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Page No. 1 5YEAR U.S. TREASURY NOTES
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 -253804 74220 22 798466 1052270 256702 -47889 73 408365 151663 -2898 -26331 84 220678 223576 1446476 21276 12303
2.00 17Jan12 -328024 -17215 0 716350 1044374 304591 899 89 461973 157382 23433 16316 100 237732 214299 1425200 94670 12318
1.00 10Jan12 -310809 -57183 5 656453 967262 303692 51819 89 426281 122589 7117 5364 90 238889 231772 1330530 44061 12307
0.00 3Jan12 -253626 -51325 22 673993 927619 251873 28199 72 381297 129424 1753 23126 87 223108 221355 1286469 62780 12302
-1.00 27Dec11 -202301 33208 37 648011 850312 223674 -16501 63 370371 146697 -21373 -16707 72 197107 218480 1223689 -4639 12221
-2.00 20Dec11 -235509 21739 27 624610 860119 240175 4875 68 382743 142568 -4666 -26614 83 211493 216159 1228328 -86178 12303
-3.00 13Dec11 -257248 -33535 21 701797 959045 235300 2548 66 372768 137468 21948 30987 99 227965 206017 1314506 70145 12303
-4.00 6Dec11 -223713 27915 31 676969 900682 232752 -45501 66 349423 116671 -9039 17586 80 207580 216619 1244361 -92808 12222
-5.00 29Nov11 -251628 7141 22 713717 965345 278253 5942 81 401572 123319 -26625 -13083 69 213193 239818 1337169 52422 12303
-6.00 22Nov11 -258769 13499 20 635284 894053 272311 -24272 79 413749 141438 -13542 10773 77 212514 226056 1284747 20581 12305
-7.00 15Nov11 -272268 -12450 16 606500 878768 296583 6633 87 436520 139937 -24315 5817 71 201414 225729 1264166 522 12300
-8.00 8Nov11 -259818 -41668 20 624120 883938 289950 37919 84 423488 133538 -30132 3749 67 203369 233501 1263644 41813 12231
-9.00 1Nov11 -218150 37335 32 632638 850788 252031 -39856 72 370760 118729 -33881 2521 65 202432 236313 1221831 -27286 12301
-10.00 25Oct11 -255485 -52699 21 657155 912640 291887 55483 85 392810 100923 -36402 -2784 63 193098 229500 1249117 76155 12217
-11.00 18Oct11 -202786 -24061 37 644548 847334 236404 6397 67 323677 87273 -33618 17664 65 196314 229932 1172962 -9945 12207
-12.00 11Oct11 -178725 34984 44 667938 846663 230007 -25236 65 326424 96417 -51282 -9748 54 181325 232607 1182907 -46034 12122
-13.00 4Oct11 -213709 21574 34 656964 870673 255243 -42713 73 373793 118550 -41534 21139 60 189594 231128 1228941 -65232 12226
-14.00 27Sep11 -235283 16837 27 695621 930904 297956 3614 87 400270 102314 -62673 -20451 47 190736 253409 1294173 -29798 12212
-15.00 20Sep11 -252120 -27811 22 704268 956388 294342 27398 86 399551 105209 -42222 413 60 205474 247696 1323971 -12600 12302
-16.00 13Sep11 -224309 20557 30 728462 952771 266944 -12549 77 383303 116359 -42635 -8008 59 208480 251115 1336571 -14805 12225
Page No. 2 5YEAR U.S. TREASURY NOTES
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 -244866 -8530 24 718328 963194 279493 -383 81 393064 113571 -34627 8913 64 217721 252348 1351376 -79791 12227
-18.00 30Aug11 -236336 -865 27 780801 1017137 279876 16115 81 370595 90719 -43540 -15250 59 235824 279364 1431167 15730 12318
-19.00 23Aug11 -235471 -99382 27 748242 983713 263761 89020 76 408230 144469 -28290 10362 68 232950 261240 1415437 -7033 12310
-20.00 16Aug11 -136089 -24774 57 854393 990482 174741 11375 46 325488 150747 -38652 13399 62 222074 260726 1422470 -28411 12312
-21.00 9Aug11 -111315 21293 64 876428 987743 163366 -16343 43 333544 170178 -52051 -4950 53 222432 274483 1450881 -11615 12310
-22.00 2Aug11 -132608 -20963 58 820512 953120 179709 9254 48 376738 197029 -47101 11709 57 236561 283662 1462496 -57935 12201
