Page No.     1                                                2YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
  21.00 24May16   193920    36337      100   854753   660833  -147430   -26840        0   134661   282091   -46490    -9497       26 125187 171677 1181337    49228 10900 
  20.00 17May16   157583    42255       89   822572   664989  -120590   -30246        8   139843   260433   -36993   -12009       43 118067 155060 1132109    16281 10906 
  19.00 10May16   115328   -14576       76   806970   691642   -90344    13053       18   148367   238711   -24984     1523       65 118648 143632 1115828    58961 10912 
  18.00  3May16   129904     5048       81   769664   639760  -103397    -7313       14   136737   240134   -26507     2265       62 120321 146828 1056867     2382 10911 
  17.00 26Apr16   124856     9052       79   766790   641934   -96084   -10959       16   140848   236932   -28772     1907       58 120875 149647 1054485    21571 10904 
  16.00 19Apr16   115804    20996       76   761088   645284   -85125   -13322       19   122403   207528   -30679    -7674       55 123186 153865 1032914    26914 10910 
  15.00 12Apr16    94808   -17828       70   733218   638410   -71803    25682       23   119457   191260   -23005    -7854       69 125979 148984 1006000    13274 10911 
  14.00  5Apr16   112636   -37573       76   734211   621575   -97485    16226       15   109345   206830   -15151    21347       83 124162 139313  992726    50301 10912 
  13.00 29Mar16   150209     2317       87   712510   562301  -113711    -1821       10    93050   206761   -36498     -496       44 110734 147232  942425    17322 10908 
  12.00 22Mar16   147892    51190       86   692022   544130  -111890   -41608       11   100700   212590   -36002    -9582       45 110424 146426  925103     6077 10900 
  11.00 15Mar16    96702     8235       71   660562   563860   -70282    -7992       24   120816   191098   -26420     -243       62 114961 141381  919026   -63757 10824 
  10.00  8Mar16    88467    16896       68   705948   617481   -62290   -24248       26   137303   199593   -26177     7352       63 116408 142585  982783   -86158 10901 
   9.00  1Mar16    71571    10955       63   736508   664937   -38042    10165       34   190051   228093   -33529   -21120       50 115855 149384 1068941   -80589 10904 
   8.00 23Feb16    60616   -34655       60   775961   715345   -48207    16992       30   193479   241686   -12409    17663       88 145058 157467 1149530   -57378 10911 
   7.00 16Feb16    95271    -7512       70   860144   764873   -65199    13247       25   176602   241801   -30072    -5735       56 126568 156640 1206908     3778 10914 
   6.00  9Feb16   102783     8342       73   860751   757968   -78446   -15448       21   173298   251744   -24337     7106       66 125325 149662 1203130    72974 10916 
   5.00  2Feb16    94441   -65993       70   816485   722044   -62998    56759       26   159686   222684   -31443     9234       53 117054 148497 1130156    55871 10912 
   4.00 26Jan16   160434   -18326       90   802727   642293  -119757    21400        8   127495   247252   -40677    -3074       36 111916 152593 1074285    38621 10905 
   3.00 19Jan16   178760    17258       95   773868   595108  -141157   -14985        2   132824   273981   -37603    -2273       42 105319 142922 1035664      595 10902 
   2.00 12Jan16   161502    17854       90   754442   592940  -126172   -20111        7   151770   277942   -35330     2257       46 105441 140771 1035069     3638 10828 
 Page No.     2                                                2YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
   1.00  5Jan16   143648    -6037       85   703569   559921  -106061    -1165       13   203699   309760   -37587     7202       42 105138 142725 1031431    14204 10821 
   0.00 29Dec15   149685    -1781       86   707107   557422  -104896    13365       13   190824   295720   -44789   -11584       29  98741 143530 1017227    28676 10818 
  -1.00 22Dec15   151466    15457       87   695069   543603  -118261   -18595        9   168133   286394   -33205     3138       50 103465 136670  988551   -10862 10820 
  -2.00 15Dec15   136009    33345       82   708135   572126   -99666   -29064       15   168614   268280   -36343    -4281       44 102625 138968  999413    15824 10825 
  -4.00  1Dec15   102664    -1731       73   667231   564567   -70602    -2326       24   173796   244398   -32062     4057       52 118292 150354  983589   -71269 10825 
  -5.00 24Nov15   104395    16601       73   702168   597773   -68276   -14511       24   176935   245211   -36119    -2090       45 135071 171190 1054858   -22095 10901 
