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Page No. 1 INTEREST RATE SWAPS
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 -13130 -3675 3 15585 28715 13085 3617 97 21091 8006 45 58 30 308 263 38213 7239 0
48.00 2Dec08 -9455 3776 13 11863 21318 9468 -3759 86 18176 8708 -13 -17 29 271 284 30974 -3122 0
47.00 25Nov08 -13231 -1223 3 9953 23184 13227 1265 97 22059 8832 4 -42 29 1490 1486 34096 1984 0
46.00 18Nov08 -12008 -1584 6 10400 22408 11962 1516 93 21068 9106 46 68 30 235 189 32112 30 0
45.00 11Nov08 -10424 -3812 10 11895 22319 10446 3954 89 19478 9032 -22 -142 29 144 166 32082 753 0
44.00 4Nov08 -6612 18 20 14976 21588 6492 4 78 15621 9129 120 -22 31 304 184 31329 -1353 0
43.00 28Oct08 -6630 -462 20 16477 23107 6488 500 78 15441 8953 142 -38 31 336 194 32682 -1600 0
42.00 21Oct08 -6168 -560 21 18500 24668 5988 520 76 15131 9143 180 40 31 190 10 34282 345 0
41.00 14Oct08 -5608 -340 23 19155 24763 5468 389 75 13964 8496 140 -49 31 328 188 33937 -2370 0
40.00 7Oct08 -5268 1291 24 21428 26696 5079 -1407 74 14166 9087 189 116 31 311 122 36307 -834 0
39.00 30Sep08 -6559 -1496 20 21490 28049 6486 1579 78 15060 8574 73 -83 30 189 116 37141 2202 0
38.00 23Sep08 -5063 349 24 21078 26141 4907 -384 73 13128 8221 156 35 31 220 64 34939 -1632 0
37.00 16Sep08 -5412 -154 23 22150 27562 5291 13 74 13635 8344 121 141 31 156 35 36571 -22983 0
36.00 9Sep08 -5258 -561 24 42904 48162 5278 525 74 14399 9121 -20 36 29 567 587 59554 -1063 0
35.00 2Sep08 -4697 357 25 44415 49112 4753 -350 73 13872 9119 -56 -7 28 53 109 60617 8550 0
34.00 26Aug08 -5054 -1890 24 37081 42135 5103 1145 74 14175 9072 -49 745 28 63 112 52067 -1426 0
33.00 19Aug08 -3164 2019 29 39395 42559 3958 -1386 71 13043 9085 -794 -633 19 57 851 53493 -1984 0
32.00 12Aug08 -5183 169 24 39846 45029 5344 -142 75 14801 9457 -161 -27 27 37 198 55477 -371 0
31.00 5Aug08 -5352 1709 24 39797 45149 5486 -1540 75 14965 9479 -134 -169 27 66 200 55848 -3313 0
30.00 29Jul08 -7061 869 19 43221 50282 7026 -873 79 15171 8145 35 4 29 226 191 59161 1243 0
Page No. 2 INTEREST RATE SWAPS
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 -7930 621 17 41569 49499 7899 -573 82 15484 7585 31 -48 29 219 188 57918 1459 0
28.00 15Jul08 -8551 -966 15 39687 48238 8472 721 84 15728 7256 79 245 30 271 192 56459 436 0
27.00 8Jul08 -7585 189 18 39661 47246 7751 17 81 15269 7518 -166 -206 27 280 446 56023 133 0
26.00 1Jul08 -7774 -630 17 39715 47489 7734 594 81 15363 7629 40 36 30 80 40 55890 2963 0
25.00 24Jun08 -7144 151 19 38069 45213 7140 -132 80 13630 6490 4 -19 29 382 378 52927 1083 0
24.00 17Jun08 -7295 3812 18 37375 44670 7272 -3975 80 13236 5964 23 163 29 376 353 51844 -10870 0
23.00 10Jun08 -11107 -133 8 46330 57437 11247 433 91 14711 3464 -140 -300 27 449 589 62714 1427 0
22.00 3Jun08 -10974 3006 9 44305 55279 10814 -3209 90 15489 4675 160 203 31 276 116 61287 1932 0
21.00 27May08 -13980 379 1 39219 53199 14023 -259 99 18475 4452 -43 -120 28 228 271 59355 -1579 0
20.00 20May08 -14359 76 0 40405 54764 14282 -5 100 18828 4546 77 -71 30 228 151 60934 1153 0
19.00 13May08 -14435 -5752 0 39353 53788 14287 5767 100 18756 4469 148 -15 31 234 86 59781 10700 0
18.00 6May08 -8683 2337 15 35883 44566 8520 3213 84 11205 2685 163 -5550 31 234 71 49081 -5612 0
17.00 29Apr08 -11020 -11301 9 39965 50985 5307 5849 75 8115 2808 5713 5452 100 5767 54 54693 1503 0
16.00 22Apr08 281 1140 38 46117 45836 -542 -1162 58 5793 6335 261 22 32 308 47 53190 7 0
15.00 15Apr08 -859 938 35 46311 47170 620 -1018 61 5278 4658 239 80 32 325 86 53183 2356 0
14.00 8Apr08 -1797 -491 33 43966 45763 1638 539 64 5332 3694 159 -48 31 216 57 50827 152 0
13.00 1Apr08 -1306 -49 34 43687 44993 1099 16 63 5488 4389 207 33 32 231 24 50675 262 0
12.00 25Mar08 -1257 -213 34 43210 44467 1083 295 63 5677 4594 174 -82 31 257 83 50413 -1087 0
11.00 18Mar08 -1044 1488 35 44220 45264 788 -1697 62 5680 4892 256 209 32 331 75 51500 525 0
