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Page No. 1 30DAY FEDERAL FUNDS
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 -23656 -3751 66 333941 357597 21384 4244 22 81104 59720 2272 -493 98 41387 39115 530229 9549 9991
2.00 17Jan12 -19905 -3319 68 329971 349876 17140 1958 20 81816 64676 2765 1361 100 38051 35286 520680 4364 9992
1.00 10Jan12 -16586 -6160 70 329919 346505 15182 2865 19 83320 68138 1404 3295 95 36336 34932 516316 3125 9991
0.00 3Jan12 -10426 5514 74 335750 346176 12317 -13392 17 79367 67050 -1891 7878 81 31966 33857 513191 -62462 9992
-1.00 27Dec11 -15940 -5290 71 382308 398248 25709 6203 24 97375 71666 -9769 -913 50 26613 36382 575653 9737 9990
-2.00 20Dec11 -10650 1713 73 376865 387515 19506 -1980 21 90756 71250 -8856 267 54 28056 36912 565916 -7502 9990
-3.00 13Dec11 -12363 -6203 73 384120 396483 21486 1080 22 84891 63405 -9123 5123 53 28460 37583 573418 13465 9989
-4.00 6Dec11 -6160 10354 76 379543 385703 20406 -6494 22 80608 60202 -14246 -3860 32 27393 41639 559953 -56440 9989
-5.00 29Nov11 -16514 -7828 70 407085 423599 26900 10083 25 94454 67554 -10386 -2255 48 29945 40331 616393 18878 9991
-6.00 22Nov11 -8686 -131 75 398142 406828 16817 6526 20 79832 63015 -8131 -6395 57 35061 43192 597515 -1420 9991
-7.00 15Nov11 -8555 -3130 75 395106 403661 10291 2972 16 72069 61778 -1736 158 82 44228 45964 598935 11991 9992
-8.00 8Nov11 -5425 565 76 398277 403702 7319 3542 15 68360 61041 -1894 -4107 81 30726 32620 586944 -9645 9992
-9.00 1Nov11 -5990 -4790 76 404519 410509 3777 -3626 13 64731 60954 2213 8416 98 35852 33639 596589 -45315 9992
-10.00 25Oct11 -1200 -5698 79 442808 444008 7403 4129 15 65558 58155 -6203 1569 64 34151 40354 641904 19912 9992
-11.00 18Oct11 4498 7606 82 431679 427181 3274 -13333 13 62899 59625 -7772 5727 58 29687 37459 621992 3993 9991
-12.00 11Oct11 -3108 -609 78 444913 448021 16607 3152 20 63471 46864 -13499 -2543 35 27607 41106 617999 -5050 9991
-13.00 4Oct11 -2499 -6388 78 444415 446914 13455 13318 18 61555 48100 -10956 -6930 45 30825 41781 623049 -65716 9991
-14.00 27Sep11 3889 3466 81 490790 486901 137 -5436 11 71905 71768 -4026 1970 73 32757 36783 688765 -19182 9992
-15.00 20Sep11 423 19211 79 495283 494860 5573 -19017 14 77864 72291 -5996 -194 65 34797 40793 707947 -157 9993
-16.00 13Sep11 -18788 -3708 69 483544 502332 24590 1981 24 89407 64817 -5802 1727 66 36816 42618 708104 -3318 9993
Page No. 2 30DAY FEDERAL FUNDS
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 -15080 -2716 71 490528 505608 22609 2907 23 87149 64540 -7529 -191 59 35321 42850 711422 -88080 9992
-18.00 30Aug11 -12364 772 73 567349 579713 19702 267 21 89618 69916 -7338 -1039 60 37686 45024 799502 -9693 9990
-19.00 23Aug11 -13136 4132 72 574100 587236 19435 -4113 21 87059 67624 -6299 -19 64 39120 45419 809195 -20861 9991
-20.00 16Aug11 -17268 11201 70 576940 594208 23548 -3482 23 85210 61662 -6280 -7719 64 41915 48195 830056 3778 9990
-21.00 9Aug11 -28469 -13152 64 561123 589592 27030 5109 25 95361 68331 1439 8043 95 40864 39425 826278 -32666 9991
-22.00 2Aug11 -15317 -19837 71 594786 610103 21921 23748 22 90024 68103 -6604 -3911 63 44426 51030 858944 -5980 9988
-23.00 26Jul11 4520 5470 82 605971 601451 -1827 -8862 10 78105 79932 -2693 3392 78 48357 51050 864924 41289 9986
