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Page No. 1 2YEAR 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 -97345 -34807 40 486603 583948 140313 48767 73 281919 141606 -42968 -13960 12 88300 131268 880999 47972 10820
1.00 5Jan10 -62538 58948 55 475619 538157 91546 -62175 56 238142 146596 -29008 3227 28 90302 119310 833027 -20735 10812
0.00 29Dec09 -121486 33132 30 468526 590012 153721 -41686 77 288266 134545 -32235 8554 25 79798 112033 853762 -32275 10807
-1.00 22Dec09 -154618 -9322 17 460380 614998 195407 16639 91 334292 138885 -40789 -7317 15 82143 122932 886037 -22477 10815
-2.00 15Dec09 -145296 22953 21 472487 617783 178768 -26123 85 333757 154989 -33472 3170 23 89142 122614 908514 -31438 10819
-3.00 8Dec09 -168249 8528 11 470083 638332 204891 -8989 94 371694 166803 -36642 461 19 82836 119478 939952 -49123 10827
-4.00 1Dec09 -176777 -15159 8 502997 679774 213880 -752 97 363565 149685 -37103 15911 19 86487 123590 989075 -96606 10914
-5.00 24Nov09 -161618 18758 14 572827 734445 214632 -1944 98 389638 175006 -53014 -16814 0 101021 154035 1085681 -10202 10909
-6.00 17Nov09 -180376 5854 6 586685 767061 216576 -5240 98 392533 175957 -36200 -614 20 103621 139821 1095883 38506 10904
-8.00 9Nov09 -186230 -68462 4 570330 756560 221816 69681 100 383413 161597 -35586 -1219 21 88747 124333 1057377 57070 10831
-8.00 3Nov09 -117768 8975 32 551793 669561 152135 -12858 76 318835 166700 -34367 3883 22 107103 141470 1000307 6491 10825
-9.00 27Oct09 -126743 21307 28 561019 687762 164993 -14889 81 324765 159772 -38250 -6418 18 88896 127146 993816 -4925 10819
-10.00 20Oct09 -148050 -40436 19 558983 707033 179882 36428 86 336157 156275 -31832 4008 25 89112 120944 998741 96124 10820
-11.00 13Oct09 -107614 17434 36 497337 604951 143454 -14558 74 306667 163213 -35840 -2876 20 85105 120945 902617 26219 10820
-12.00 6Oct09 -125048 21962 29 464134 589182 158012 -11486 78 300980 142968 -32964 -10476 24 102491 135455 876398 72939 10819
-13.00 29Sep09 -147010 34238 20 388811 535821 169498 -37686 82 307229 137731 -22488 3448 36 94487 116975 803459 31674 10812
-14.00 22Sep09 -181248 -4237 6 348732 529980 207184 4695 95 319932 112748 -25936 -458 32 91073 117009 771785 2465 10810
-15.00 15Sep09 -177011 19390 7 368944 545955 202489 -14447 93 295999 93510 -25478 -4943 33 91971 117449 769320 -8739 10812
-16.00 8Sep09 -196401 -41494 0 355094 551495 216936 40231 98 320391 103455 -20535 1263 39 93064 113599 778059 36419 10810
-17.00 1Sep09 -154907 10866 17 372079 526986 176705 4765 85 263389 86684 -21798 -15631 37 97651 119449 741640 -53484 10831
Page No. 2 2YEAR 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 -165773 -28630 12 434961 600734 171940 13899 83 254566 82626 -6167 14731 56 90530 96697 795124 14243 10818
-19.00 18Aug09 -137143 -27732 24 448645 585788 158041 16372 78 229284 71243 -20898 11360 38 81194 102092 780881 50865 10815
-20.00 11Aug09 -109411 16995 35 433625 543036 141669 6845 73 204118 62449 -32258 -23840 25 78294 110552 730016 72768 10807
-21.00 4Aug09 -126406 28711 28 358817 485223 134824 -22328 71 196191 61367 -8418 -6383 53 92433 100851 657248 -7596 10803
-22.00 28Jul09 -155117 -7278 17 342950 498067 157152 7755 78 214132 56980 -2035 -477 60 101625 103660 664844 456 10807
