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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