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Page No. 1 2YEAR U.S. TREASURY NOTES
01-27-2012
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
3.00 24Jan12 -179911 -2474 0 420283 600194 158488 -866 78 295674 137186 21423 3340 100 122337 100914 845260 57848 11010
2.00 17Jan12 -177437 -149926 0 358915 536352 159354 135186 78 302564 143210 18083 14740 97 119787 101704 787412 108475 11011
1.00 10Jan12 -27511 234 53 402444 429955 24168 5697 31 162169 138001 3343 -5931 82 109189 105846 678937 -18475 11009
0.00 3Jan12 -27745 22398 53 420341 448086 18471 -26529 29 160598 142127 9274 4131 88 111253 101979 697412 5708 11007
-1.00 27Dec11 -50143 39753 45 402513 452656 45000 -31268 39 172800 127800 5143 -8485 83 107190 102047 691704 -25494 11005
-2.00 20Dec11 -89896 7363 31 397874 487770 76268 -18225 49 196548 120280 13628 10862 92 108323 94695 717198 -3773 11009
-3.00 13Dec11 -97259 -50462 29 389836 487095 94493 46342 56 213555 119062 2766 4120 81 103016 100250 720971 51605 11009
-4.00 6Dec11 -46797 2187 46 402092 448889 48151 9443 40 162022 113871 -1354 -11630 77 100383 101737 669366 -71431 11008
-5.00 29Nov11 -48984 -28406 45 426505 475489 38708 12078 36 183825 145117 10276 16328 89 109777 99501 740797 -14581 11006
-6.00 22Nov11 -20578 63261 55 440474 461052 26630 -61007 32 191248 164618 -6052 -2254 72 106506 112558 755378 -3575 11006
-7.00 15Nov11 -83839 23117 33 409427 493266 87637 -19821 53 226329 138692 -3798 -3296 74 101771 105569 758953 -10869 11006
-8.00 8Nov11 -106956 -46068 25 404456 511412 107458 48016 60 237082 129624 -502 -1948 78 107590 108092 769822 57403 11006
-9.00 1Nov11 -60888 -4996 41 386940 447828 59442 976 44 198786 139344 1446 4020 80 106529 105083 712419 -10611 11006
-10.00 25Oct11 -55892 -15645 43 370869 426761 58466 9764 43 226541 168075 -2574 5881 76 108314 110888 723030 20274 11005
-11.00 18Oct11 -40247 -20860 49 369521 409768 48702 12265 40 218117 169415 -8455 8595 70 100181 108636 702756 4435 11003
-12.00 11Oct11 -19387 -19408 56 372493 391880 36437 10991 36 214265 177828 -17050 8417 61 95751 112801 698321 -36936 11000
-13.00 4Oct11 21 29392 63 410477 410456 25446 -13280 32 203527 178081 -25467 -16112 52 104473 129940 735257 -24075 11004
-14.00 27Sep11 -29371 19809 52 412727 442098 38726 -23828 36 217767 179041 -9355 4019 69 109426 118781 759332 -21260 11004
-15.00 20Sep11 -49180 -63639 45 421983 471163 62554 66760 45 235207 172653 -13374 -3121 65 103948 117322 780592 28768 11010
-16.00 13Sep11 14459 -18812 68 456346 441887 -4206 29837 21 167457 171663 -10253 -11025 68 108021 118274 751824 -18462 11008
Page No. 2 2YEAR U.S. TREASURY NOTES
01-27-2012
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
-17.00 6Sep11 33271 41263 74 482958 449687 -34043 -50061 11 150556 184599 772 8798 79 119898 119126 770286 -116852 11007
-18.00 30Aug11 -7992 4785 60 537364 545356 16018 -9979 28 183434 167416 -8026 5194 70 126936 134962 887138 -69658 11008
-19.00 23Aug11 -12777 631 58 616139 628916 25997 3775 32 209565 183568 -13220 -4406 65 112545 125765 956796 -17913 11008
-20.00 16Aug11 -13408 23337 58 644039 657447 22222 -37680 31 206052 183830 -8814 14343 69 109268 118082 974709 -47706 11009
-21.00 9Aug11 -36745 2052 50 651467 688212 59902 -3972 44 246750 186848 -23157 1920 55 110197 133354 1022415 -18466 11010
-22.00 2Aug11 -38797 -66878 49 661757 700554 63874 50507 45 258877 195003 -25077 16371 53 107385 132462 1040881 8423 11001