-23.00 21Jul09 -147839 -13315 19 344755 492594 149397 28667 76 211355 61958 -1558 -15352 61 101865 103423 664388 37736 10816
-24.00 14Jul09 -134524 -24853 25 342844 477368 120730 14795 66 169320 48590 13794 10058 79 106293 92499 626652 41452 10814
-25.00 7Jul09 -109671 -43154 35 319050 428721 105935 27130 61 153648 47713 3736 16024 67 105737 102001 585200 35807 10813
-26.00 30Jun09 -66517 -5382 53 322952 389469 78805 1845 52 134483 55678 -12288 3537 48 85129 97417 549393 -3435 10804
-27.00 23Jun09 -61135 -26651 55 329943 391078 76960 21506 51 133413 56453 -15825 5145 44 85891 101716 552828 17754 10730
-28.00 16Jun09 -34484 33334 66 326304 360788 55454 -27429 44 118825 63371 -20970 -5905 38 81240 102210 535074 -12220 10725
-29.00 9Jun09 -67818 16026 52 327681 395499 82883 11728 53 128358 45475 -15065 -27754 45 86562 101627 547294 43767 10715
-30.00 2Jun09 -83844 -7320 46 260447 344291 71155 -5118 49 124261 53106 12689 12438 78 105536 92847 503527 -64988 10829
-31.00 26May09 -76524 8206 49 305914 382438 76273 -3611 51 124181 47908 251 -4595 63 112153 111902 568515 22279 10825
-32.00 19May09 -84730 -35995 45 299726 384456 79884 40266 52 124008 44124 4846 -4271 69 104770 99924 546236 44339 10828
-33.00 12May09 -48735 -12493 60 302642 351377 39618 9734 39 97297 57679 9117 2759 74 98789 89672 501897 28895 10827
-34.00 5May09 -36242 -16161 65 291395 327637 29884 21890 35 78574 48690 6358 -5729 70 100275 93917 473002 1867 10821
-35.00 28Apr09 -20081 5831 72 304655 324736 7994 -14223 28 62291 54297 12087 8392 77 98552 86465 471135 -12771 10820
-36.00 21Apr09 -25912 27530 70 314791 340703 22217 -11247 33 75787 53570 3695 -16283 67 88410 84715 483906 -12388 10818
-37.00 14Apr09 -53442 14245 58 307607 361049 33464 -16437 36 90533 57069 19978 2192 87 94527 74549 496294 -542 10823
Page No. 3 2YEAR 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 -67687 4723 52 295647 363334 49901 -1456 42 107865 57964 17786 -3267 84 89147 71361 496836 -7015 10819
-39.00 31Mar09 -72410 -20858 51 294890 367300 51357 4960 42 107449 56092 21053 15898 88 97603 76550 503851 12485 10830
-40.00 24Mar09 -51552 -5191 59 302714 354266 46397 6935 41 101264 54867 5155 -1744 69 83899 78744 491366 22648 10821
-41.00 17Mar09 -46361 -4156 61 297196 343557 39462 14080 38 86528 47066 6899 -9924 71 82211 75312 468718 17478 10811
-42.00 10Mar09 -42205 -4883 63 288944 331149 25382 6900 34 80718 55336 16823 -2017 83 78017 61194 451240 -32920 10812
-43.00 3Mar09 -37322 -6842 65 297407 334729 18482 105 31 83724 65242 18840 6737 85 93396 74556 484160 673 10901
-44.00 24Feb09 -30480 1027 68 326566 357046 18377 -79 31 81030 62653 12103 -948 77 55788 43685 483487 -27195 10825
-45.00 17Feb09 -31507 -11377 67 336787 368294 18456 14707 31 79083 60627 13051 -3330 78 91729 78678 510682 15841 10900
-46.00 10Feb09 -20130 870 72 335768 355898 3749 -5235 26 65773 62024 16381 4365 82 90204 73823 494841 18591 10829
-47.00 3Feb09 -21000 363 72 319253 340253 8984 949 28 67561 58577 12016 -1312 77 86353 74337 476250 -12909 10827
-48.00 27Jan09 -21363 -362 72 327926 349289 8035 5248 28 73275 65240 13328 -4886 79 84470 71142 489159 -17552 10902
-49.00 20Jan09 -21001 -27322 72 338742 359743 2787 18807 26 73459 70672 18214 8515 85 91136 72922 506711 -16129 10909
-50.00 13Jan09 6321 -17941 83 370307 363986 -16020 7209 20 66377 82397 9699 10732 74 84127 74428 522840 17285 10906
