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Page No. 1 30DAY FEDERAL FUNDS
05-07-2010
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 4May10 -102754 -36484 40 396414 499168 114774 35403 64 136288 21514 -12020 1081 11 42861 54881 634603 -53588 9977
17.00 27Apr10 -66270 15247 57 454213 520483 79371 -15136 46 130987 51616 -13101 -111 7 41873 54974 688191 7503 9977
16.00 20Apr10 -81517 -6444 50 401589 483106 94507 6581 54 148720 54213 -12990 -137 7 39632 52622 680688 16458 9977
15.00 13Apr10 -75073 -14935 53 397804 472877 87926 12656 50 140495 52569 -12853 2279 8 40164 53017 664230 14739 9977
14.00 6Apr10 -60138 -24948 60 392952 453090 75270 26988 44 128764 53494 -15132 -2040 0 41447 56579 649491 -44646 9977
13.00 30Mar10 -35190 -34623 72 450170 485360 48282 34133 31 110674 62392 -13092 490 7 38470 51562 694137 7675 9978
12.00 23Mar10 -567 -1024 89 459714 460281 14149 2310 14 94037 79888 -13582 -1286 5 38734 52316 686462 10262 9978
11.00 16Mar10 457 -20363 89 455694 455237 11839 21030 13 90830 78991 -12296 -667 10 40392 52688 676200 40864 9978
10.00 9Mar10 20820 -455 99 436358 415538 -9191 5288 3 74154 83345 -11629 -4833 12 37288 48917 635336 16558 9980
9.00 2Mar10 21275 8691 100 425345 404070 -14479 -9016 0 67462 81941 -6796 325 29 37131 43927 618778 -34608 9986
8.00 23Feb10 12584 4481 95 451356 438772 -5463 -550 4 78479 83942 -7121 -3931 27 41054 48175 653386 63016 9985
7.00 16Feb10 8103 -4564 93 415350 407247 -4913 1346 5 67176 72089 -3190 3218 41 36639 39829 590370 39064 9986
6.00 9Feb10 12667 -5655 95 391686 379019 -6259 5502 4 62446 68705 -6408 153 30 36718 43126 551306 15721 9985
5.00 2Feb10 18322 10707 98 384458 366136 -11761 -12024 1 55292 67053 -6561 1317 29 34177 40738 535585 -36564 9985
4.00 26Jan10 7615 6980 93 402371 394756 263 -2799 7 76765 76502 -7878 -4181 25 35941 43819 572149 17006 9985
3.00 19Jan10 635 -4988 90 385252 384617 3062 1655 9 72529 69467 -3697 3333 39 45901 49598 555143 27967 9985
2.00 12Jan10 5623 2633 92 371074 365451 1407 422 8 68033 66626 -7030 -3055 28 35506 42536 527176 41216 9985
1.00 5Jan10 2990 31005 91 337778 334788 985 -33808 8 57675 56690 -3975 2803 38 35069 39044 485960 -64887 9982
0.00 29Dec09 -28015 -2496 76 372800 400815 34793 2368 24 86982 52189 -6778 128 29 31649 38427 550847 13791 9980
-1.00 22Dec09 -25519 -1952 77 365758 391277 32425 4418 23 83818 51393 -6906 -2466 28 30975 37881 537056 -3167 9981
Page No. 2 30DAY FEDERAL FUNDS
05-07-2010
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 15Dec09 -23567 -13942 78 363427 386994 28007 15589 21 82401 54394 -4440 -1647 37 32583 37023 540223 42256 9978
-3.00 8Dec09 -9625 24136 85 335995 345620 12418 -19991 13 66364 53946 -2793 -4145 42 32554 35347 497967 -58687 9981
-4.00 1Dec09 -33761 -3167 73 365806 399567 32409 -2019 23 83701 51292 1352 5186 56 45070 43718 556654 10667 9987
-5.00 24Nov09 -30594 3507 74 360521 391115 34428 -5320 24 86394 51966 -3834 1813 39 34950 38784 545987 6089 9988
-6.00 17Nov09 -34101 3934 73 343630 377731 39748 -1104 27 96434 56686 -5647 -2830 33 33306 38953 539898 23532 9987
-8.00 9Nov09 -38035 904 71 315431 353466 40852 1840 27 97391 56539 -2817 -2744 42 39009 41826 516366 17874 9986
-8.00 3Nov09 -38939 13611 70 298440 337379 39012 -13615 26 105660 66648 -73 4 52 33146 33219 498492 -9715 9985
