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Page No. 1 30DAY FEDERAL FUNDS
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 5623 2633 100 371074 365451 1407 422 0 68033 66626 -7030 -3055 16 35506 42536 527176 41216 9985
1.00 5Jan10 2990 31005 99 337778 334788 985 -33808 0 57675 56690 -3975 2803 27 35069 39044 485960 -64887 9982
0.00 29Dec09 -28015 -2496 88 372800 400815 34793 2368 13 86982 52189 -6778 128 17 31649 38427 550847 13791 9980
-1.00 22Dec09 -25519 -1952 89 365758 391277 32425 4418 12 83818 51393 -6906 -2466 17 30975 37881 537056 -3167 9981
-2.00 15Dec09 -23567 -13942 89 363427 386994 28007 15589 10 82401 54394 -4440 -1647 26 32583 37023 540223 42256 9978
-3.00 8Dec09 -9625 24136 94 335995 345620 12418 -19991 4 66364 53946 -2793 -4145 31 32554 35347 497967 -58687 9981
-4.00 1Dec09 -33761 -3167 86 365806 399567 32409 -2019 12 83701 51292 1352 5186 46 45070 43718 556654 10667 9987
-5.00 24Nov09 -30594 3507 87 360521 391115 34428 -5320 13 86394 51966 -3834 1813 28 34950 38784 545987 6089 9988
-6.00 17Nov09 -34101 3934 86 343630 377731 39748 -1104 15 96434 56686 -5647 -2830 21 33306 38953 539898 23532 9987
-8.00 9Nov09 -38035 904 84 315431 353466 40852 1840 15 97391 56539 -2817 -2744 31 39009 41826 516366 17874 9986
-8.00 3Nov09 -38939 13611 84 298440 337379 39012 -13615 15 105660 66648 -73 4 41 33146 33219 498492 -9715 9985
-9.00 27Oct09 -52550 2338 79 290544 343094 52627 -2073 20 121229 68602 -77 -265 41 35886 35963 508207 30432 9984
-10.00 20Oct09 -54888 -3807 78 274716 329604 54700 539 21 111070 56370 188 3268 42 36491 36303 477775 25652 9982
-11.00 13Oct09 -51081 17967 80 262732 313813 54161 -17557 20 108428 54267 -3080 -410 30 30368 33448 452123 7222 9984
-12.00 6Oct09 -69048 35861 73 249817 318865 71718 -38573 27 115419 43701 -2670 2712 32 32494 35164 444901 -8979 9983
-13.00 29Sep09 -104909 7403 61 248540 353449 110291 -4773 42 135398 25107 -5382 -2630 22 32567 37949 453880 8672 9982
-14.00 22Sep09 -112312 -16502 58 231412 343724 115064 19728 44 142068 27004 -2752 -3226 32 34072 36824 445208 37388 9981
-15.00 15Sep09 -95810 -11167 64 211777 307587 95336 8384 36 122350 27014 474 2783 43 38645 38171 407820 23396 9981
-16.00 8Sep09 -84643 14545 68 204277 288920 86952 -13146 33 111453 24501 -2309 -1399 33 34316 36625 384424 -35252 9983
-17.00 1Sep09 -99188 955 63 220969 320157 100098 2834 38 128317 28219 -910 -3789 38 39521 40431 419676 21474 9983
Page No. 2 30DAY FEDERAL FUNDS
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 -100143 -6944 62 211918 312061 97264 1967 37 119810 22546 2879 4977 52 39206 36327 398202 10354 9982
-19.00 18Aug09 -93199 2862 65 204475 297674 95297 -3863 36 118363 23066 -2098 1001 34 37033 39131 387848 16769 9982
-20.00 11Aug09 -96061 3832 64 180812 276873 99160 -2040 38 123544 24384 -3099 -1792 30 32819 35918 371079 26478 9982
-21.00 4Aug09 -99893 5063 62 169065 268958 101200 -3397 38 113442 12242 -1307 -1666 37 32185 33492 344601 -41490 9980
-22.00 28Jul09 -104956 -3501 61 205697 310653 104597 3792 40 118961 14364 359 -291 43 33580 33221 386091 1036 9980
-23.00 21Jul09 -101455 5915 62 207518 308973 100805 -3606 38 115091 14286 650 -2309 44 34033 33383 385055 6543 9980