-23.00 26Jul11 28081 -8238 73 696505 668424 13367 6173 28 221181 207814 -41448 2065 36 101557 143005 1032458 9653 10931
-24.00 19Jul11 36319 20438 75 694466 658147 7194 -17829 25 210640 203446 -43513 -2609 34 106245 149758 1022805 26485 10928
-25.00 12Jul11 15881 25635 68 652290 636409 25023 -28699 32 232230 207207 -40904 3064 36 99966 140870 996320 8666 10927
-26.00 5Jul11 -9754 10474 59 632699 642453 53722 -8754 42 237343 183621 -43968 -1720 33 104813 148781 987654 -38544 10923
-27.00 28Jun11 -20228 56769 56 653677 673905 62476 -51876 45 251445 188969 -42248 -4893 35 106284 148532 1026198 -23766 10920
-28.00 21Jun11 -76997 84143 36 610791 687788 114352 -85107 63 310637 196285 -37355 964 40 113919 151274 1049964 41500 10926
-29.00 14Jun11 -161140 -10805 6 504977 666117 199459 4570 92 364423 164964 -38319 6235 39 123874 162193 1008464 -6446 10922
-30.00 7Jun11 -150335 13071 10 504102 654437 194889 -8905 91 376016 181127 -44554 -4166 33 116487 161041 1014910 -31905 10924
-31.00 31May11 -163406 7389 5 535659 699065 203794 -10364 94 361170 157376 -40388 2975 37 120755 161143 1046815 -56957 10930
-32.00 24May11 -170795 -13291 3 588569 759364 214158 4804 97 370257 156099 -43363 8487 34 119411 162774 1103772 43705 10926
-33.00 17May11 -157504 18252 7 562687 720191 209354 -9248 96 354569 145215 -51850 -9004 25 120441 172291 1060067 13193 10924
-34.00 10May11 -175756 -4502 1 545214 720970 218602 -3302 99 368407 149805 -42846 7804 34 114520 157366 1046874 -20178 10920
-35.00 3May11 -171254 -37499 3 562149 733403 221904 43284 100 373285 151381 -50650 -5785 27 113098 163748 1067052 9968 10919
-36.00 26Apr11 -133755 -61357 16 593210 726965 178620 43144 85 338554 159934 -44865 18213 32 108395 153260 1057084 2290 10915
Page No. 3 2YEAR U.S. TREASURY NOTES
01-27-2012
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
-37.00 19Apr11 -72398 -74824 37 636232 708630 135476 61226 70 306785 171309 -63078 13598 14 97855 160933 1054794 19471 10911
-38.00 12Apr11 2426 -56089 64 685757 683331 74250 68940 49 255109 180859 -76676 -12851 0 84849 161525 1035323 63667 10905
-39.00 5Apr11 58515 117999 83 685347 626832 5310 -95834 25 184022 178712 -63825 -22165 13 95376 159201 971656 77860 10831
-40.00 29Mar11 -59484 15189 42 548169 607653 101144 167 58 237503 136359 -41660 -15356 36 102312 143972 893796 -8633 10900
-41.00 22Mar11 -74673 -43465 36 525044 599717 100977 43628 58 259593 158616 -26304 -163 51 107667 133971 902429 19752 10909
-42.00 15Mar11 -31208 -25556 52 545405 576613 57349 5569 43 222457 165108 -26141 19987 52 105359 131500 882677 13724 10913
-43.00 8Mar11 -5652 -73323 61 564021 569673 51780 76856 41 201928 150148 -46128 -3533 31 93509 139637 868953 -16568 10902
-44.00 1Mar11 67671 -16049 86 607203 539532 -25076 10317 14 168728 193804 -42595 5732 35 91890 134485 885521 -101893 10917
-45.00 22Feb11 83720 -10203 92 662180 578460 -35393 -307 11 198026 233419 -48327 10510 29 102424 150751 987414 58863 10911
-46.00 15Feb11 93923 12015 96 640204 546281 -35086 -643 11 180645 215731 -58837 -11372 18 87570 146407 928551 62925 10903
-47.00 8Feb11 81908 119677 91 612957 531049 -34443 -99236 11 150446 184889 -47465 -20441 30 92106 139571 865626 69513 10900
-48.00 1Feb11 -37769 -41905 49 481564 519333 64793 44015 45 201168 136375 -27024 -2110 51 102842 129866 796113 52883 10916
-49.00 25Jan11 4136 -12313 64 488948 484812 20778 9911 30 141718 120940 -24914 2402 53 102937 127851 743230 22578 10916
