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Page No. 1 30DAY FEDERAL FUNDS
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 -156697 -9090 39 162081 318778 157866 6230 63 178174 20308 -1169 2860 74 30034 31203 399970 14193 9967
48.00 2Dec08 -147607 30305 41 157727 305334 151636 -32811 61 173990 22354 -4029 2506 70 30654 34683 385777 -92930 9959
47.00 25Nov08 -177912 -15625 35 200135 378047 184447 10605 68 211754 27307 -6535 5020 66 29566 36101 478707 2462 9958
46.00 18Nov08 -162287 5184 38 205133 367420 173842 3081 66 201046 27204 -11555 -8265 59 30444 41999 476245 6677 9959
45.00 11Nov08 -167471 3439 37 200917 368388 170761 -783 65 202381 31620 -3290 -2656 71 31485 34775 469568 -16221 9958
44.00 4Nov08 -170910 5068 36 199978 370888 171544 -3351 66 208779 37235 -634 -1717 75 34554 35188 485789 -108432 9947
43.00 28Oct08 -175978 -5107 35 284331 460309 174895 14579 66 221426 46531 1083 -9472 77 36484 35401 594221 2406 9916
42.00 21Oct08 -170871 -16138 36 293910 464781 160316 15176 63 204304 43988 10555 962 91 41674 31119 591815 35699 9893
41.00 14Oct08 -154733 -16278 40 295171 449904 145140 19409 60 177896 32756 9593 -3131 90 41394 31801 556116 21984 9882
40.00 7Oct08 -138455 4189 43 267183 405638 125731 -5919 56 165417 39686 12724 1730 95 41087 28363 534132 -63910 9863
39.00 30Sep08 -142644 10772 42 315621 458265 131650 -9119 57 174106 42456 10994 -1653 92 44015 33021 598042 10073 9833
38.00 23Sep08 -153416 34352 40 298541 451957 140769 -37503 59 184978 44209 12647 3151 94 42060 29413 587969 -17388 9817
37.00 16Sep08 -187768 20983 33 287722 475490 178272 -16674 67 212873 34601 9496 -4309 90 44516 35020 605357 57057 9819
36.00 9Sep08 -208751 10032 28 242778 451529 194946 -13854 71 228463 33517 13805 3822 96 40802 26997 548300 -50545 9802
35.00 2Sep08 -218783 -2121 26 274194 492977 208800 61 74 244822 36022 9983 2060 91 36394 26411 598845 -1808 9798
34.00 26Aug08 -216662 -4217 27 278551 495213 208739 355 74 242941 34202 7923 3862 87 40800 32877 600653 5033 9798
33.00 19Aug08 -212445 5513 28 274258 486703 208384 -2404 73 239018 30634 4061 -3109 82 42675 38614 595620 15069 9799
32.00 12Aug08 -217958 21202 27 265067 483025 210788 -17851 74 248816 38028 7170 -3351 86 41620 34450 580551 12134 9797
31.00 5Aug08 -239160 39639 22 246329 485489 228639 -33886 78 261482 32843 10521 -5753 91 40215 29694 568417 -73724 9799
30.00 29Jul08 -278799 -6487 14 270223 549022 262525 3846 85 299544 37019 16274 2641 100 49976 33702 642141 5095 9799
Page No. 2 30DAY FEDERAL FUNDS
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 -272312 459 15 273654 545966 258679 -2254 84 296870 38191 13633 1795 96 45738 32105 637046 4767 9799
28.00 15Jul08 -272771 8954 15 262271 535042 260933 -10439 85 300977 40044 11838 1485 93 48791 36953 632279 -1052 9799
27.00 8Jul08 -281725 20429 13 250118 531843 271372 -22145 87 306389 35017 10353 1716 91 55539 45186 633331 -83025 9797
26.00 1Jul08 -302154 44283 9 305872 608026 293517 -38803 92 331593 38076 8637 -5480 89 59231 50594 716356 -56128 9795
25.00 24Jun08 -346437 -29225 0 310465 656902 332320 31466 100 374802 42482 14117 -2241 97 60607 46490 772484 26073 9792