-24.00 14Jul09 -107370 5324 60 196463 303833 104411 -3650 40 120192 15781 2959 -1674 52 37424 34465 378512 1431 9979
-25.00 7Jul09 -112694 3493 58 194467 307161 108061 -6589 41 120623 12562 4633 3096 58 39424 34791 377081 -51615 9978
-26.00 30Jun09 -116187 22391 57 218847 335034 114650 -18821 43 132449 17799 1537 -3570 47 40168 38631 428696 369 9976
-27.00 23Jun09 -138578 -7342 49 200421 338999 133471 10003 51 145605 12134 5107 -2661 60 42633 37526 428327 23214 9974
-28.00 16Jun09 -131236 1009 51 194391 325627 123468 1708 47 133537 10069 7768 -2717 69 42516 34748 405113 6926 9975
-29.00 9Jun09 -132245 -13555 51 179491 311736 121760 10163 46 131517 9757 10485 3392 79 50552 40067 398187 24141 9974
-30.00 2Jun09 -118690 37862 56 180254 298944 111597 -33124 42 128316 16719 7093 -4738 67 35856 28763 374046 -60225 9980
-31.00 26May09 -156552 -7598 42 191232 347784 144721 3064 55 166019 21298 11831 4534 84 43653 31822 434271 12020 9980
-32.00 19May09 -148954 -2144 45 188652 337606 141657 6668 54 162720 21063 7297 -4524 68 39645 32348 422251 15773 9980
-33.00 12May09 -146810 6243 46 179408 326218 134989 -5375 51 157258 22269 11821 -868 84 40986 29165 406478 17606 9980
-34.00 5May09 -153053 12574 44 162777 315830 140364 -11515 53 156343 15979 12689 -1059 87 42384 29695 388872 -62250 9980
-35.00 28Apr09 -165627 -2663 39 192788 358415 151879 2971 58 172555 20676 13748 -308 91 45350 31602 451122 12635 9980
-36.00 21Apr09 -162964 -7494 40 191946 354910 148908 499 57 169872 20964 14056 6995 92 39352 25296 438487 32364 9981
-37.00 14Apr09 -155470 6658 43 171990 327460 148409 -5300 56 165180 16771 7061 -1358 67 41787 34726 406123 2850 9980
Page No. 3 30DAY FEDERAL FUNDS
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 -162128 2250 41 165058 327186 153709 -5253 58 168535 14826 8419 3003 72 39286 30867 403273 -28823 9977
-39.00 31Mar09 -164378 -17513 40 179416 343794 158962 19030 60 173395 14433 5416 -1517 61 33926 28510 432096 21541 9976
-40.00 24Mar09 -146865 -6521 46 170287 317152 139932 5131 53 156216 16284 6933 1390 66 37651 30718 410555 20517 9975
-41.00 17Mar09 -140344 -1242 48 159415 299759 134801 1679 51 153015 18214 5543 -437 61 32917 27374 390038 18299 9974
-42.00 10Mar09 -139102 -4431 49 146760 285862 133122 -306 51 145779 12657 5980 4737 63 32213 26233 371739 22151 9971
-43.00 3Mar09 -134671 27517 50 126572 261243 133428 -27648 51 142357 8929 1243 131 46 31128 29885 349588 -63882 9976
-44.00 24Feb09 -162188 -17518 41 146143 308331 161076 17722 61 176850 15774 1112 -204 46 34211 33099 413470 25790 9977
-45.00 17Feb09 -144670 -4034 47 142554 287224 143354 7332 54 161694 18340 1316 -3298 46 35240 33924 387680 20904 9974
-46.00 10Feb09 -140636 -5176 48 135811 276447 136022 1240 52 153655 17633 4614 3936 58 30446 25832 366776 22498 9973
-47.00 3Feb09 -135460 38293 50 123161 258621 134782 -37543 51 153605 18823 678 -750 44 29384 28706 344278 -56732 9975
-48.00 27Jan09 -173753 -5810 36 135278 309031 172325 4014 66 198695 26370 1428 1796 47 32725 31297 401010 30348 9976
-49.00 20Jan09 -167943 2233 38 120897 288840 168311 -4329 64 193787 25476 -368 2096 40 29826 30194 370662 974 9981
-50.00 13Jan09 -170176 -2943 38 119231 289407 172640 1157 66 195148 22508 -2464 1786 33 31987 34451 369688 6006 9982