  -6.00 17Nov15    87794    28171       68   747699   659905   -53765   -28119       29   185241   239006   -34029      -52       49 119819 153848 1076953   -40285 10903 
  -7.00 10Nov15    59623    11100       60   752199   692576   -25646     4912       37   227732   253378   -33977   -16012       49 117152 151129 1117238    -2201 10903 
  -8.00  3Nov15    48523    57785       57   715463   666940   -30558   -48733       36   256341   286899   -17965    -9052       78 125219 143184 1119439   -50914 10907 
  -9.00 27Oct15    -9262   -26014       40   707849   717111    18175    25623       51   313618   295443    -8913      391       94 126487 135400 1170353    71565 10918 
 -10.00 20Oct15    16752     3446       47   679832   663080    -7448    -4666       43   275497   282945    -9304     1220       94 125092 134396 1098788    -8434 10918 
 -11.00 13Oct15    13306     3593       46   684770   671464    -2782    -8355       44   281951   284733   -10524     4762       91 124084 134608 1107222    26712 10918 
 -12.00  6Oct15     9713    21664       45   668210   658497     5573   -22297       47   273308   267735   -15286      633       83 119836 135122 1080510   -48582 10919 
 -13.00 29Sep15   -11951    11548       39   684220   696171    27870    -1455       54   297556   269686   -15919   -10093       82 121082 137001 1129092    19325 10915 
 -14.00 22Sep15   -23499    -4826       35   673671   697170    29325     3646       54   297774   268449    -5826     1180      100 112211 118037 1109767   -38578 10913 
 -15.00 15Sep15   -18673    21221       37   693718   712391    25679   -32378       53   306595   280916    -7006    11157       98 123272 130278 1148345     -617 10904 
 -16.00  8Sep15   -39894    54817       30   681869   721763    58057   -52351       63   319547   261490   -18163    -2466       78 120174 138337 1148962   -70760 10909 
 -17.00  1Sep15   -94711    15402       14   719191   813902   110408   -31910       79   352681   242273   -15697    16508       82 127207 142904 1219722  -143989 10909 
 -18.00 25Aug15  -110113   -39453       10   796154   906267   142318    33474       89   400477   258159   -32205     5979       52 134198 166403 1363711   -17519 10922 
 -19.00 18Aug15   -70660    54583       21   819171   889831   108844   -54030       79   428393   319549   -38184     -553       41 108869 147053 1381230   -10992 10914 
 Page No.     3                                                2YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
 -20.00 11Aug15  -125243   -59168        5   777282   902525   162874    64613       95   475108   312234   -37631    -5445       42 112484 150115 1392222    43611 10916 
 -21.00  4Aug15   -66075    20577       23   783042   849117    98261   -21382       75   422744   324483   -32186      805       52 114051 146237 1348611    39602 10917 
 -22.00 28Jul15   -86652    -5179       17   727999   814651   119643     3320       82   439378   319735   -32991     1859       50 113657 146648 1309009    10219 10915 
 -23.00 21Jul15   -81473     6030       18   721365   802838   116323     1879       81   439923   323600   -34850    -7909       47 111055 145905 1298790    16964 10912 
 -24.00 14Jul15   -87503    57344       16   699191   786694   114444   -56927       80   432624   318180   -26941     -417       62 123663 150604 1281826    57732 10915 
 -25.00  7Jul15  -144847   -27658        0   630749   775596   171371    27538       98   449144   277773   -26524      120       62 117783 144307 1224094    33899 10920 
 -26.00 30Jun15  -117189   -28704        8   619506   736695   143833    31745       89   428853   285020   -26644    -3041       62 114033 140677 1190195   -12825 10914 
 -27.00 23Jun15   -88485      678       16   660041   748526   112088   -18636       80   395994   283906   -23603    17958       68 117409 141012 1203020    -3030 10910 
 -28.00 16Jun15   -89163   -52230       16   676393   765556   130724    61938       85   397642   266918   -41561    -9708       35 106267 147828 1206050    53779 10907 
 -29.00  9Jun15   -36933    90228       31   663703   700636    68786   -89762       66   353325   284539   -31853     -466       53 111435 143288 1152271   -23251 10904 
 -30.00  2Jun15  -127161   -15365        5   621156   748317   158548    -4360       94   417133   258585   -31387    19725       53 117272 148659 1175522  -259031 10908 
 -31.00 26May15  -111796   -44542        9   822156   933952   162908    62372       95   424600   261692   -51112   -17830       17 130388 181500 1434553    72781 10920 