24.00 17Jun08 -317212 -87875 6 310997 628209 300854 87308 93 334792 33938 16358 567 100 63820 47462 746411 122594 9748
23.00 10Jun08 -229337 -36747 24 291643 520980 213546 32362 75 230809 17263 15791 4385 99 53194 37403 623817 19139 9751
22.00 3Jun08 -192590 -12522 32 284875 477465 181184 10010 68 200846 19662 11406 2512 93 51790 40384 604678 -139136 9792
21.00 27May08 -180068 -26420 35 358705 538773 171174 27030 65 198509 27335 8894 -610 89 57509 48615 743814 26089 9803
20.00 20May08 -153648 -21737 40 357286 510934 144144 16962 60 181818 37674 9504 4775 90 55777 46273 717725 22446 9803
19.00 13May08 -131911 -11158 45 346053 477964 127182 11011 56 176228 49046 4729 147 83 50450 45721 695279 62450 9802
18.00 6May08 -120753 -65416 47 304984 425737 116171 68622 54 158551 42380 4582 -3206 83 49943 45361 632829 -51304 9801
17.00 29Apr08 -55337 -1333 61 377113 432450 47549 -5000 39 122700 75151 7788 6333 87 49009 41221 684133 100777 9795
16.00 22Apr08 -54004 -2896 61 335359 389363 52549 1984 40 109564 57015 1455 912 78 44519 43064 583356 170763 9796
15.00 15Apr08 -51108 -11333 62 232266 283374 50565 10416 40 87109 36544 543 917 77 31353 30810 412593 32926 9807
14.00 8Apr08 -39775 -19080 64 212346 252121 40149 17675 37 80736 40587 -374 1405 75 31922 32296 379667 40710 9811
13.00 1Apr08 -20695 14460 68 213888 234583 22474 -18022 34 54506 32032 -1779 3562 73 27473 29252 338957 8750 9806
12.00 25Mar08 -35155 26400 65 203123 238278 40496 -25971 37 64304 23808 -5341 -429 68 28373 33714 330207 -18040 9807
11.00 18Mar08 -61555 -24814 59 182637 244192 66467 26172 43 102595 36128 -4912 -1358 68 28294 33206 348247 80603 9785
9.00 4Mar08 -36741 -26286 65 132934 169675 40295 27186 37 70371 30076 -3554 -900 70 26769 30323 267644 -93655 9769
Page No. 3 30DAY FEDERAL FUNDS
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 -10455 16308 70 207252 217707 13109 -16920 32 87686 74577 -2654 612 72 25852 28506 361299 7308 9702
7.00 19Feb08 -26763 -4626 67 198481 225244 30029 1582 35 93967 63938 -3266 3044 71 27975 31241 353991 8407 9703
6.00 12Feb08 -22137 11830 68 195609 217746 28447 -15275 35 87675 59228 -6310 3445 66 23983 30293 345584 20651 9705
5.00 5Feb08 -33967 -4775 65 179316 213283 43722 3953 38 90179 46457 -9755 822 61 20620 30375 324933 -108034 9709
4.00 29Jan08 -29192 -19655 66 220337 249529 39769 -20731 37 145739 105970 -10577 40386 60 25798 36375 432967 27919 9695
3.00 22Jan08 -9537 41371 70 210805 220342 60500 -4008 42 121163 60663 -50963 -37363 0 32547 83510 405048 11718 9695
2.00 15Jan08 -50908 -11592 62 188461 239369 64508 15100 43 144981 80473 -13600 -3508 56 31553 45153 393330 49501 9635
1.00 8Jan08 -39316 -43587 64 185892 225208 49408 48487 39 120422 71014 -10092 -4900 61 18375 28467 343829 -116970 9586
0.00 31Dec07 4271 7967 73 295096 290825 921 -3612 29 117556 116635 -5192 -4355 68 28843 34035 460799 10819 9584
-1.00 24Dec07 -3696 -8582 72 284673 288369 4533 8927 30 117523 112990 -837 -345 74 29536 30373 449980 14251 9582
-2.00 18Dec07 4886 -33832 73 279737 274851 -4394 33069 28 111044 115438 -492 763 75 27879 28371 435729 15661 9583
-3.00 11Dec07 38718 22549 81 281704 242986 -37463 -23701 21 84088 121551 -1255 1152 74 31190 32445 420068 46749 9581
