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Page No. 1 2YEAR 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 -6033 -27848 71 331153 337186 6955 23911 45 60192 53237 -922 3937 64 78325 79247 474926 -21222 10804
48.00 2Dec08 21815 10436 82 331919 310104 -16956 -7056 37 69881 86837 -4859 -3380 62 88838 93697 496148 -65764 10911
47.00 25Nov08 11379 8085 78 358231 346852 -9900 2776 39 94600 104500 -1479 -10861 64 101334 102813 561912 -110407 10825
46.00 18Nov08 3294 25852 75 439079 435785 -12676 -24196 38 124602 137278 9382 -1656 70 100100 90718 672319 -25418 10814
45.00 11Nov08 -22558 -3903 65 451359 473917 11520 7730 47 139106 127586 11038 -3827 71 97111 86073 697737 -9060 10808
44.00 4Nov08 -18655 6817 66 448087 466742 3790 -10663 44 139877 136087 14865 3846 74 113464 98599 706797 -25743 10729
43.00 28Oct08 -25472 9512 64 444040 469512 14453 -10186 48 162238 147785 11019 674 71 121470 110451 732540 7858 10713
42.00 21Oct08 -34984 2715 60 448326 483310 24639 -56 51 163925 139286 10345 -2659 71 106498 96153 724682 -17797 10711
41.00 14Oct08 -37699 -15172 59 463383 501082 24695 21076 51 155231 130536 13004 -5904 73 118602 105598 742479 -7333 10630
40.00 7Oct08 -22527 -20146 65 484172 506699 3619 29060 44 147867 144248 18908 -8914 76 113368 94460 749812 38630 10719
39.00 30Sep08 -2381 23760 72 464492 466873 -25441 -30987 34 131550 156991 27822 7227 81 108592 80770 711182 15720 10623
38.00 23Sep08 -26141 -44666 63 445763 471904 5546 29902 45 126408 120862 20595 14764 77 116036 95441 695462 -97174 10617
37.00 16Sep08 18525 57662 81 520477 501952 -24356 -32954 34 140595 164951 5831 -24708 68 124803 118972 792636 -42725 10631
36.00 9Sep08 -39137 -9881 58 530595 569732 8598 -7781 46 172749 164151 30539 17662 83 125365 94826 835361 -115213 10614
35.00 2Sep08 -29256 -26428 62 617737 646993 16379 19680 48 190239 173860 12877 6748 72 123689 110812 950574 -14009 10620
34.00 26Aug08 -2828 -4696 72 623128 625956 -3301 19352 41 186965 190266 6129 -14656 68 132134 126005 964583 34474 10613
33.00 19Aug08 1868 -41419 74 610136 608268 -22653 51898 35 176384 199037 20785 -10479 77 121415 100630 930109 29495 10613
32.00 12Aug08 43287 -3218 90 616353 573066 -74551 -5337 16 155714 230265 31264 8555 83 117971 86707 900614 8677 10605
31.00 5Aug08 46505 11325 91 634909 588404 -69214 -11148 18 137381 206595 22709 -177 78 112266 89557 891937 13868 10531
30.00 29Jul08 35180 8563 87 612657 577477 -58066 -10715 22 147747 205813 22886 2152 78 110982 88096 878069 12563 10526
Page No. 2 2YEAR 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 26617 13826 84 597609 570992 -47351 -8956 26 154779 202130 20734 -4870 77 107011 86277 865506 -31325 10517
28.00 15Jul08 12791 22620 78 594397 581606 -38395 -14384 29 178878 217273 25604 -8236 80 116866 91262 896831 -22303 10603
27.00 8Jul08 -9829 -18415 70 597692 607521 -24011 -3441 34 194245 218256 33840 21856 85 122649 88809 919134 -11832 10530
26.00 1Jul08 8586 6627 77 638383 629797 -20570 -11386 35 173949 194519 11984 4759 72 112946 100962 930966 -80394 10518
25.00 24Jun08 1959 3863 74 706386 704427 -9184 -33249 39 194191 203375 7225 29386 69 105504 98279 1011360 93539 10427
24.00 17Jun08 -1904 -22919 73 638435 640339 24065 35246 51 168756 144691 -22161 -12327 51 105504 127665 917821 -46255 10427