9.00 4Mar08 -2532 -2465 31 42605 45137 2485 2584 67 6287 3802 47 -119 30 238 191 50975 -3402 0
Page No. 3 INTEREST RATE SWAPS
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 -67 -258 38 42829 42896 -99 407 59 10132 10231 166 -149 31 281 115 54377 492 0
7.00 19Feb08 191 606 38 42565 42374 -506 -574 58 10057 10563 315 -32 33 353 38 53885 -1599 0
6.00 12Feb08 -415 821 37 42466 42881 68 -1422 60 11583 11515 347 601 33 390 43 55484 4 0
5.00 5Feb08 -1236 -237 34 42082 43318 1490 818 64 12135 10645 -254 -581 26 406 660 55480 467 0
4.00 29Jan08 -999 -406 35 42292 43291 672 391 61 11504 10832 327 15 33 393 66 55013 -1201 0
3.00 22Jan08 -593 1463 36 43468 44061 281 -1412 60 11406 11125 312 -51 33 456 144 56214 -36 0
2.00 15Jan08 -2056 -3778 32 43267 45323 1693 3588 64 11548 9855 363 190 34 459 96 56250 3537 0
1.00 8Jan08 1722 -655 42 42488 40766 -1895 756 54 8644 10539 173 -101 31 304 131 52713 565 0
0.00 31Dec07 2377 378 44 42076 39699 -2651 -504 52 8134 10785 274 126 32 286 12 52148 293 0
-1.00 24Dec07 1999 -1071 43 39077 37078 -2147 1079 53 8247 10394 148 -8 31 2957 2809 51855 213 0
-2.00 18Dec07 3070 -4092 46 42866 39796 -3226 4087 50 6929 10155 156 5 31 268 112 51642 -188 0
-3.00 11Dec07 7162 2444 57 43242 36080 -7313 -2356 39 6789 14102 151 -88 31 280 129 51830 -2515 0
-4.00 4Dec07 4718 -2406 50 43399 38681 -4957 2361 45 8946 13903 239 45 32 381 142 54345 -552 0
-5.00 27Nov07 7124 -685 57 46506 39382 -7318 796 39 6372 13690 194 -111 31 348 154 54897 -1906 0
-6.00 20Nov07 7809 -3043 58 48023 40214 -8114 2992 36 6737 14851 305 51 33 381 76 56803 1716 0
-7.00 13Nov07 10852 -166 66 46088 35236 -11106 84 28 7070 18176 254 82 32 322 68 55087 -1982 0
-8.00 6Nov07 11018 -3631 67 47762 36744 -11190 3453 28 7368 18558 172 178 31 273 101 57069 1306 0
-9.00 30Oct07 14649 1670 77 50165 35516 -14643 -1557 18 4820 19463 -6 -113 29 160 166 55763 771 0
-10.00 23Oct07 12979 -1665 72 48741 35762 -13086 1716 22 5442 18528 107 -51 30 234 127 54992 1894 0
-11.00 16Oct07 14644 -386 77 49685 35041 -14802 363 18 2969 17771 158 23 31 159 1 53098 -238 0
Page No. 4 INTEREST RATE SWAPS
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 15030 -266 78 49986 34956 -15165 295 16 2729 17894 135 -29 31 336 201 53336 412 0
-13.00 2Oct07 15296 -2963 78 49908 34612 -15460 3038 16 2501 17961 164 -75 31 230 66 52924 -2149 0
-14.00 25Sep07 18259 804 86 52041 33782 -18498 -1009 7 2468 20966 239 205 32 279 40 55073 1041 0
-15.00 18Sep07 17455 -1305 84 51544 34089 -17489 1300 10 2075 19564 34 5 29 128 94 54032 -11152 0
-16.00 11Sep07 18760 4171 87 61952 43192 -18789 -4159 6 2850 21639 29 -12 29 97 68 65184 -5240 0
-17.00 4Sep07 14589 -1147 76 66537 51948 -14630 1178 18 3286 17916 41 -31 30 218 177 70424 -1002 0
-18.00 28Aug07 15736 1458 79 67578 51842 -15808 -1463 15 3302 19110 72 5 30 208 136 71426 3710 0
-19.00 21Aug07 14278 -1069 76 63639 49361 -14345 1025 19 3489 17834 67 44 30 303 236 67716 -823 0
-20.00 14Aug07 15347 1013 78 64433 49086 -15370 -1181 16 3589 18959 23 168 29 232 209 68539 -2944 0
-21.00 7Aug07 14334 3375 76 66892 52558 -14189 -5529 19 4176 18365 -145 2154 27 130 275 71483 5520 0
-22.00 31Jul07 10959 -2422 67 60374 49415 -8660 2559 35 3643 12303 -2299 -137 0 232 2531 65963 1330 0
-23.00 24Jul07 13381 -1158 73 61122 47741 -11219 1255 28 2566 13785 -2162 -97 2 117 2279 64633 166 0
-24.00 17Jul07 14539 -1617 76 61035 46496 -12474 1674 24 2736 15210 -2065 -57 3 74 2139 64467 554 0
-25.00 10Jul07 16156 243 81 60997 44841 -14148 -302 19 2137 16285 -2008 59 4 168 2176 63913 552 0
-26.00 3Jul07 15913 582 80 59709 43796 -13846 -653 20 2295 16141 -2067 71 3 1069 3136 63361 5113 0
-27.00 26Jun07 15331 1441 78 55955 40624 -13193 -1367 22 1835 15028 -2138 -74 2 154 2292 58248 1180 0
-28.00 19Jun07 13890 -9426 75 54715 40825 -11826 9155 26 1799 13625 -2064 271 3 250 2314 57068 -10242 0
-29.00 12Jun07 23316 0 100 65118 41802 -20981 0 0 1602 22583 -2335 0 0 239 2574 67310 0 0
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