09 -30480 1027 75 326566 357046 18377 -79 17 81030 62653 12103 -948 89 55788 43685 483487 -27195 10825
-45.00 17Feb09 -31507 -11377 74 336787 368294 18456 14707 17 79083 60627 13051 -3330 90 91729 78678 510682 15841 10900
-46.00 10Feb09 -20130 870 79 335768 355898 3749 -5235 11 65773 62024 16381 4365 94 90204 73823 494841 18591 10829
-47.00 3Feb09 -21000 363 79 319253 340253 8984 949 13 67561 58577 12016 -1312 89 86353 74337 476250 -12909 10827
-48.00 27Jan09 -21363 -362 79 327926 349289 8035 5248 13 73275 65240 13328 -4886 90 84470 71142 489159 -17552 10902
-49.00 20Jan09 -21001 -27322 79 338742 359743 2787 18807 11 73459 70672 18214 8515 96 91136 72922 506711 -16129 10909
-50.00 13Jan09 6321 -17941 91 370307 363986 -16020 7209 3 66377 82397 9699 10732 86 84127 74428 522840 17285 10906
-51.00 6Jan09 24262 6429 100 370623 346361 -23229 -1360 0 65909 89138 -1033 -5069 73 67146 68179 505555 -19421 10831
-52.00 30Dec08 17833 -1807 97 378234 360401 -21869 -6856 1 60518 82387 4036 8663 79 80727 76691 524976 4823 10901
-54.00 22Dec08 19640 11859 97 383025 363385 -15013 -4345 3 62679 77692 -4627 -7514 68 72761 77388 520153 5571 10823
-54.00 16Dec08 7781 13814 92 369002 361221 -10668 -17623 5 67532 78200 2887 3809 78 75302 72415 514582 39656 10823
-55.00 9Dec08 -6033 -27848 86 331153 337186 6955 23911 12 60192 53237 -922 3937 73 78325 79247 474926 -21222 10804
-56.00 2Dec08 21815 10436 98 331919 310104 -16956 -7056 3 69881 86837 -4859 -3380 68 88838 93697 496148 -65764 10911
-57.00 25Nov08 11379 8085 94 358231 346852 -9900 2776 5 94600 104500 -1479 -10861 72 101334 102813 561912 -110407 10825
-58.00 18Nov08 3294 25852 90 439079 435785 -12676 -24196 4 124602 137278 9382 -1656 86 100100 90718 672319 -25418 10814
-59.00 11Nov08 -22558 -3903 78 451359 473917 11520 7730 14 139106 127586 11038 -3827 88 97111 86073 697737 -9060 10808
-60.00 4Nov08 -18655 0 80 448087 466742 3790 0 11 139877 136087 14865 0 92 113464 98599 706797 0 10729
Page No. 5 2YEAR 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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