 -32.00 19May15   -67254    10468       22   796290   863544   100536   -14157       76   384837   284301   -33282     3689       50 120012 153294 1361772    13830 10920 
 -33.00 12May15   -77722    51544       19   803932   881654   114693   -54605       80   392533   277840   -36971     3061       43 112056 149027 1347942   -61848 10920 
 -34.00  5May15  -129266     7169        4   826884   956150   169298    -4197       97   449167   279869   -40032    -2972       38 116886 156918 1409790   -14763 10917 
 -35.00 28Apr15  -136435     7127        2   821320   957755   173495    -5336       98   457653   284158   -37060    -1791       43 126027 163087 1424553    24934 10921 
 -36.00 21Apr15  -143562    -9843        0   794650   938212   178831    20685      100   462376   283545   -35269   -10842       46 122938 158207 1399619    21402 10921 
 -37.00 14Apr15  -133719   -37783        3   780772   914491   158146    32770       94   451455   293309   -24427     5013       66 126393 150820 1378217    44676 10922 
 -38.00  7Apr15   -95936     5145       14   789879   885815   125376   -13592       84   404393   279017   -29440     8447       57 118585 148025 1333541   -20295 10921 
 -39.00 31Mar15  -101081   -47761       12   801209   902290   138968    48449       88   412984   274016   -37887     -688       42 118782 156669 1353836   -16342 10917 
 Page No.     4                                                2YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
 -40.00 24Mar15   -53320   -68273       27   841489   894809    90519    70996       73   403026   312507   -37199    -2723       43 107547 144746 1370178    46738 10915 
 -41.00 17Mar15    14953   -30546       47   849693   834740    19523    23286       51   357684   338161   -34476     7260       48  96493 130969 1323440   -10233 10906 
 -42.00 10Mar15    45499   -31865       56   869322   823823    -3763    28644       44   334203   337966   -41736     3221       35 108002 149738 1333673   -12991 10905 
 -43.00  3Mar15    77364     5653       65   902498   825134   -32407    -8575       35   314784   347191   -44957     2922       29 104294 149251 1346664  -194980 10905 
 -44.00 24Feb15    71711     9736       63  1071232   999521   -23832   -17186       38   317972   341804   -47879     7450       23 120272 168151 1541644   -47024 10923 
 -45.00 17Feb15    61975   -18374       61  1084432  1022457    -6646    20194       43   338527   345173   -55329    -1820       10  98160 153489 1588668   151224 10916 
 -46.00 10Feb15    80349    33893       66   991280   910931   -26840   -24232       37   283113   309953   -53509    -9661       13 105014 158523 1437444    87875 10916 
 -47.00  3Feb15    46456    49954       56   909738   863282    -2608   -43028       44   301116   303724   -43848    -6926       31 105190 149038 1349569    44537 10925 
 -48.00 27Jan15    -3498   -59128       41   840185   843683    40420    47434       58   333732   293312   -36922    11694       43 105933 142855 1305032    47164 10923 
 -49.00 20Jan15    55630   -36956       59   840494   784864    -7014    32782       43   296851   303865   -48616     4174       22  97485 146101 1257868     9731 10923 
 -50.00 13Jan15    92586   -20494       70   859258   766672   -39796    15609       33   266284   306080   -52790     4885       14 100298 153088 1248137     2065 10920 
 -51.00  6Jan15   113080     8504       76   873835   760755   -55405   -11522       28   260259   315664   -57675     3018        6  94080 151755 1246072     2832 10913 
 -52.00 30Dec14   104576     -216       73   875439   770863   -43883     3004       32   262168   306051   -60693    -2788        0  89903 150596 1243240     6646 10909 
 -53.00 23Dec14   104792   -14940       73   867851   763059   -46887    18354       31   259740   306627   -57905    -3414        5  91017 148922 1236594   -34385 10906 
 -54.00 16Dec14   119732    -3931       78   906312   786580   -65241     7556       25   248970   314211   -54491    -3625       11  97094 151585 1270979   -51958 10914 
 -55.00  9Dec14   123663    35198       79   934968   811305   -72797   -24759       23   265623   338420   -50866   -10439       18  99512 150378 1322937   -55161 10909 
 -56.00  2Dec14    88465    15999       68   945795   857330   -48038   -23771       30   292802   340840   -40427     7772       37 111372 151799 1378098   -72486 10915 
 -57.00 25Nov14    72466        0       64   994988   922522   -24267        0       38   318171   342438   -48199        0       23  97085 145284 1450584        0 10928 
 


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