-51.00 6Jan09 -167233 10961 39 117280 284513 171483 -8259 65 192744 21261 -4250 -2702 26 30576 34826 363682 -60807 9979
-52.00 30Dec08 -178194 7663 35 161305 339499 179742 -9084 68 201073 21331 -1548 1421 36 26528 28076 424489 2012 9979
-54.00 22Dec08 -185857 -26324 32 157826 343683 188826 19607 72 208502 19676 -2969 6717 31 26845 29814 422477 17042 9975
-54.00 16Dec08 -159533 -2836 41 169327 328860 169219 11353 64 189782 20563 -9686 -8517 7 22407 32093 405435 5465 9980
-55.00 9Dec08 -156697 -9090 42 162081 318778 157866 6230 60 178174 20308 -1169 2860 37 30034 31203 399970 14193 9967
-56.00 2Dec08 -147607 30305 46 157727 305334 151636 -32811 58 173990 22354 -4029 2506 27 30654 34683 385777 -92930 9959
-57.00 25Nov08 -177912 -15625 35 200135 378047 184447 10605 70 211754 27307 -6535 5020 18 29566 36101 478707 2462 9958
Page No. 4 30DAY FEDERAL FUNDS
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 -162287 5184 40 205133 367420 173842 3081 66 201046 27204 -11555 -8265 0 30444 41999 476245 6677 9959
-59.00 11Nov08 -167471 3439 39 200917 368388 170761 -783 65 202381 31620 -3290 -2656 30 31485 34775 469568 -16221 9958
-60.00 4Nov08 -170910 5068 37 199978 370888 171544 -3351 65 208779 37235 -634 -1717 39 34554 35188 485789 -108432 9947
-61.00 28Oct08 -175978 -5107 36 284331 460309 174895 14579 66 221426 46531 1083 -9472 45 36484 35401 594221 2406 9916
-62.00 21Oct08 -170871 -16138 37 293910 464781 160316 15176 61 204304 43988 10555 962 79 41674 31119 591815 35699 9893
-63.00 14Oct08 -154733 -16278 43 295171 449904 145140 19409 55 177896 32756 9593 -3131 76 41394 31801 556116 21984 9882
-64.00 7Oct08 -138455 4189 49 267183 405638 125731 -5919 48 165417 39686 12724 1730 87 41087 28363 534132 -63910 9863
-65.00 30Sep08 -142644 10772 47 315621 458265 131650 -9119 50 174106 42456 10994 -1653 81 44015 33021 598042 10073 9833
-66.00 23Sep08 -153416 34352 44 298541 451957 140769 -37503 53 184978 44209 12647 3151 87 42060 29413 587969 -17388 9817
-67.00 16Sep08 -187768 20983 32 287722 475490 178272 -16674 68 212873 34601 9496 -4309 76 44516 35020 605357 57057 9819
-68.00 9Sep08 -208751 10032 24 242778 451529 194946 -13854 74 228463 33517 13805 3822 91 40802 26997 548300 -50545 9802
-69.00 2Sep08 -218783 -2121 21 274194 492977 208800 61 79 244822 36022 9983 2060 77 36394 26411 598845 -1808 9798
-70.00 26Aug08 -216662 -4217 21 278551 495213 208739 355 79 242941 34202 7923 3862 70 40800 32877 600653 5033 9798
-71.00 19Aug08 -212445 5513 23 274258 486703 208384 -2404 79 239018 30634 4061 -3109 56 42675 38614 595620 15069 9799
-72.00 12Aug08 -217958 21202 21 265067 483025 210788 -17851 80 248816 38028 7170 -3351 67 41620 34450 580551 12134 9797
-73.00 5Aug08 -239160 39639 13 246329 485489 228639 -33886 87 261482 32843 10521 -5753 79 40215 29694 568417 -73724 9799
-74.00 29Jul08 -278799 -6487 0 270223 549022 262525 3846 100 299544 37019 16274 2641 100 49976 33702 642141 5095 9799
-75.00 22Jul08 -272312 459 2 273654 545966 258679 -2254 99 296870 38191 13633 1795 91 45738 32105 637046 4767 9799
-76.00 15Jul08 -272771 0 2 262271 535042 260933 0 99 300977 40044 11838 0 84 48791 36953 632279 0 9799
Page No. 5 30DAY FEDERAL FUNDS
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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