-23.00 26Jul11 -111645 16036 64 920921 1032566 170455 4026 45 367054 196599 -58810 -20062 49 217389 276199 1520431 -44419 12117
-24.00 19Jul11 -127681 -30902 59 906236 1033917 166429 9082 44 407404 240975 -38748 21820 62 224785 263533 1564850 32075 12026
-25.00 12Jul11 -96779 35427 69 897611 994390 157347 -46466 41 386354 229007 -60568 11039 48 220330 280898 1532775 78504 12012
-26.00 5Jul11 -132206 84970 58 842404 974610 203813 -67449 56 383191 179378 -71607 -17521 41 217766 289373 1454271 -110325 11916
-27.00 28Jun11 -217176 59028 33 868094 1085270 271262 -65800 78 448891 177629 -54086 6772 52 232728 286814 1564596 -135386 11925
-28.00 21Jun11 -276204 13106 15 914703 1190907 337062 13156 100 522702 185640 -60858 -26262 48 243135 303993 1699982 103565 11930
-29.00 14Jun11 -289310 -45527 11 828238 1117548 323906 30276 96 462515 138609 -34596 15251 64 282804 317400 1596417 75391 11907
-30.00 7Jun11 -243783 36435 25 824316 1068099 293630 -39218 86 418785 125155 -49847 2783 55 253097 302944 1521026 -34943 11923
-31.00 31May11 -280218 -70076 14 830346 1110564 332848 47318 99 444979 112131 -52630 22758 53 247919 300549 1555969 40108 12008
-32.00 24May11 -210142 -12635 35 837635 1047777 285530 19980 83 408598 123068 -75388 -7345 39 248371 323759 1515861 -44588 11918
-33.00 17May11 -197507 -20681 38 884256 1081763 265550 4233 76 419594 154044 -68043 16448 44 226322 294365 1560449 56409 11914
-34.00 10May11 -176826 -5295 45 861982 1038808 261317 26811 75 405829 144512 -84491 -21516 33 220131 304622 1504040 46252 11826
-35.00 3May11 -171531 -9753 46 831431 1002962 234506 -9309 66 378634 144128 -62975 19062 47 235879 298854 1457788 33858 11817
-36.00 26Apr11 -161778 -74774 49 837397 999175 243815 69667 69 371791 127976 -82037 5107 35 200674 282711 1423930 68976 11801
Page No. 3 5YEAR U.S. TREASURY NOTES
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 -87004 -29664 71 838360 925364 174148 16311 46 315148 141000 -87144 13353 32 185745 272889 1354954 29318 11719
-38.00 12Apr11 -57340 -54754 80 826713 884053 157837 38441 41 297392 139555 -100497 16313 24 186646 287143 1325636 23256 11630
-39.00 5Apr11 -2586 64060 97 849577 852163 119396 -15366 28 255561 136165 -116810 -48694 14 184403 301213 1302380 46271 11618
-40.00 29Mar11 -66646 41970 78 763154 829800 134762 -33828 33 276794 142032 -68116 -8142 44 199779 267895 1256109 33872 11621
-41.00 22Mar11 -108616 -31927 65 699148 807764 168590 30825 44 307747 139157 -59974 1102 49 204490 264464 1222237 55999 11719
-42.00 15Mar11 -76689 -19110 75 699258 775947 137765 -2149 34 254562 116797 -61076 21259 48 197961 259037 1166238 -46414 11805
-43.00 8Mar11 -57579 -11122 80 750718 808297 139914 -15130 35 270218 130304 -82335 26252 35 175217 257552 1212652 -36761 11619
-44.00 1Mar11 -46457 33152 84 783767 830224 155044 -40332 40 285531 130487 -108587 7180 19 166300 274887 1249413 -77217 11800
-45.00 22Feb11 -79609 -29949 74 786633 866242 195376 13649 53 326767 131391 -115767 16300 14 188343 304110 1326630 -34124 11719
-46.00 15Feb11 -49660 16832 83 836891 886551 181727 -23577 49 329563 147836 -132067 6745 4 166843 298910 1360754 70427 11620
-47.00 8Feb11 -66492 80942 78 782138 848630 205304 4141 56 335781 130477 -138812 -85083 0 153263 292075 1290327 170017 11608
-48.00 1Feb11 -147434 -39049 53 624854 772288 201163 29177 55 283233 82070 -53729 9872 52 196588 250317 1120310 -12651 11804
-49.00 25Jan11 -108385 195 65 677810 786195 171986 -3251 45 259763 87777 -63601 3056 46 182769 246370 1132961 34813 11807
