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Page No. 1 5YEAR U.S. TREASURY NOTES
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 -65608 3271 52 683620 749228 77928 -17598 50 203020 125092 -12320 14327 51 167961 180281 1065631 -15354 11729
48.00 2Dec08 -68879 59058 52 670967 739846 95526 -24933 52 238368 142842 -26647 -34125 39 153876 180523 1080985 -136270 12022
47.00 25Nov08 -127937 18890 43 692168 820105 120459 -50056 56 277354 156895 7478 31166 68 232562 225084 1217255 -61799 11816
46.00 18Nov08 -146827 60008 40 746713 893540 170515 -68755 64 338163 167648 -23688 8747 41 180572 204260 1279054 -31776 11709
45.00 11Nov08 -206835 -10407 31 738694 945529 239270 6144 75 393093 153823 -32435 4263 34 171433 203868 1310830 -34331 11527
44.00 4Nov08 -196428 55965 32 746138 942566 233126 -39515 74 401416 168290 -36698 -16450 30 191637 228335 1345161 -15229 11502
43.00 28Oct08 -252393 11344 24 718129 970522 272641 -8845 80 441332 168691 -20248 -2499 44 194501 214749 1360390 21883 11315
42.00 21Oct08 -263737 3439 22 705849 969586 281486 -8219 81 444146 162660 -17749 4780 46 179724 197473 1338507 -58530 11322
41.00 14Oct08 -267176 -9783 22 757518 1024694 289705 24250 83 444110 154405 -22529 -14467 42 186669 209198 1397037 -48843 11126
40.00 7Oct08 -257393 4031 23 800208 1057601 265455 -32430 79 416149 150694 -8062 28399 55 217114 225176 1445880 -29802 11409
39.00 30Sep08 -261424 7349 22 814426 1075850 297885 8977 84 445668 147783 -36461 -16326 30 202771 239232 1475682 57108 11207
38.00 23Sep08 -268773 -37392 21 755788 1024561 288908 56982 82 446507 157599 -20135 -19590 44 201718 221853 1418574 -49827 11129
37.00 16Sep08 -231381 -3957 27 793077 1024458 231926 30610 74 411072 179146 -545 -26653 61 247315 247860 1468401 -36200 11317
36.00 9Sep08 -227424 29433 28 851584 1079008 201316 -48994 69 399487 198171 26108 19561 84 240318 214210 1504601 -77607 11227
35.00 2Sep08 -256857 26894 23 869044 1125901 250310 -16315 76 452447 202137 6547 -10579 67 242357 235810 1582208 -145299 11228
34.00 26Aug08 -283751 -23784 19 963199 1246950 266625 36605 79 459892 193267 17126 -12821 76 269267 252141 1727507 108963 11215
33.00 19Aug08 -259967 -1368 23 890525 1150492 230020 -2742 73 452457 222437 29947 4110 87 257793 227846 1618544 25132 11210
32.00 12Aug08 -258599 -70288 23 877269 1135868 232762 38994 74 443203 210441 25837 31294 83 256921 231084 1593412 28972 11128
31.00 5Aug08 -188311 -50583 34 922171 1110482 193768 56549 68 385800 192032 -5457 -5966 57 220058 225515 1564440 49223 11097
30.00 29Jul08 -137728 -34477 41 920308 1058036 137219 9360 59 342425 205206 509 25117 62 217158 216649 1515217 -61924 11000
Page No. 2 5YEAR U.S. TREASURY NOTES
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 -103251 74405 47 973408 1076659 127859 -54050 57 358527 230668 -24608 -20355 40 214497 239105 1577141 -11907 10090
28.00 15Jul08 -177656 40212 35 959336 1136992 181909 -76606 66 396694 214785 -4253 36394 58 224532 228785 1589048 -41974 11240
27.00 8Jul08 -217868 33401 29 926765 1144633 258515 -20461 78 474159 215644 -40647 -12940 27 220557 261204 1631022 60260 11130
26.00 1Jul08 -251269 -1429 24 905333 1156602 278976 -31027 81 451097 172121 -27707 32456 38 204703 232410 1570762 1372 11016
25.00 24Jun08 -249840 -16303 24 884129 1133969 310003 4409 86 465559 155556 -60163 11894 10 207967 268130 1569390 -139867 9210
