Page No.     1                                                5YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
  21.00 24May16   247760    39680       65  1968506  1720746  -140163    31987       47   290864   431027  -107597   -71667       46 378887 486484 2722744   104940 12010 
  20.00 17May16   208080   -73537       52  1953329  1745249  -172150    73963       38   313564   485714   -35930     -426       90 309133 345063 2617804    43176 12028 
  19.00 10May16   281617    52489       75  1952833  1671216  -246113   -57254       17   271991   518104   -35504     4765       90 308156 343660 2574628   112301 12109 
  18.00  3May16   229128    63148       59  1858898  1629770  -188859   -71014       33   287258   476117   -40269     7866       87 282093 322362 2462327   -40699 12101 
  17.00 26Apr16   165980   -13934       39  1824072  1658092  -117845    12680       54   364136   481981   -48135     1254       83 281039 329174 2503026   -13003 12009 
  16.00 19Apr16   179914   -82252       44  1875129  1695215  -130525    77584       50   337842   468367   -49389     4668       82 275099 324488 2516029    63834 12100 
  15.00 12Apr16   262166   -39985       69  1880795  1618629  -208109    33129       28   258901   467010   -54057     6856       79 286528 340585 2452195     6236 12107 
  14.00  5Apr16   302151    68287       81  1893430  1591279  -241238   -78053       18   246800   488038   -60913     9766       75 278016 338929 2445959   -15621 12111 
  13.00 29Mar16   233864   -45585       60  1891944  1658080  -163185    51428       41   285759   448944   -70679    -5843       69 258790 329469 2461580    81473 12025 
  12.00 22Mar16   279449    26108       74  1844982  1565533  -214613   -38673       26   249146   463759   -64836    12565       72 252807 317643 2380107   -23273 12000 
  11.00 15Mar16   253341     7666       66  1830654  1577313  -175940    -9920       37   276753   452693   -77401     2254       65 261166 338567 2403380  -111138 11913 
  10.00  8Mar16   245675    43168       64  1890310  1644635  -166020   -38469       40   293784   459804   -79655    -4699       63 282558 362213 2514518  -130405 12011 
   9.00  1Mar16   202507    16669       51  1974659  1772152  -127551    -9788       51   293216   420767   -74956    -6881       66 279866 354822 2644923   -53035 12016 
   8.00 23Feb16   185838   -55014       45  1985638  1799800  -117763    93581       54   313014   430777   -68075   -38567       70 334431 402506 2697958   -52094 12104 
   7.00 16Feb16   240852   -20469       62  2045556  1804704  -211344     5089       27   301095   512439   -29508    15380       94 307088 336596 2750052    -8625 12107 
   6.00  9Feb16   261321   -98974       69  2101935  1840614  -216433    86491       25   280431   496864   -44888    12483       85 303804 348692 2758677    60479 12116 
   5.00  2Feb16   360295    58165      100  2102044  1741749  -302924   -56028        0   263914   566838   -57371    -2137       77 293372 350743 2698198    62364 12031 
   4.00 26Jan16   302130    -7487       81  2036228  1734098  -246896     4966       16   262592   509488   -55234     2521       78 295637 350871 2635834   115441 12007 
   3.00 19Jan16   309617   -23641       84  1951047  1641430  -251862     1506       15   246302   498164   -57755    22135       77 287115 344870 2520393    97647 11931 
   2.00 12Jan16   333258   -14829       91  1892138  1558880  -253368     5143       14   223187   476555   -79890     9686       63 266951 346841 2422746   128412 11912 
 Page No.     2                                                5YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
   1.00  5Jan16   348087    74373       96  1801608  1453521  -258511   -79072       13   198814   457325   -89576     4699       57 255334 344910 2294334    -6954 11817 
   0.00 29Dec15   273714   -23602       73  1780341  1506627  -179439    16220       36   227603   407042   -94275     7382       54 251912 346187 2301288    -1871 11805 
  -1.00 22Dec15   297316   -28319       80  1801594  1504278  -195659    12193       31   216805   412464  -101657    16126       50 240987 342644 2303159   -85868 11813 
  -2.00 15Dec15   325635   -16705       89  1856776  1531141  -207852    57792       28   249967   457819  -117783   -41087       40 233612 351395 2389027  -119268 11820 
  -4.00  1Dec15   342340    -3164       94  1928321  1585981  -265644   -27091       11   248340   513984   -76696    30255       65 275893 352589 2508295  -274656 11829 
  -5.00 24Nov15   345504    96944       95  2098418  1752914  -238553   -99620       19   262167   500720  -106951     2676       47 347686 454637 2782951   412312 11904 