-24.00 19Jul11 -950 -10720 79 562662 563612 7035 4957 15 84456 77421 -6085 5763 65 45801 51886 823635 55566 9989
-25.00 12Jul11 9770 -6374 84 542253 532483 2078 873 12 68835 66757 -11848 5501 42 40730 52578 768069 49481 9988
-26.00 5Jul11 16144 11614 88 509027 492883 1205 -13369 11 64104 62899 -17349 1755 20 30895 48244 718588 -56662 9987
-27.00 28Jun11 4530 -24682 82 526492 521962 14574 27695 19 83452 68878 -19104 -3013 13 37566 56670 775250 16515 9986
-28.00 21Jun11 29212 -81 95 531165 501953 -13121 -969 4 73876 86997 -16091 1050 25 43002 59093 758735 30222 9985
-29.00 14Jun11 29293 -8215 95 520396 491103 -12152 8170 4 79931 92083 -17141 45 21 33931 51072 728513 29240 9986
-30.00 7Jun11 37508 8706 100 501577 464069 -20322 -12303 0 70185 90507 -17186 3597 20 36357 53543 699273 -52514 9986
-31.00 31May11 28802 22146 95 537549 508747 -8019 -17478 7 76482 84501 -20783 -4668 6 41709 62492 751787 37552 9990
-32.00 24May11 6656 1886 83 497541 490885 9459 -1238 16 85123 75664 -16115 -648 25 38600 54715 714235 14858 9989
-33.00 17May11 4770 16205 82 481540 476770 10697 -16987 16 84875 74178 -15467 782 27 36526 51993 699377 17757 9990
-34.00 10May11 -11435 3250 73 455385 466820 27684 -9292 26 93021 65337 -16249 6042 24 35452 51701 681620 34955 9990
-35.00 3May11 -14685 17444 71 428034 442719 36976 -9857 30 98542 61566 -22291 -7587 0 32917 55208 646665 -48905 9989
-36.00 26Apr11 -32129 3033 62 461246 493375 46833 -4181 36 110910 64077 -14704 1148 30 35820 50524 695570 12788 9988
Page No. 3 30DAY FEDERAL FUNDS
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 -35162 1509 60 451281 486443 51014 -60 38 112356 61342 -15852 -1449 26 36467 52319 682782 30397 9988
-38.00 12Apr11 -36671 -1250 59 430562 467233 51074 3936 38 109145 58071 -14403 -2686 31 38919 53322 652385 13698 9988
-39.00 5Apr11 -35421 19942 60 416420 451841 47138 -19194 36 116812 69674 -11717 -748 42 35500 47217 638687 -34105 9987
-40.00 29Mar11 -55363 -4123 49 443482 498845 66332 3995 46 123902 57570 -10969 128 45 32026 42995 672792 13590 9985
-41.00 22Mar11 -51240 -24075 51 427169 478409 62337 20991 44 122187 59850 -11097 3084 45 31904 43001 659202 35416 9985
-42.00 15Mar11 -27165 10482 65 417239 444404 41346 -13378 33 99109 57763 -14181 2896 32 28344 42525 623786 39010 9986
-43.00 8Mar11 -37647 11265 59 380080 417727 54724 -10687 40 99944 45220 -17077 -578 21 30552 47629 584776 26552 9986
-44.00 1Mar11 -48912 6315 53 353805 402717 65411 -1292 46 105952 40541 -16499 -5023 23 38016 54515 558224 -53772 9985
-45.00 22Feb11 -55227 11503 49 388587 443814 66703 -6934 46 110206 43503 -11476 -4569 43 42287 53763 611996 13260 9985
-46.00 15Feb11 -66730 6869 43 384604 451334 73637 -10572 50 113537 39900 -6907 3703 61 36399 43306 598736 27927 9984
-47.00 8Feb11 -73599 -10611 39 364400 437999 84209 5603 56 119430 35221 -10610 5008 47 28568 39178 570809 26392 9983
-48.00 1Feb11 -62988 12387 45 347125 410113 78606 -10876 53 109117 30511 -15618 -1511 27 26217 41835 544417 -37999 9983
-49.00 25Jan11 -75375 -3634 38 365535 440910 89482 2006 58 127039 37557 -14107 1628 33 31052 45159 582416 20029 9983
-50.00 18Jan11 -71741 5036 40 347801 419542 87476 -2830 57 121333 33857 -15735 -2206 26 30358 46093 562387 12522 9983
