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Page No. 1 5YEAR U.S. TREASURY NOTES
01-15-2010
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 12Jan10 55279 1865 92 533846 478567 -10943 -15237 14 69435 80378 -44336 13372 31 154685 199021 782535 23327 11513
1.00 5Jan10 53414 31356 92 490258 436844 4294 -25946 19 97199 92905 -57708 -5410 20 160616 218324 759208 1185 11429
0.00 29Dec09 22058 52818 83 479735 457677 30240 -29162 26 106855 76615 -52298 -23656 24 157499 209797 758023 -57041 11420
-1.00 22Dec09 -30760 206 69 501885 532645 59402 21941 34 131878 72476 -28642 -22147 44 175434 204076 815064 -14251 11504
-2.00 15Dec09 -30966 3587 69 491569 522535 37461 -665 28 132039 94578 -6495 -2922 63 199837 206332 829315 -26930 11522
-3.00 8Dec09 -34553 -22118 68 481277 515830 38126 13979 28 137493 99367 -3573 8139 65 210061 213634 856245 -48939 11625
-4.00 1Dec09 -12435 33865 74 514387 526822 24147 -34605 24 117769 93622 -11712 740 58 222014 233726 905184 42299 11811
-5.00 24Nov09 -46300 29495 65 496412 542712 58752 -30528 34 139942 81190 -12452 1033 58 210296 222748 862885 -4799 11726
-6.00 17Nov09 -75795 -32680 56 494790 570585 89280 34392 42 164047 74767 -13485 -1712 57 195379 208864 867684 29200 11713
-8.00 9Nov09 -43115 -27638 65 513798 556913 54888 26057 33 125098 70210 -11773 1581 58 189936 201709 838484 53677 11624
-8.00 3Nov09 -15477 -23389 73 481755 497232 28831 5061 25 106156 77325 -13354 18328 57 185021 198375 784807 12154 11609
-9.00 27Oct09 7912 32688 79 485925 478013 23770 -17032 24 93705 69935 -31682 -15656 42 176860 208542 772653 7503 11531
-10.00 20Oct09 -24776 18659 70 455678 480454 40802 3334 29 113198 72396 -16026 -21993 55 183458 199484 765150 -4001 11611
-11.00 13Oct09 -43435 7431 65 448628 492063 37468 6461 28 118197 80729 5967 -13892 73 197967 192000 769151 -37700 11609
-12.00 6Oct09 -50866 -23481 63 484535 535401 31007 9418 26 118581 87574 19859 14063 85 199123 179264 806851 19503 11615
-13.00 29Sep09 -27385 -9762 70 485867 513252 21589 13913 23 97595 76006 5796 -4151 73 194616 188820 787348 -16603 11529
-14.00 22Sep09 -17623 3583 72 507289 524912 7676 20045 19 92090 84414 9947 -23628 77 197450 187503 803951 12779 11512
-15.00 15Sep09 -21206 18165 71 492154 513360 -12369 -13873 14 80659 93028 33575 -4292 96 206070 172495 791172 -35278 11513
-16.00 8Sep09 -39371 -32293 66 505635 545006 1504 3648 18 92026 90522 37867 28645 100 216428 178561 826450 22771 11514
-17.00 1Sep09 -7078 22032 75 506444 513522 -2144 -28744 17 82976 85120 9222 6712 76 199617 190395 803679 -37918 11629
Page No. 2 5YEAR U.S. TREASURY NOTES
01-15-2010
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 25Aug09 -29110 -6710 69 505907 535017 26600 -8302 25 116677 90077 2510 15012 70 206750 204240 841597 -16652 11530
-19.00 18Aug09 -22400 -31266 71 542428 564828 34902 17781 27 135564 100662 -12502 13485 58 162870 175372 858249 9385 11525
-20.00 11Aug09 8866 -29915 80 555308 546442 17121 28530 22 120385 103264 -25987 1385 46 159795 185782 848864 37397 11425
-21.00 4Aug09 38781 61501 88 544129 505348 -11409 -51804 14 106881 118290 -27372 -9697 45 153138 180510 811467 51275 11421
-22.00 28Jul09 -22720 15979 71 460945 483665 40395 8439 29 133412 93017 -17675 -24418 53 160193 177868 760192 2094 11427
-23.00 21Jul09 -38699 -12271 67 463362 502061 31956 18026 26 117376 85420 6743 -5755 74 174481 167738 758098 -14289 11531