24.00 17Jun08 -233537 -16576 27 995488 1229025 305594 21485 85 461219 155625 -72057 -4909 0 217379 289436 1709257 31727 8280
23.00 10Jun08 -216961 25994 29 963465 1180426 284109 -28570 82 467283 183174 -67148 2576 4 209076 276224 1677530 -101847 10914
22.00 3Jun08 -242955 49969 25 1023582 1266537 312679 -47923 86 502881 190202 -69724 -2046 2 200491 270215 1779377 -22670 11101
21.00 27May08 -292924 54663 18 933963 1226887 360602 -24592 94 556803 196201 -67678 -30071 4 240041 307719 1802047 -25176 11115
20.00 20May08 -347587 -25535 9 955365 1302952 385194 13297 97 581049 195855 -37607 12238 29 220881 258488 1827223 -91531 11209
19.00 13May08 -322052 27350 13 1052290 1374342 371897 -30551 95 586666 214769 -49845 3201 19 217448 267293 1918754 6913 11114
18.00 6May08 -349402 62192 9 1056164 1405566 402448 8886 100 586566 184118 -53046 -71078 16 226544 279590 1911841 -16326 11117
17.00 29Apr08 -411594 -54874 0 1052044 1463638 393562 18408 99 605289 211727 18032 36466 77 239201 221169 1928167 27484 11121
16.00 22Apr08 -356720 -76407 8 1012436 1369156 375154 79772 96 616439 241285 -18434 -3365 46 244235 262669 1900683 114173 11206
15.00 15Apr08 -280313 38813 20 982269 1262582 295382 -39105 83 550400 255018 -15069 292 49 226441 241510 1786510 -67754 11317
14.00 8Apr08 -319126 -47430 14 1036541 1355667 334487 43233 89 567815 233328 -15361 4197 48 220765 236126 1854264 25012 11304
13.00 1Apr08 -271696 36726 21 1025758 1297454 291254 -29842 83 551312 260058 -19558 -6884 45 228085 247643 1829252 -26695 11313
12.00 25Mar08 -308422 8353 15 1012280 1320702 321096 11719 87 580048 258952 -12674 -20072 51 235230 247904 1855947 -65162 11317
11.00 18Mar08 -316775 -294825 14 1024243 1341018 309377 277792 86 595968 286591 7398 17033 68 261828 254430 1921109 -107108 11412
9.00 4Mar08 -21950 111362 59 1210801 1232751 31585 -95563 43 521162 489577 -9635 -15799 53 250787 260422 2028217 -147594 11407
Page No. 3 5YEAR U.S. TREASURY NOTES
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 -133312 -123116 42 1273062 1406374 127148 108321 57 549300 422152 6164 14795 67 295995 289831 2175811 -5569 11301
7.00 19Feb08 -10196 -67552 61 1342763 1352959 18827 96189 41 515402 496575 -8631 -28637 54 247926 256557 2181380 81463 11225
6.00 12Feb08 57356 -7817 71 1319826 1262470 -77362 18568 26 446891 524253 20006 -10751 78 258085 238079 2099917 59568 11317
5.00 5Feb08 65173 -73600 72 1306926 1241753 -95930 61931 23 399674 495604 30757 11669 88 260815 230058 2040349 72898 11323
4.00 29Jan08 138773 -103907 84 1318362 1179589 -157861 85232 13 317309 475170 19088 18675 78 247065 227977 1967451 -52084 11226
3.00 22Jan08 242680 83650 100 1363540 1120860 -243093 -41858 0 329276 572369 413 -41792 62 257633 257220 2019535 41723 11328
2.00 15Jan08 159030 58211 87 1291922 1132892 -201235 -78823 6 365105 566340 42205 20612 97 270695 228490 1977812 86865 11211
1.00 8Jan08 100819 7398 78 1231261 1130442 -122412 -20800 19 390141 512553 21593 13402 80 244925 223332 1890947 105808 11118
0.00 31Dec07 93421 18095 77 1168598 1075177 -101612 -26250 22 364277 465889 8191 8155 68 229137 220946 1785139 -17556 11009
-1.00 24Dec07 75326 -26036 74 1185543 1110217 -75362 48705 26 378261 453623 36 -22669 61 218002 217966 1802695 -46458 10912
-2.00 18Dec07 101362 43873 78 1200808 1099446 -124067 -39451 18 386946 511013 22705 -4422 81 240415 217710 1849153 -27040 10928
-3.00 11Dec07 57489 27515 71 1167817 1110328 -84616 -52172 25 419773 504389 27127 24657 84 248409 221282 1876193 -70733 11016