-50.00 18Jan11 16449 -46275 68 473746 457297 10867 41112 27 140021 129154 -27316 5163 50 102118 129434 720652 33870 10916
-51.00 11Jan11 62724 -19603 85 482710 419986 -30245 13056 12 104685 134930 -32479 6547 45 93568 126047 686782 41674 10915
-52.00 4Jan11 82327 -7992 92 483550 401223 -43301 497 8 76669 119970 -39026 7495 38 82479 121505 645108 -1337 10913
-53.00 28Dec10 90319 -14583 94 496277 405958 -43798 22123 8 66147 109945 -46521 -7540 31 81191 127712 646445 -36846 10905
-54.00 21Dec10 104902 22072 100 528423 423521 -65921 -11155 0 74143 140064 -38981 -10917 38 75240 114221 683291 27375 10909
-55.00 14Dec10 82830 54622 92 498040 415210 -54766 -25267 4 71836 126602 -28064 -29355 50 79257 107321 655916 -8776 10907
-56.00 7Dec10 28208 -6738 73 465774 437566 -29499 1595 13 91590 121089 1291 5143 79 102639 101348 664692 -14076 10914
Page No. 4 2YEAR U.S. TREASURY NOTES
01-27-2012
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
-57.00 30Nov10 34946 -19403 75 465404 430458 -31094 20222 12 102520 133614 -3852 -819 74 101542 105394 678768 -63391 10924
-58.00 23Nov10 54349 20028 82 518051 463702 -51316 -16174 5 88321 139637 -3033 -3854 75 108671 111704 742159 52652 10925
-59.00 16Nov10 34321 28985 75 459753 425432 -35142 -24017 11 105182 140324 821 -4968 79 107832 107011 689507 -41633 10921
-60.00 9Nov10 5336 59669 65 453428 448092 -11125 -51987 19 151266 162391 5789 -7682 84 113301 107512 731140 12790 10925
-61.00 2Nov10 -54333 -1076 44 412429 466762 40862 -9465 37 179455 138593 13471 10541 92 115627 102156 718350 -6713 10931
-62.00 26Oct10 -53257 23602 44 419259 472516 50327 -30268 40 180571 130244 2930 6666 81 114112 111182 725063 -10142 10927
-63.00 19Oct10 -76859 -21325 36 411341 488200 80595 18542 51 208383 127788 -3736 2783 74 108504 112240 735205 -5789 10928
-64.00 12Oct10 -55534 16276 43 428295 483829 62053 -13064 44 191147 129094 -6519 -3212 72 113781 120300 740994 7805 10927
-65.00 5Oct10 -71810 -41306 37 412987 484797 75117 45303 49 204531 129414 -3307 -3997 75 108949 112256 733189 9616 10924
-66.00 28Sep10 -30504 -33498 52 425507 456011 29814 25881 33 177224 147410 690 7617 79 114470 113780 723573 1874 10923
-67.00 21Sep10 2994 -61455 64 438232 435238 3933 60287 24 167742 163809 -6927 1168 71 110071 116998 721699 16617 10922
-68.00 14Sep10 64449 47878 85 469028 404579 -56354 -29285 3 124737 181091 -8095 -18593 70 107944 116039 705082 31111 10916
-69.00 7Sep10 16571 9756 68 427396 410825 -27069 -17210 14 127686 154755 10498 7454 89 114416 103918 673971 -46032 10917
-70.00 31Aug10 6815 15234 65 446214 439399 -9859 -17474 19 147302 157161 3044 2240 81 118490 115446 720003 -112017 10909
-71.00 24Aug10 -8419 -827 60 486791 495210 7615 -64 26 197231 189616 804 891 79 125587 124783 832020 9836 10909
-72.00 17Aug10 -7592 6444 60 497434 505026 7679 -7615 26 197600 189921 -87 1171 78 110847 110934 822184 -7763 10908
-73.00 10Aug10 -14036 -23321 58 501770 515806 15294 25380 28 198885 183591 -1258 -2059 77 114390 115648 829947 29549 10908
-74.00 3Aug10 9285 -24943 66 510345 501060 -10086 14214 19 183800 193886 801 10729 79 83821 83020 800398 -942 10907
-75.00 27Jul10 34228 0 75 515392 481164 -24300 0 14 167993 192293 -9928 0 68 102940 112868 801340 0 10904
Page No. 5 2YEAR U.S. TREASURY NOTES
01-27-2012
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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