-24.00 14Jul09 -26428 -58619 70 486088 512516 13930 45860 21 99470 85540 12498 12759 79 178295 165797 772387 -7188 11528
-25.00 7Jul09 32191 -12752 86 515300 483109 -31930 6919 8 78068 109998 -261 5833 68 177056 177317 779575 1790 11526
-26.00 30Jun09 44943 -21496 90 509467 464524 -38849 -1073 7 79349 118198 -6094 22569 63 180468 186562 777785 -13165 11423
-27.00 23Jun09 66439 14807 95 536086 469647 -37776 -24122 7 87073 124849 -28663 9315 44 159971 188634 790950 -284 11330
-28.00 16Jun09 51632 4898 91 518984 467352 -13654 -22222 14 103451 117105 -37978 17324 36 157297 195275 791234 35727 11329
-29.00 9Jun09 46734 -24761 90 490983 444249 8568 9520 20 110601 102033 -55302 15241 22 150030 205332 755507 -370 11231
-30.00 2Jun09 71495 -9644 97 515416 443921 -952 -1037 17 97442 98394 -70543 10681 9 134357 204900 755877 -273814 11528
-31.00 26May09 81139 52663 100 708594 627455 85 -10096 17 97054 96969 -81224 -42567 0 200757 281981 1029691 174194 11608
-32.00 19May09 28476 33435 85 575894 547418 10181 -13502 20 113065 102884 -38657 -19933 36 156228 194885 855497 15396 11702
-33.00 12May09 -4959 8702 76 558622 563581 23683 -10094 24 112722 89039 -18724 1392 52 162662 181386 840101 14080 11711
-34.00 5May09 -13661 -22211 74 550049 563710 33777 33588 27 112800 79023 -20116 -11377 51 160897 181013 826021 11731 11631
-35.00 28Apr09 8550 -2809 80 562405 553855 189 -10394 17 90966 90777 -8739 13203 61 158237 166976 814290 19436 11711
-36.00 21Apr09 11359 36879 80 566275 554916 10583 6434 20 81185 70602 -21942 -43313 50 143741 165683 794854 -29390 11720
-37.00 14Apr09 -25520 -17659 70 564124 589644 4149 -1564 18 94244 90095 21371 19223 86 164501 143130 824244 12700 11809
Page No. 3 5YEAR U.S. TREASURY NOTES
01-15-2010
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
-38.00 7Apr09 -7861 3218 75 571584 579445 5713 12919 19 85639 79926 2148 -16137 70 152973 150825 811544 -27351 11720
-39.00 31Mar09 -11079 27366 74 570731 581810 -7206 -23252 15 86079 93285 18285 -4114 84 178990 160705 838895 -43206 11826
-40.00 24Mar09 -38445 -17263 67 595186 633631 16046 -4782 22 106155 90109 22399 22045 87 178398 155999 882101 7479 11811
-41.00 17Mar09 -21182 26552 71 612988 634170 20828 -19518 23 100195 79367 354 -7034 69 159055 158701 874622 -65049 11625
-42.00 10Mar09 -47734 -22948 64 644245 691979 40346 16786 29 120935 80589 7388 6162 74 171796 164408 939671 -26786 11615
-43.00 3Mar09 -24786 -52999 70 667657 692443 23560 23156 24 106939 83379 1226 29843 69 177087 175861 966457 93221 11731
-44.00 24Feb09 28213 3425 85 666122 637909 404 13465 17 107602 107198 -28617 -16890 44 73774 102391 873236 -120374 11802
-45.00 17Feb09 24788 -6395 84 706323 681535 -13061 7600 14 98510 111571 -11727 -1205 58 176444 188171 993610 13011 11831
-46.00 10Feb09 31183 -36418 86 711046 679863 -20661 -2168 12 93122 113783 -10522 38586 59 165085 175607 980599 26835 11816
-47.00 3Feb09 67601 11517 96 680275 612674 -18493 37045 12 95070 113563 -49108 -48562 27 174254 223362 953764 23002 11804
-48.00 27Jan09 56084 657 93 670230 614146 -55538 6874 2 83663 139201 -546 -7531 68 173598 174144 930762 -16787 11912
-49.00 20Jan09 55427 1595 92 672655 617228 -62412 -12291 0 87844 150256 6985 10696 74 180972 173987 947549 -53259 11931
-50.00 13Jan09 53832 25167 92 710964 657132 -50121 -21378 3 105596 155717 -3711 -3789 65 177442 181153 1000808 -1098 12001
-51.00 6Jan09 28665 54646 85 702965 674300 -28743 -45819 9 117581 146324 78 -8827 68 176904 176826 1001906 -54136 11821