-4.00 4Dec07 16169 -11178 76 252752 236583 -13762 7789 26 68305 82067 -2407 3389 72 28581 30988 373319 -101968 9587
-5.00 27Nov07 27347 -19722 78 316479 289132 -21551 20569 24 73338 94889 -5796 -847 67 29227 35023 475287 32985 9553
-6.00 20Nov07 47069 31392 82 305585 258516 -42120 -29716 20 58312 100432 -4949 -1676 68 30211 35160 442302 48702 9556
-7.00 13Nov07 15677 -8919 76 255946 240269 -12404 4745 26 63524 75928 -3273 4174 71 28901 32174 393600 23663 9556
-8.00 6Nov07 24596 -4598 78 246040 221444 -17149 17821 25 54087 71236 -7447 -13223 65 30931 38378 369937 -105787 9556
-9.00 30Oct07 29194 69053 79 282392 253198 -34970 -77726 21 87160 122130 5776 8673 84 33903 28127 475724 81620 9549
-10.00 23Oct07 -39859 16370 64 210774 250633 42756 -14306 38 108048 65292 -2897 -2064 71 26267 29164 394104 -7429 9547
-11.00 16Oct07 -56229 -23196 61 186505 242734 57062 18243 41 136679 79617 -833 4953 74 20591 21424 401533 27123 9535
Page No. 4 30DAY FEDERAL FUNDS
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 -33033 2174 65 178356 211389 38819 2563 37 107406 68587 -5786 -4737 67 24582 30368 374410 57615 9534
-13.00 2Oct07 -35207 18073 65 151943 187150 36256 -20380 37 99302 63046 -1049 2307 74 22003 23052 316795 -78870 9544
-14.00 25Sep07 -53280 -40165 61 190997 244277 56636 19230 41 137145 80509 -3356 20935 71 23947 27303 395665 -20153 9547
-15.00 18Sep07 -13115 6076 70 197317 210432 37406 18396 37 169565 132159 -24291 -24472 40 20269 44560 415818 -19341 9529
-16.00 11Sep07 -19191 -25657 68 189614 208805 19010 7537 33 189072 170062 181 18120 76 21688 21507 435159 -86461 9509
-17.00 4Sep07 6466 7573 74 230203 223737 11473 12931 31 203623 192150 -17939 -20504 49 29685 47624 521620 13036 9504
-18.00 28Aug07 -1107 17445 72 223999 225106 -1458 -17496 28 197431 198889 2565 51 80 22243 19678 508584 -13065 9499
-19.00 21Aug07 -18552 -67872 69 220267 238819 16038 68771 32 217490 201452 2514 -899 79 28588 26074 521649 -27809 9513
-20.00 14Aug07 49320 -79224 83 267107 217787 -52733 81222 17 167316 220049 3413 -1998 81 29920 26507 549458 35715 9493
-21.00 7Aug07 128544 48929 100 347100 218556 -133955 -57475 0 88447 222402 5411 8546 84 29462 24051 513743 -34727 9476
-22.00 31Jul07 79615 26223 89 334188 254573 -76480 -18378 12 107565 184045 -3135 -7845 71 29345 32480 548470 42824 9479
-23.00 24Jul07 53392 20362 84 311315 257923 -58102 -18884 16 111598 169700 4710 -1478 83 29343 24633 505646 45114 9476
-24.00 17Jul07 33030 11606 79 277763 244733 -39218 -7242 20 103474 142692 6188 -4364 85 27450 21262 460532 8344 9476
-25.00 10Jul07 21424 -21369 77 268987 247563 -31976 23829 22 107370 139346 10552 -2460 91 29440 18888 452188 16605 9475
-26.00 3Jul07 42793 -5906 81 275655 232862 -55805 3218 17 79279 135084 13012 2688 95 30820 17808 435583 -86149 9476
-27.00 26Jun07 48699 -350 83 332209 283510 -59023 1667 16 94131 153154 10324 -1317 91 33307 22983 521732 38457 9475
-28.00 19Jun07 49049 4790 83 303489 254440 -60690 -5560 16 91442 152132 11641 770 93 29542 17901 483275 12915 9475
-29.00 12Jun07 44259 0 82 285452 241193 -55130 0 17 93160 148290 10871 0 92 35305 24434 470360 0 9475
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