-9.00 27Oct09 -52550 2338 64 290544 343094 52627 -2073 33 121229 68602 -77 -265 52 35886 35963 508207 30432 9984
-10.00 20Oct09 -54888 -3807 63 274716 329604 54700 539 34 111070 56370 188 3268 52 36491 36303 477775 25652 9982
-11.00 13Oct09 -51081 17967 65 262732 313813 54161 -17557 34 108428 54267 -3080 -410 41 30368 33448 452123 7222 9984
-12.00 6Oct09 -69048 35861 56 249817 318865 71718 -38573 42 115419 43701 -2670 2712 43 32494 35164 444901 -8979 9983
-13.00 29Sep09 -104909 7403 39 248540 353449 110291 -4773 61 135398 25107 -5382 -2630 33 32567 37949 453880 8672 9982
-14.00 22Sep09 -112312 -16502 35 231412 343724 115064 19728 64 142068 27004 -2752 -3226 42 34072 36824 445208 37388 9981
-15.00 15Sep09 -95810 -11167 43 211777 307587 95336 8384 54 122350 27014 474 2783 53 38645 38171 407820 23396 9981
-16.00 8Sep09 -84643 14545 48 204277 288920 86952 -13146 50 111453 24501 -2309 -1399 44 34316 36625 384424 -35252 9983
-17.00 1Sep09 -99188 955 41 220969 320157 100098 2834 56 128317 28219 -910 -3789 49 39521 40431 419676 21474 9983
-18.00 25Aug09 -100143 -6944 41 211918 312061 97264 1967 55 119810 22546 2879 4977 62 39206 36327 398202 10354 9982
-19.00 18Aug09 -93199 2862 44 204475 297674 95297 -3863 54 118363 23066 -2098 1001 45 37033 39131 387848 16769 9982
-20.00 11Aug09 -96061 3832 43 180812 276873 99160 -2040 56 123544 24384 -3099 -1792 41 32819 35918 371079 26478 9982
-21.00 4Aug09 -99893 5063 41 169065 268958 101200 -3397 57 113442 12242 -1307 -1666 47 32185 33492 344601 -41490 9980
Page No. 3 30DAY FEDERAL FUNDS
05-07-2010
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
-22.00 28Jul09 -104956 -3501 39 205697 310653 104597 3792 59 118961 14364 359 -291 53 33580 33221 386091 1036 9980
-23.00 21Jul09 -101455 5915 40 207518 308973 100805 -3606 57 115091 14286 650 -2309 54 34033 33383 385055 6543 9980
-24.00 14Jul09 -107370 5324 37 196463 303833 104411 -3650 58 120192 15781 2959 -1674 62 37424 34465 378512 1431 9979
-25.00 7Jul09 -112694 3493 35 194467 307161 108061 -6589 60 120623 12562 4633 3096 68 39424 34791 377081 -51615 9978
-26.00 30Jun09 -116187 22391 33 218847 335034 114650 -18821 64 132449 17799 1537 -3570 57 40168 38631 428696 369 9976
-27.00 23Jun09 -138578 -7342 22 200421 338999 133471 10003 73 145605 12134 5107 -2661 69 42633 37526 428327 23214 9974
-28.00 16Jun09 -131236 1009 26 194391 325627 123468 1708 68 133537 10069 7768 -2717 78 42516 34748 405113 6926 9975
-29.00 9Jun09 -132245 -13555 25 179491 311736 121760 10163 67 131517 9757 10485 3392 88 50552 40067 398187 24141 9974
-30.00 2Jun09 -118690 37862 32 180254 298944 111597 -33124 62 128316 16719 7093 -4738 76 35856 28763 374046 -60225 9980
-31.00 26May09 -156552 -7598 14 191232 347784 144721 3064 78 166019 21298 11831 4534 92 43653 31822 434271 12020 9980
-32.00 19May09 -148954 -2144 17 188652 337606 141657 6668 77 162720 21063 7297 -4524 77 39645 32348 422251 15773 9980
-33.00 12May09 -146810 6243 18 179408 326218 134989 -5375 74 157258 22269 11821 -868 92 40986 29165 406478 17606 9980
-34.00 5May09 -153053 12574 15 162777 315830 140364 -11515 76 156343 15979 12689 -1059 95 42384 29695 388872 -62250 9980