23.00 10Jun08 21015 -25435 82 669320 648305 -11181 47800 39 178375 189556 -9834 -22365 59 102047 111881 964076 -64768 10429
22.00 3Jun08 46450 24308 91 705030 658580 -58981 -46194 22 197230 256211 12531 21886 72 115831 103300 1028844 -76528 10525
21.00 27May08 22142 65287 82 720230 698088 -12787 -48665 38 246080 258867 -9355 -16622 59 101869 111224 1105372 -60004 10601
20.00 20May08 -43145 19507 57 754369 797514 35878 -18807 55 268379 232501 7267 -700 69 107196 99929 1165376 -55507 10610
19.00 13May08 -62652 12824 49 809149 871801 54685 -11291 62 271219 216534 7967 -1533 69 113307 105340 1220883 67602 10529
18.00 6May08 -75476 -37957 44 771534 847010 65976 40666 66 235081 169105 9500 -2709 70 123770 114270 1153281 37477 10605
17.00 29Apr08 -37519 -21162 59 779660 817179 25310 18387 52 195076 169766 12209 2775 72 122192 109983 1115804 -400 10605
16.00 22Apr08 -16357 -15153 67 765740 782097 6923 21942 45 204637 197714 9434 -6789 70 127483 118049 1116204 29996 10611
15.00 15Apr08 -1204 33176 73 745451 746655 -15019 -36011 37 194269 209288 16223 2835 74 127113 110890 1086208 -41458 10702
14.00 8Apr08 -34380 14732 60 743157 777537 20992 -24129 50 240756 219764 13388 9397 73 129814 116426 1127666 -3972 10631
13.00 1Apr08 -49112 23463 54 731247 780359 45121 -23800 59 273129 228008 3991 337 67 116283 112292 1131638 -15895 10701
12.00 25Mar08 -72575 17299 45 716995 789570 68921 5516 67 301230 232309 3654 -22815 67 120670 117016 1147533 30201 10630
11.00 18Mar08 -89874 -73334 39 703996 793870 63405 63635 65 269785 206380 26469 9699 81 133405 106936 1117332 -187886 10711
9.00 4Mar08 -16540 507 67 820012 836552 -230 -11068 42 331437 331667 16770 10561 75 130314 113544 1305218 -62751 10717
Page No. 3 2YEAR 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 -17047 10930 67 832936 849983 10838 12220 46 356680 345842 6209 -23150 68 140890 134681 1367969 37575 10629
7.00 19Feb08 -27977 8949 63 804000 831977 -1382 -11958 42 365983 367365 29359 3009 82 140766 111407 1330394 28269 10628
6.00 12Feb08 -36926 -14524 59 793840 830766 10576 33389 46 357672 347096 26350 -18865 80 137845 111495 1302125 71167 10702
5.00 5Feb08 -22402 -27043 65 751426 773828 -22813 7008 34 320226 343039 45215 20035 92 146653 101438 1230958 44077 10701
4.00 29Jan08 4641 -15314 75 741841 737200 -29821 -118013 32 302636 332457 25180 133327 80 128125 102945 1186881 -35682 10614
3.00 22Jan08 19955 210845 81 746047 726092 88192 -52055 74 277410 189218 -108147 -158790 0 181793 289940 1222563 151422 10625
2.00 15Jan08 -190890 -66730 0 583554 774444 140247 58295 92 317979 177732 50643 8435 95 155613 104970 1071141 34541 10605
1.00 8Jan08 -124160 -10935 25 625464 749624 81952 -6101 72 259314 177362 42208 17036 90 138525 96317 1036600 53525 10523
0.00 31Dec07 -113225 6168 30 596663 709888 88053 -17611 74 254304 166251 25172 11443 80 115923 90751 983075 -19328 10504
-1.00 24Dec07 -119393 24443 27 599779 719172 105664 -11650 80 275939 170275 13729 -12793 73 111128 97399 1002403 -314 10424
-2.00 18Dec07 -143836 4045 18 585722 729558 117314 -13827 84 276184 158870 26522 9782 81 120848 94326 1002717 -10233 10427
-3.00 11Dec07 -147881 -2157 16 541710 689591 131141 -30750 89 322875 191734 16740 32907 75 127851 111111 1012950 17493 10506