-51.00 6Jan09 24262 6429 90 370623 346361 -23229 -1360 17 65909 89138 -1033 -5069 62 67146 68179 505555 -19421 10831
-52.00 30Dec08 17833 -1807 88 378234 360401 -21869 -6856 18 60518 82387 4036 8663 68 80727 76691 524976 4823 10901
-54.00 22Dec08 19640 11859 88 383025 363385 -15013 -4345 20 62679 77692 -4627 -7514 57 72761 77388 520153 5571 10823
-54.00 16Dec08 7781 13814 84 369002 361221 -10668 -17623 22 67532 78200 2887 3809 66 75302 72415 514582 39656 10823
-55.00 9Dec08 -6033 -27848 78 331153 337186 6955 23911 28 60192 53237 -922 3937 62 78325 79247 474926 -21222 10804
-56.00 2Dec08 21815 10436 89 331919 310104 -16956 -7056 19 69881 86837 -4859 -3380 57 88838 93697 496148 -65764 10911
-57.00 25Nov08 11379 8085 85 358231 346852 -9900 2776 22 94600 104500 -1479 -10861 61 101334 102813 561912 -110407 10825
Page No. 4 2YEAR 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 3294 25852 82 439079 435785 -12676 -24196 21 124602 137278 9382 -1656 74 100100 90718 672319 -25418 10814
-59.00 11Nov08 -22558 -3903 71 451359 473917 11520 7730 29 139106 127586 11038 -3827 76 97111 86073 697737 -9060 10808
-60.00 4Nov08 -18655 6817 73 448087 466742 3790 -10663 26 139877 136087 14865 3846 81 113464 98599 706797 -25743 10729
-61.00 28Oct08 -25472 9512 70 444040 469512 14453 -10186 30 162238 147785 11019 674 76 121470 110451 732540 7858 10713
-62.00 21Oct08 -34984 2715 66 448326 483310 24639 -56 33 163925 139286 10345 -2659 75 106498 96153 724682 -17797 10711
-63.00 14Oct08 -37699 -15172 65 463383 501082 24695 21076 33 155231 130536 13004 -5904 78 118602 105598 742479 -7333 10630
-64.00 7Oct08 -22527 -20146 71 484172 506699 3619 29060 26 147867 144248 18908 -8914 85 113368 94460 749812 38630 10719
-65.00 30Sep08 -2381 23760 79 464492 466873 -25441 -30987 17 131550 156991 27822 7227 96 108592 80770 711182 15720 10623
-66.00 23Sep08 -26141 -44666 70 445763 471904 5546 29902 27 126408 120862 20595 14764 87 116036 95441 695462 -97174 10617
-67.00 16Sep08 18525 57662 88 520477 501952 -24356 -32954 17 140595 164951 5831 -24708 70 124803 118972 792636 -42725 10631
-68.00 9Sep08 -39137 -9881 64 530595 569732 8598 -7781 28 172749 164151 30539 17662 99 125365 94826 835361 -115213 10614
-69.00 2Sep08 -29256 -26428 68 617737 646993 16379 19680 31 190239 173860 12877 6748 78 123689 110812 950574 -14009 10620
-70.00 26Aug08 -2828 -4696 79 623128 625956 -3301 19352 24 186965 190266 6129 -14656 70 132134 126005 964583 34474 10613
-71.00 19Aug08 1868 -41419 81 610136 608268 -22653 51898 18 176384 199037 20785 -10479 88 121415 100630 930109 29495 10613
-72.00 12Aug08 43287 -3218 98 616353 573066 -74551 -5337 0 155714 230265 31264 8555 100 117971 86707 900614 8677 10605
-73.00 5Aug08 46505 11325 100 634909 588404 -69214 -11148 2 137381 206595 22709 -177 90 112266 89557 891937 13868 10531
-74.00 29Jul08 35180 8563 95 612657 577477 -58066 -10715 6 147747 205813 22886 2152 90 110982 88096 878069 12563 10526
-75.00 22Jul08 26617 13826 91 597609 570992 -47351 -8956 9 154779 202130 20734 -4870 88 107011 86277 865506 -31325 10517
-76.00 15Jul08 12791 0 86 594397 581606 -38395 0 12 178878 217273 25604 0 93 116866 91262 896831 0 10603
Page No. 5 2YEAR 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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