-4.00 4Dec07 29974 98399 67 1175103 1145129 -32444 -103524 33 472388 504832 2470 5125 63 241868 239398 1946926 -141574 11022
-5.00 27Nov07 -68425 -35162 52 1252654 1321079 71080 22430 49 496632 425552 -2655 12732 59 258578 261233 2088500 186095 11012
-6.00 20Nov07 -33263 -99421 57 1203243 1236506 48650 103505 45 397648 348998 -15387 -4084 48 216934 232321 1902405 8590 10926
-7.00 13Nov07 66158 62593 73 1205956 1139798 -54855 -45433 29 378045 432900 -11303 -17160 52 237867 249170 1893815 81532 10822
-8.00 6Nov07 3565 101782 63 1144345 1140780 -9422 -85456 36 395339 404761 5857 -16326 66 227671 221814 1812283 79512 10805
-9.00 30Oct07 -98217 64638 47 1028485 1126702 76034 -60435 49 428011 351977 22183 -4203 80 245529 223346 1732771 45160 10727
-10.00 23Oct07 -162855 46541 38 992933 1155788 136469 -64810 59 421533 285064 26386 18269 84 244624 218238 1687611 27885 10726
-11.00 16Oct07 -209396 -13799 30 957572 1166968 201279 31849 69 432829 231550 8117 -18050 68 239122 231005 1659726 -10302 10619
Page No. 4 5YEAR U.S. TREASURY NOTES
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 -195597 39077 33 962795 1158392 169430 -21993 64 420266 250836 26167 -17084 84 254343 228176 1670028 53810 10614
-13.00 2Oct07 -234674 -91169 27 922194 1156868 191423 76723 67 402022 210599 43251 14446 98 264940 221689 1616218 23436 10705
-14.00 25Sep07 -143505 -20790 40 980599 1124104 114700 37354 55 329706 215006 28805 -16564 86 250016 221211 1592782 1314 10627
-15.00 18Sep07 -122715 -66014 44 936671 1059386 77346 65834 50 287997 210651 45369 180 100 332284 286915 1591468 22813 10709
-16.00 11Sep07 -56701 -47283 54 995615 1052316 11512 2973 39 272243 260731 45189 44310 100 277279 232090 1568655 -13369 10718
-17.00 4Sep07 -9418 -832 61 1035238 1044656 8539 12870 39 259779 251240 879 -12038 62 249963 249084 1582024 -59710 10624
-18.00 28Aug07 -8586 -4611 61 1096342 1104928 -4331 21018 37 230103 234434 12917 -16407 72 260354 247437 1641734 -59046 10630
-19.00 21Aug07 -3975 -24419 62 1089791 1093766 -25349 10013 34 281247 306596 29324 14406 86 258726 229402 1700780 58224 10625
-20.00 14Aug07 20444 -36388 66 1084243 1063799 -35362 3412 32 247707 283069 14918 32976 74 254950 240032 1642556 -62918 10526
-21.00 7Aug07 56832 45642 71 1151143 1094311 -38774 -68612 32 244080 282854 -18058 22970 46 250210 268268 1705474 61383 10516
-22.00 31Jul07 11190 -14012 64 1071270 1060080 29838 37903 42 291479 261641 -41028 -23891 26 224077 265105 1644091 28380 10515
-23.00 24Jul07 25202 -24692 66 1014282 989080 -8065 13705 36 339920 347985 -17137 10987 47 227407 244544 1615711 47284 10418
-24.00 17Jul07 49894 -14655 70 967833 917939 -21770 3896 34 347794 369564 -28124 10759 37 224231 252355 1568427 -11791 10329
-25.00 10Jul07 64549 -42451 72 991359 926810 -25666 20275 34 335639 361305 -38883 22176 28 226851 265734 1580218 26973 10404
-26.00 3Jul07 107000 -70615 79 1015770 908770 -45941 66148 31 298794 344735 -61059 4467 9 211064 272123 1553245 -35636 10402
-27.00 26Jun07 177615 -44299 90 1084034 906419 -112089 44670 20 272795 384884 -65526 -371 6 205981 271507 1588881 -24581 10328
-28.00 19Jun07 221914 14501 96 1133501 911587 -156759 -9395 13 246544 403303 -65155 -5106 6 202204 267359 1613462 19192 10326
-29.00 12Jun07 207413 0 94 1143487 936074 -147364 0 15 214719 362083 -60049 0 10 202854 262903 1594270 0 10306
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