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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