-52.00 30Dec08 -25981 -20594 70 712609 738590 17076 1587 22 163202 146126 8905 19007 76 177390 168485 1056042 -13561 11918
-54.00 22Dec08 -5387 6936 76 743554 748941 15489 -731 22 165923 150434 -10102 -6205 60 157711 167813 1069603 -5175 11912
-54.00 16Dec08 -12323 53285 74 740458 752781 16220 -61708 22 176642 160422 -3897 8423 65 149375 153272 1074778 9147 11924
-55.00 9Dec08 -65608 3271 59 683620 749228 77928 -17598 39 203020 125092 -12320 14327 58 167961 180281 1065631 -15354 11729
-56.00 2Dec08 -68879 59058 58 670967 739846 95526 -24933 44 238368 142842 -26647 -34125 46 153876 180523 1080985 -136270 12022
-57.00 25Nov08 -127937 18890 42 692168 820105 120459 -50056 51 277354 156895 7478 31166 74 232562 225084 1217255 -61799 11816
Page No. 4 5YEAR U.S. TREASURY NOTES
01-15-2010
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
-58.00 18Nov08 -146827 60008 37 746713 893540 170515 -68755 65 338163 167648 -23688 8747 48 180572 204260 1279054 -31776 11709
-59.00 11Nov08 -206835 -10407 21 738694 945529 239270 6144 84 393093 153823 -32435 4263 41 171433 203868 1310830 -34331 11527
-60.00 4Nov08 -196428 55965 23 746138 942566 233126 -39515 82 401416 168290 -36698 -16450 37 191637 228335 1345161 -15229 11502
-61.00 28Oct08 -252393 11344 8 718129 970522 272641 -8845 93 441332 168691 -20248 -2499 51 194501 214749 1360390 21883 11315
-62.00 21Oct08 -263737 3439 5 705849 969586 281486 -8219 95 444146 162660 -17749 4780 53 179724 197473 1338507 -58530 11322
-63.00 14Oct08 -267176 -9783 4 757518 1024694 289705 24250 98 444110 154405 -22529 -14467 49 186669 209198 1397037 -48843 11126
-64.00 7Oct08 -257393 4031 7 800208 1057601 265455 -32430 91 416149 150694 -8062 28399 61 217114 225176 1445880 -29802 11409
-65.00 30Sep08 -261424 7349 6 814426 1075850 297885 8977 100 445668 147783 -36461 -16326 38 202771 239232 1475682 57108 11207
-66.00 23Sep08 -268773 -37392 4 755788 1024561 288908 56982 98 446507 157599 -20135 -19590 51 201718 221853 1418574 -49827 11129
-67.00 16Sep08 -231381 -3957 14 793077 1024458 231926 30610 82 411072 179146 -545 -26653 68 247315 247860 1468401 -36200 11317
-68.00 9Sep08 -227424 29433 15 851584 1079008 201316 -48994 73 399487 198171 26108 19561 90 240318 214210 1504601 -77607 11227
-69.00 2Sep08 -256857 26894 7 869044 1125901 250310 -16315 87 452447 202137 6547 -10579 74 242357 235810 1582208 -145299 11228
-70.00 26Aug08 -283751 -23784 0 963199 1246950 266625 36605 91 459892 193267 17126 -12821 83 269267 252141 1727507 108963 11215
-71.00 19Aug08 -259967 -1368 6 890525 1150492 230020 -2742 81 452457 222437 29947 4110 93 257793 227846 1618544 25132 11210
-72.00 12Aug08 -258599 -70288 6 877269 1135868 232762 38994 82 443203 210441 25837 31294 90 256921 231084 1593412 28972 11128
-73.00 5Aug08 -188311 -50583 26 922171 1110482 193768 56549 71 385800 192032 -5457 -5966 64 220058 225515 1564440 49223 11097
-74.00 29Jul08 -137728 -34477 40 920308 1058036 137219 9360 55 342425 205206 509 25117 69 217158 216649 1515217 -61924 11000
-75.00 22Jul08 -103251 74405 49 973408 1076659 127859 -54050 53 358527 230668 -24608 -20355 48 214497 239105 1577141 -11907 10090
-76.00 15Jul08 -177656 0 29 959336 1136992 181909 0 68 396694 214785 -4253 0 65 224532 228785 1589048 0 11240
Page No. 5 5YEAR U.S. TREASURY NOTES
01-15-2010
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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