-4.00 4Dec07 -145724 -24163 17 522021 667745 161891 32847 100 337963 176072 -16167 -8684 55 112037 128204 995457 -95681 10510
-5.00 27Nov07 -121561 -53607 26 619467 741028 129044 67930 88 319369 190325 -7483 -14323 60 123451 130934 1091138 59445 10431
-6.00 20Nov07 -67954 -34646 47 622595 690549 61114 34256 64 253381 192267 6840 390 69 132447 125607 1031693 -7235 10426
-7.00 13Nov07 -33308 1919 61 647129 680437 26858 28547 52 252462 225604 6450 -30466 69 127607 121157 1038928 -34819 10408
-8.00 6Nov07 -35227 8048 60 661187 696414 -1689 -11473 42 268127 269816 36916 3425 87 136322 99406 1073747 54839 10331
-9.00 30Oct07 -43275 -7508 57 630286 673561 9784 14252 46 248213 238429 33491 -6744 85 132142 98651 1018908 11344 10325
-10.00 23Oct07 -35767 11294 60 627012 662779 -4468 7428 41 229716 234184 40235 -18722 89 142676 102441 1007564 -29754 10324
-11.00 16Oct07 -47061 4820 55 643633 690694 -11896 -29065 38 239605 251501 58957 24245 100 144316 85359 1037318 67731 10307
Page No. 4 2YEAR 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 -51881 -22763 53 586383 638264 17169 21876 49 234061 216892 34712 887 85 139860 105148 969587 60224 10307
-13.00 2Oct07 -29118 1144 62 558259 587377 -4707 -9315 41 200997 205704 33825 8171 85 143279 109454 909363 -14594 10316
-14.00 25Sep07 -30262 11522 62 574312 604574 4608 -9358 44 211653 207045 25654 -2164 80 131795 106141 923957 44301 10315
-15.00 18Sep07 -41784 -210 57 556735 598519 13966 -16918 48 184002 170036 27818 17128 81 130494 102676 879656 -12080 10316
-16.00 11Sep07 -41574 7831 57 573723 615297 30884 -14982 54 181599 150715 10690 7151 71 119908 109218 891736 -59448 10317
-17.00 4Sep07 -49405 20260 54 573552 622957 45866 -2533 59 244068 198202 3539 -17727 67 121270 117731 951184 -16184 10304
-18.00 28Aug07 -69665 -18907 46 596753 666418 48399 2741 60 228605 180206 21266 16166 77 125712 104446 967368 12203 10304
-19.00 21Aug07 -50758 -92461 54 582322 633080 45658 123227 59 226450 180792 5100 -30766 68 128117 123017 955165 -54491 10305
-20.00 14Aug07 41703 4482 90 679909 638206 -77569 -3070 15 175267 252836 35866 -1412 86 127476 91610 1009656 -49372 10222
-21.00 7Aug07 37221 43014 88 699021 661800 -74499 -42113 16 189059 263558 37278 -901 87 141416 104138 1059028 21064 10214
-22.00 31Jul07 -5793 16701 71 687009 692802 -32386 -38444 31 188629 221015 38179 21743 88 144222 106043 1037964 -3263 10215
-23.00 24Jul07 -22494 -12398 65 654933 677427 6058 31914 45 236840 230782 16436 -19516 75 125330 108894 1041227 30955 10203
-24.00 17Jul07 -10096 -11224 70 648138 658234 -25856 7144 33 226781 252637 35952 4080 86 120660 84708 1010272 9511 10126
-25.00 10Jul07 1128 10873 74 653189 652061 -33000 -7092 31 208901 241901 31872 -3781 84 126503 94631 1000761 9443 10129
-26.00 3Jul07 -9745 5644 70 641085 650830 -25908 -13167 33 216063 241971 35653 7523 86 122623 86970 991318 36338 10128
-27.00 26Jun07 -15389 -49035 67 616110 631499 -12741 62097 38 207509 220250 28130 -13062 82 119156 91026 954980 6066 10127
-28.00 19Jun07 33646 -33749 86 641204 607558 -74838 45165 16 170099 244937 41192 -11416 89 126944 85752 948914 -32090 10124
-29.00 12Jun07 67395 0 100 651808 584413 -120003 0 0 165567 285570 52608 0 96 148354 95746 981004 0 10118
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