-51.00 11Jan11 -76777 -5839 38 332666 409443 90306 8450 59 126876 36570 -13529 -2611 35 29281 42810 549865 35653 9982
-52.00 4Jan11 -70938 54021 41 313795 384733 81856 -55424 54 117638 35782 -10918 1403 45 26624 37542 514212 -61066 9981
-53.00 28Dec10 -124959 -1977 12 317468 442427 137280 2283 84 170461 33181 -12321 -306 40 26634 38955 575278 873 9981
-54.00 21Dec10 -122982 222 13 313925 436907 134997 -5527 83 170888 35891 -12015 5305 41 27894 39909 574405 11870 9981
-55.00 14Dec10 -123204 -17842 13 299998 423202 140524 16911 86 169887 29363 -17320 931 20 31039 48359 562535 19212 9981
-56.00 7Dec10 -105362 28815 22 298247 403609 123613 -27769 77 154842 31229 -18251 -1046 16 31561 49812 543323 -83383 9982
Page No. 4 30DAY FEDERAL FUNDS
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 -134177 -24444 7 339847 474024 151382 27204 91 179367 27985 -17205 -2760 20 37070 54275 626706 28790 9980
-58.00 23Nov10 -109733 -3059 20 337851 447584 124178 5909 77 148915 24737 -14445 -2850 31 38971 53416 597916 21729 9981
-59.00 16Nov10 -106674 -6667 21 329607 436281 118269 3444 74 142431 24162 -11595 3223 43 36179 47774 576187 -17709 9982
-60.00 9Nov10 -100007 1827 25 340716 440723 114825 -1328 72 140333 25508 -14818 -499 30 36631 51449 593896 35598 9982
-61.00 2Nov10 -101834 18512 24 314969 416803 116153 -18575 73 139281 23128 -14319 63 32 33420 47739 558298 -54729 9982
-62.00 26Oct10 -120346 -3402 14 341772 462118 134728 3598 82 159399 24671 -14382 -196 32 35172 49554 613027 5775 9983
-63.00 19Oct10 -116944 -8384 16 338987 455931 131130 7323 81 155652 24522 -14186 1061 32 36198 50384 607252 10754 9983
-64.00 12Oct10 -108560 -4815 20 340974 449534 123807 5361 77 147076 23269 -15247 -546 28 31934 47181 596498 14178 9983
-65.00 5Oct10 -103745 24277 23 327527 431272 118446 -24222 74 142279 23833 -14701 -55 30 35111 49812 582320 -39841 9983
-66.00 28Sep10 -128022 -8061 10 345478 473500 142668 2753 87 166141 23473 -14646 5308 31 35575 50221 622161 24468 9982
-67.00 21Sep10 -119961 1619 14 331362 451323 139915 4050 85 161183 21268 -19954 -5669 9 34026 53980 597693 17016 9981
-68.00 14Sep10 -121580 5507 13 325558 447138 135865 -104 83 152861 16996 -14285 -5403 32 34290 48575 580677 15055 9981
-69.00 7Sep10 -127087 2692 10 315068 442155 135969 -9062 83 152485 16516 -8882 6370 54 36329 45211 565622 -60435 9982
-70.00 31Aug10 -129779 -6262 9 363275 493054 145031 9989 88 161459 16428 -15252 -3727 28 36856 52108 626057 22121 9981
-71.00 24Aug10 -123517 8601 12 346443 469960 135042 -9695 83 149373 14331 -11525 1094 43 42431 53956 603936 6620 9982
-72.00 17Aug10 -132118 -6280 8 345347 477465 144737 3517 88 153034 8297 -12619 2763 39 44501 57120 597316 3615 9982
-73.00 10Aug10 -125838 11399 11 346338 472176 141220 -13821 86 148937 7717 -15382 2422 28 43274 58656 593701 5140 9982
-74.00 3Aug10 -137237 10055 5 332369 469606 155041 -12719 93 164244 9203 -17804 2664 18 41885 59689 588561 -44034 9982
-75.00 27Jul10 -147292 0 0 357611 504903 167760 0 100 177230 9470 -20468 0 7 47062 67530 632595 0 9981
Page No. 5 30DAY FEDERAL FUNDS
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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