  -6.00 17Nov15   248560    76434       65  1769526  1520966  -138933   -43046       48   274223   413156  -109627   -33388       45 259878 369505 2370639   -16643 11902 
  -7.00 10Nov15   172126    42513       41  1761960  1589834   -95887   -34973       60   296860   392747   -76239    -7540       65 267779 344018 2387282     3016 11828 
  -8.00  3Nov15   129613    64490       28  1735607  1605994   -60914   -20832       70   330065   390979   -68699   -43658       70 266723 335422 2384266   -79429 11912 
  -9.00 27Oct15    65123   -34098        8  1762571  1697448   -40082    23908       76   357284   397366   -25041    10190       97 302638 327679 2463695    59291 12017 
 -10.00 20Oct15    99221    43065       18  1730569  1631348   -63990   -27587       69   335227   399217   -35231   -15478       91 294006 329237 2404404      395 12015 
 -11.00 13Oct15    56156   -11959        5  1696429  1640273   -36403     8961       77   352470   388873   -19753     2998      100 305182 324935 2404009   -10205 12020 
 -12.00  6Oct15    68115   -56685        9  1702662  1634547   -45364    47192       75   358795   404159   -22751     9493       98 298357 321108 2414214   -18327 12023 
 -13.00 29Sep15   124800   -53655       26  1722516  1597716   -92556    28675       61   345835   438391   -32244    24980       92 303095 335339 2432541    46747 12012 
 -14.00 22Sep15   178455   -70519       43  1718718  1540263  -121231    44277       53   321933   443164   -57224    26242       77 285635 342859 2385794   134246 12004 
 -15.00 15Sep15   248974    57772       65  1594095  1345121  -165508   -28972       40   319885   485393   -83466   -28800       61 271443 354909 2251548   -71727 11908 
 -16.00  8Sep15   191202   -89158       47  1568680  1377478  -136536    68531       48   391645   528181   -54666    20627       79 299950 354616 2323275   -50548 11918 
 -17.00  1Sep15   280360    53908       75  1620287  1339927  -205067   -72778       28   381167   586234   -75293    18870       66 272846 348139 2373823  -142016 11920 
 -18.00 25Aug15   226452    20321       58  1661711  1435259  -132289   -29828       50   426801   559090   -94163     9507       54 318812 412975 2515839   164840 12018 
 -19.00 18Aug15   206131    39054       52  1576011  1369880  -102461   -20766       58   414679   517140  -103670   -18288       49 266050 369720 2350999   -11322 11922 
 Page No.     3                                                5YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
 -20.00 11Aug15   167077   -65219       40  1564024  1396947   -81695    46076       64   427892   509587   -85382    19143       60 286635 372017 2362321    12552 11929 
 -21.00  4Aug15   232296   -16517       60  1566123  1333827  -127771    34196       51   435992   563763  -104525   -17679       48 273733 378258 2349769    51826 11931 
 -22.00 28Jul15   248813    18028       65  1550907  1302094  -161967   -34515       41   415722   577689   -86846    16487       59 255297 342143 2297943    69166 11916 
 -23.00 21Jul15   230785    71405       59  1507274  1276489  -127452   -36899       51   400271   527723  -103333   -34506       49 249773 353106 2228777    88880 11908 
 -24.00 14Jul15   159380    -8038       37  1418284  1258904   -90553    -6145       62   375268   465821   -68827    14183       70 278215 347042 2139897     1348 11906 
 -25.00  7Jul15   167418   -24221       40  1437128  1269710   -84408    -5232       64   363039   447447   -83010    29453       61 268195 351205 2138549    26824 11927 
 -26.00 30Jun15   191639    16774       47  1446923  1255284   -79176   -28035       65   352276   431452  -112463    11261       43 243059 355522 2111725     6772 11904 
 -27.00 23Jun15   174865    -5017       42  1447902  1273037   -51141   -10593       73   342728   393869  -123724    15610       36 243084 366808 2104953    13613 11826 
 -28.00 16Jun15   179882   -44678       44  1459924  1280042   -40548    42852       76   336398   376946  -139334     1826       27 224587 363921 2091340    13891 11827 
 -29.00  9Jun15   224560    49903       57  1486568  1262008   -83400   -34597       64   297156   380556  -141160   -15306       26 223156 364316 2077449   -16112 11812 
 -30.00  2Jun15   174657    25526       42  1420206  1245549   -48803    -6529       74   351646   400449  -125854   -18997       35 244236 370090 2093561  -160353 11827 
 -31.00 26May15   149131   -58419       34  1519169  1370038   -42274    51098       76   341753   384027  -106857     7321       47 296584 403441 2253914   265568 11929 