-35.00 28Apr09 -165627 -2663 9 192788 358415 151879 2971 82 172555 20676 13748 -308 99 45350 31602 451122 12635 9980
-36.00 21Apr09 -162964 -7494 11 191946 354910 148908 499 80 169872 20964 14056 6995 100 39352 25296 438487 32364 9981
-37.00 14Apr09 -155470 6658 14 171990 327460 148409 -5300 80 165180 16771 7061 -1358 76 41787 34726 406123 2850 9980
-38.00 7Apr09 -162128 2250 11 165058 327186 153709 -5253 83 168535 14826 8419 3003 81 39286 30867 403273 -28823 9977
-39.00 31Mar09 -164378 -17513 10 179416 343794 158962 19030 85 173395 14433 5416 -1517 70 33926 28510 432096 21541 9976
-40.00 24Mar09 -146865 -6521 18 170287 317152 139932 5131 76 156216 16284 6933 1390 76 37651 30718 410555 20517 9975
-41.00 17Mar09 -140344 -1242 21 159415 299759 134801 1679 73 153015 18214 5543 -437 71 32917 27374 390038 18299 9974
Page No. 4 30DAY FEDERAL FUNDS
05-07-2010
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
-42.00 10Mar09 -139102 -4431 22 146760 285862 133122 -306 73 145779 12657 5980 4737 72 32213 26233 371739 22151 9971
-43.00 3Mar09 -134671 27517 24 126572 261243 133428 -27648 73 142357 8929 1243 131 56 31128 29885 349588 -63882 9976
-44.00 24Feb09 -162188 -17518 11 146143 308331 161076 17722 86 176850 15774 1112 -204 56 34211 33099 413470 25790 9977
-45.00 17Feb09 -144670 -4034 19 142554 287224 143354 7332 78 161694 18340 1316 -3298 56 35240 33924 387680 20904 9974
-46.00 10Feb09 -140636 -5176 21 135811 276447 136022 1240 74 153655 17633 4614 3936 68 30446 25832 366776 22498 9973
-47.00 3Feb09 -135460 38293 24 123161 258621 134782 -37543 73 153605 18823 678 -750 54 29384 28706 344278 -56732 9975
-48.00 27Jan09 -173753 -5810 5 135278 309031 172325 4014 92 198695 26370 1428 1796 57 32725 31297 401010 30348 9976
-49.00 20Jan09 -167943 2233 8 120897 288840 168311 -4329 90 193787 25476 -368 2096 51 29826 30194 370662 974 9981
-50.00 13Jan09 -170176 -2943 7 119231 289407 172640 1157 92 195148 22508 -2464 1786 43 31987 34451 369688 6006 9982
-51.00 6Jan09 -167233 10961 8 117280 284513 171483 -8259 91 192744 21261 -4250 -2702 37 30576 34826 363682 -60807 9979
-52.00 30Dec08 -178194 7663 3 161305 339499 179742 -9084 96 201073 21331 -1548 1421 47 26528 28076 424489 2012 9979
-54.00 22Dec08 -185857 -26324 0 157826 343683 188826 19607 100 208502 19676 -2969 6717 42 26845 29814 422477 17042 9975
-54.00 16Dec08 -159533 -2836 12 169327 328860 169219 11353 90 189782 20563 -9686 -8517 19 22407 32093 405435 5465 9980
-55.00 9Dec08 -156697 -9090 14 162081 318778 157866 6230 85 178174 20308 -1169 2860 48 30034 31203 399970 14193 9967
-56.00 2Dec08 -147607 30305 18 157727 305334 151636 -32811 82 173990 22354 -4029 2506 38 30654 34683 385777 -92930 9959
-57.00 25Nov08 -177912 -15625 3 200135 378047 184447 10605 98 211754 27307 -6535 5020 29 29566 36101 478707 2462 9958
-58.00 18Nov08 -162287 5184 11 205133 367420 173842 3081 93 201046 27204 -11555 -8265 12 30444 41999 476245 6677 9959
-59.00 11Nov08 -167471 3439 8 200917 368388 170761 -783 91 202381 31620 -3290 -2656 41 31485 34775 469568 -16221 9958
-60.00 4Nov08 -170910 0 7 199978 370888 171544 0 92 208779 37235 -634 0 50 34554 35188 485789 0 9947
Page No. 5 30DAY FEDERAL FUNDS
05-07-2010
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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