-50.00 18Jan11 -108580 -19025 65 667783 776363 175237 14617 47 244799 69562 -66657 4408 44 172510 239167 1098148 46496 11806
-51.00 11Jan11 -89555 -24474 71 635075 724630 160620 21528 42 240403 79783 -71065 2946 42 167549 238614 1051652 63226 11731
-52.00 4Jan11 -65081 -29830 78 612126 677207 139092 49068 35 205497 66405 -74011 -19238 40 162446 236457 988426 -13666 11723
-53.00 28Dec10 -35251 -30099 87 642260 677511 90024 25424 18 173246 83222 -54773 4675 52 173048 227821 1002092 -31947 11629
-54.00 21Dec10 -5152 20533 96 686470 691622 64600 -3545 10 165357 100757 -59448 -16988 49 165305 224753 1034039 28226 11720
-55.00 14Dec10 -25685 -32551 90 628363 654048 68145 24207 11 167157 99012 -42460 8344 59 194215 236675 1005813 -6373 11702
-56.00 7Dec10 6866 12954 100 666482 659616 43938 -8337 3 133026 89088 -50804 -4617 54 191471 242275 1012186 -24520 11819
Page No. 4 5YEAR U.S. TREASURY NOTES
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 -6088 12743 96 671214 677302 52275 -41543 6 142748 90473 -46187 28800 57 192702 238889 1036706 -110772 12018
-58.00 23Nov10 -18831 35793 92 709769 728600 93818 -9067 20 197215 103397 -74987 -26726 39 187757 262744 1147478 16825 12024
-59.00 16Nov10 -54624 46444 81 704282 758906 102885 -49897 23 213314 110429 -48261 3453 56 185470 233731 1130653 -77474 12009
-60.00 9Nov10 -101068 3299 67 712354 813422 152782 300 39 267919 115137 -51714 -3599 54 199891 251605 1208127 129431 12106
-61.00 2Nov10 -104367 -24538 66 617693 722060 152482 31673 39 243652 91170 -48115 -7135 56 197017 245132 1078696 27091 12122
-62.00 26Oct10 -79829 74571 74 612157 691986 120809 -41976 29 211157 90348 -40980 -32595 60 214478 255458 1051605 2492 12101
-63.00 19Oct10 -154400 -77836 51 542187 696587 162785 59502 42 265586 102801 -8385 18334 80 228872 237257 1049113 56415 12123
-64.00 12Oct10 -76564 22808 75 558509 635073 103283 -15567 23 201412 98129 -26719 -7241 69 220783 247502 992698 46313 12115
-65.00 5Oct10 -99372 13928 68 507235 606607 118850 -7176 28 206620 87770 -19478 -6752 74 220960 240438 946385 4474 12106
-66.00 28Sep10 -113300 14090 64 507618 620918 126026 -6970 30 195989 69963 -12726 -7120 78 227629 240355 941911 14859 12030
-67.00 21Sep10 -127390 -56659 59 497614 625004 132996 40247 33 198549 65553 -5606 16412 82 221671 227277 927052 46008 12017
-68.00 14Sep10 -70731 7774 76 496179 566910 92749 -8207 19 166392 73643 -22018 433 72 204896 226914 881044 -64624 11931
-69.00 7Sep10 -78505 -56307 74 526122 604627 100956 58675 22 195615 94659 -22451 -2368 72 212538 234989 945668 -83647 12001
-70.00 31Aug10 -22198 -19972 91 635720 657918 42281 8006 3 162052 119771 -20083 11966 73 216426 236509 1029315 -147163 12100
-71.00 24Aug10 -2226 18487 97 756041 758267 34275 -25669 0 178100 143825 -32049 7182 66 215071 247120 1176478 83397 12100
-72.00 17Aug10 -20713 37839 91 680196 700909 59944 -47344 8 183490 123546 -39231 9505 61 202929 242160 1093081 19262 12007
-73.00 10Aug10 -58552 54151 80 639133 697685 107288 -57057 24 210456 103168 -48736 2906 56 202074 250810 1073819 56553 12006
-74.00 3Aug10 -112703 -45622 64 554625 667328 164345 58123 43 264964 100619 -51642 -12501 54 175348 226990 1017266 79124 12000
-75.00 27Jul10 -67081 0 77 514815 581896 106222 0 24 207234 101012 -39141 0 61 206064 245205 938142 0 11808
Page No. 5 5YEAR U.S. TREASURY NOTES
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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