 -32.00 19May15   207550    -1831       52  1396200  1188650   -93372    -1647       61   319307   412679  -114178     3478       42 247108 361286 1988346    51885 11917 
 -33.00 12May15   209381    28115       53  1374169  1164788   -91725   -10260       61   284609   376334  -117656   -17855       40 252402 370058 1936461   -84527 11921 
 -34.00  5May15   181266   114167       44  1413156  1231890   -81465   -70569       64   324843   406308   -99801   -43598       51 251705 351506 2020988    -2901 11921 
 -35.00 28Apr15    67099   -41087        9  1341144  1274045   -10896    10598       85   369744   380640   -56203    30489       78 293047 349250 2023889    31137 12009 
 -36.00 21Apr15   108186   -31448       21  1322805  1214619   -21494    47153       82   369553   391047   -86692   -15705       59 272515 359207 1992752   -27690 12016 
 -37.00 14Apr15   139634   -21358       31  1365864  1226230   -68647    32903       68   351770   420417   -70987   -11545       69 271647 342634 2020442    20337 12016 
 -38.00  7Apr15   160992    39277       38  1379033  1218041  -101550   -72252       59   332221   433771   -59442    32975       76 270760 330202 2000105    17988 12015 
 -39.00 31Mar15   121715   -17896       25  1341754  1220039   -29298    -3456       80   369280   398578   -92417    21352       56 249137 341554 1982117   -20490 12005 
 Page No.     4                                                5YEAR U.S. TREASURY NOTES 
 05-27-2016 
                                                          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 
  
  
 -40.00 24Mar15   139611     7554       31  1361720  1222109   -25842   -43912       81   378424   404266  -113769    36358       42 240353 354122 2002607     4781 12006 
 -41.00 17Mar15   132057    19584       29  1338734  1206677    18070   -14170       93   422872   404802  -150127    -5414       20 216075 366202 1997826    24722 11903 
 -42.00 10Mar15   112473   -41738       23  1306460  1193987    32240    36229       97   440008   407768  -144713     5509       24 208845 353558 1973104    26645 11826 
 -43.00  3Mar15   154211    -3742       36  1288204  1133993    -3989     1512       87   424341   428330  -150222     2230       20 209921 360143 1946459  -211527 11824 
 -44.00 24Feb15   157953     4899       37  1400890  1242937    -5501    12191       86   399905   405406  -152452   -17090       19 301211 453663 2157986   114838 12004 
 -45.00 17Feb15   153054    49051       35  1401960  1248906   -17692    -9922       83   372344   390036  -135362   -39129       29 217121 352483 2043148    81039 11911 
 -46.00 10Feb15   104003   -13384       20  1321796  1217793    -7770    34996       86   349021   356791   -96233   -21612       53 249204 345437 1962109   142791 11923 
 -47.00  3Feb15   117387    35855       24  1222488  1105101   -42766   -28237       76   322000   364766   -74621    -7618       66 248307 322928 1819318    -3006 12024 
 -48.00 27Jan15    81532    43460       13  1179190  1097658   -14529   -38422       84   323306   337835   -67003    -5038       71 286308 353311 1822324   -14957 12019 
 -49.00 20Jan15    38072   -26604        0  1177214  1139142    23893   -17123       95   346136   322243   -61965    43727       74 283233 345198 1837281    -5073 12024 
 -50.00 13Jan15    64676   -22676        8  1187787  1123111    41016    24109      100   363138   322122  -105692    -1433       47 262567 368259 1842354    26373 12012 
 -51.00  6Jan15    87352   -38608       15  1168061  1080709    16907     4847       93   341154   324247  -104259    33761       48 263526 367785 1815981   -17663 11922 
 -52.00 30Dec14   125960    49196       27  1242770  1116810    12060    -5006       92   316837   304777  -138020   -44190       28 232753 370773 1833644    -4976 11829 
 -53.00 23Dec14    76764   -66647       12  1215998  1139234    17066    59847       93   333572   316506   -93830     6800       55 243055 336885 1838620    19312 11812 
 -54.00 16Dec14   143411   -37434       32  1253746  1110335   -42781    -1199       76   275091   317872  -100630    38633       51 245075 345705 1819308    -2259 11915 
 -55.00  9Dec14   180845    64784       44  1274210  1093365   -41582   -23962       76   252828   294410  -139263   -40822       27 241375 380638 1821567   -53318 11829 
 -56.00  2Dec14   116061   -52491       24  1252238  1136177   -17620   -32217       83   288014   305634   -98441    84708       52 277004 375445 1874885  -205037 11903 
 -57.00 25Nov14   168552        0       40  1346726  1178174    14597        0       92   305549   290952  -183149        0        0 337947 521096 2079922        0 11927 
 


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