 |
|
Page No. 1 INTEREST RATE SWAPS
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 -1033 -634 42 7868 8901 871 625 60 1539 668 162 9 72 227 65 9664 199 0
2.00 17Jan12 -399 -854 54 7904 8303 246 906 48 1291 1045 153 -52 71 240 87 9465 -848 0
1.00 10Jan12 455 -669 70 8722 8267 -660 644 31 1294 1954 205 25 79 270 65 10313 -262 0
0.00 3Jan12 1124 570 83 9069 7945 -1304 -596 18 1209 2513 180 26 75 272 92 10575 92 0
-1.00 27Dec11 554 -5 72 9006 8452 -708 14 30 1204 1912 154 -9 71 248 94 10483 19 0
-2.00 20Dec11 559 -333 72 9002 8443 -722 372 29 1195 1917 163 -39 73 242 79 10464 -1320 0
-3.00 13Dec11 892 992 78 9160 8268 -1094 -1033 22 1208 2302 202 41 78 1080 878 11784 757 0
-4.00 6Dec11 -100 1698 60 8836 8936 -61 -1723 42 1166 1227 161 25 72 269 108 11027 -610 0
-5.00 29Nov11 -1798 -230 27 8311 10109 1662 223 75 2767 1105 136 7 68 272 136 11637 855 0
-6.00 22Nov11 -1568 -798 32 8367 9935 1439 783 70 2148 709 129 15 67 267 138 10782 753 0
-7.00 15Nov11 -770 -877 47 8591 9361 656 880 56 1206 550 114 -3 65 232 118 10029 -678 0
-8.00 8Nov11 107 482 63 9341 9234 -224 -476 39 1139 1363 117 -6 66 227 110 10707 561 0
-9.00 1Nov11 -375 950 54 8888 9263 252 -906 48 1024 772 123 -44 66 233 110 10146 644 0
-10.00 25Oct11 -1325 312 36 7635 8960 1158 -331 65 1586 428 167 19 73 280 113 9502 -289 0
-11.00 18Oct11 -1637 -239 31 7095 8732 1489 298 71 2055 566 148 -59 70 275 127 9791 -266 0
-12.00 11Oct11 -1398 -1108 35 7628 9026 1191 1154 66 1892 701 207 -46 79 274 67 10057 -913 0
-13.00 4Oct11 -290 -386 56 8815 9105 37 405 44 1802 1765 253 -19 86 313 60 10970 -414 0
-14.00 27Sep11 96 2190 63 9194 9098 -368 -2223 36 1850 2218 272 33 89 331 59 11384 577 0
-15.00 20Sep11 -2094 500 22 8046 10140 1855 -532 78 2437 582 239 32 84 320 81 10807 88 0
-16.00 13Sep11 -2594 -395 12 7438 10032 2387 432 88 3009 622 207 -37 79 272 65 10719 -1024 0
Page No. 2 INTEREST RATE SWAPS
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 -2199 -13 20 8570 10769 1955 20 80 2359 404 244 -7 85 324 80 11743 299 0
-18.00 30Aug11 -2186 -212 20 8761 10947 1935 235 80 2349 414 251 -23 86 330 79 11444 -1103 0
-19.00 23Aug11 -1974 1086 24 10098 12072 1700 -1069 75 2112 412 274 -17 89 337 63 12547 -796 0
-20.00 16Aug11 -3060 -1138 4 9805 12865 2769 1190 96 3180 411 291 -52 92 352 61 13343 -505 0
-21.00 9Aug11 -1922 -748 25 11445 13367 1579 643 73 1991 412 343 105 100 353 10 13848 588 0
-22.00 2Aug11 -1174 -170 39 11341 12515 936 220 61 1613 677 238 -50 84 294 56 13260 -395 0
-23.00 26Jul11 -1004 731 42 11834 12838 716 -735 57 1460 744 288 4 92 344 56 13655 -525 0
-24.00 19Jul11 -1735 -541 29 11643 13378 1451 514 71 2180 729 284 27 91 340 56 14180 -189 0
-25.00 12Jul11 -1194 -293 39 12383 13577 937 268 61 1655 718 257 25 87 314 57 14369 458 0
-26.00 5Jul11 -901 1963 44 12211 13112 669 -1890 56 1402 733 232 -73 83 282 50 13911 507 0
-27.00 28Jun11 -2864 -659 7 9715 12579 2559 644 92 3318 759 305 15 94 359 54 13404 105 0
-28.00 21Jun11 -2205 1074 20 10276 12481 1915 -1076 79 2653 738 290 2 92 359 69 13299 -876 0
-29.00 14Jun11 -3279 -21 0 10081 13360 2991 40 100 3725 734 288 -19 92 366 78 14175 -773 0
-30.00 7Jun11 -3258 -472 0 10720 13978 2951 490 99 3817 866 307 -18 95 408 101 14948 1125 0
-31.00 31May11 -2786 476 9 10056 12842 2461 -536 90 3365 904 325 60 97 400 75 13823 -84 0
-32.00 24May11 -3262 -1591 0 9576 12838 2997 1609 100 3972 975 265 -18 88 356 91 13907 2338 0
-33.00 17May11 -1671 -1485 30 8713 10384 1388 1373 69 2479 1091 283 112 91 374 91 11569 186 0
-34.00 10May11 -186 -272 58 9976 10162 15 233 43 1136 1121 171 39 74 268 97 11383 565 0
-35.00 3May11 86 84 63 9557 9471 -218 -259 39 943 1161 132 175 68 314 182 10818 -431 0
-36.00 26Apr11 2 -704 61 9838 9836 41 610 44 1262 1221 -43 94 41 139 182 11249 182 0
Page No. 3 INTEREST RATE SWAPS
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 706 -304 75 10261 9555 -569 272 32 652 1221 -137 32 27 107 244 11067 -162 0
-38.00 12Apr11 1010 176 81 10609 9599 -841 -138 27 482 1323 -169 -38 22 112 281 11229 4 0
-39.00 5Apr11 834 -336 77 10440 9606 -703 289 30 650 1353 -131 47 28 128 259 11225 -697 0
-40.00 29Mar11 1170 -410 84 11556 10386 -992 409 24 273 1265 -178 1 20 82 260 11922 -41 0
-41.00 22Mar11 1580 1095 91 11463 9883 -1401 -1228 17 398 1799 -179 133 20 92 271 11963 1242 0
-42.00 15Mar11 485 -259 71 9788 9303 -173 365 40 877 1050 -312 -106 0 49 361 10721 -3958 0
-43.00 8Mar11 744 -40 76 12981 12237 -538 60 33 799 1337 -206 -20 16 56 262 14679 247 0
-44.00 1Mar11 784 -375 76 13220 12436 -598 373 32 759 1357 -186 2 19 63 249 14432 -203 0
-45.00 22Feb11 1159 -245 83 13788 12629 -971 276 25 530 1501 -188 -31 19 62 250 14635 205 0
-46.00 15Feb11 1404 1177 88 14173 12769 -1247 -1163 19 195 1442 -157 -14 24 62 219 14430 -1272 0
-47.00 8Feb11 227 57 66 14393 14166 -84 -55 42 1227 1311 -143 -2 26 82 225 15702 298 0
-48.00 1Feb11 170 41 65 13918 13748 -29 -60 43 1392 1421 -141 19 26 74 215 15404 108 0
-49.00 25Jan11 129 -157 64 13640 13511 31 177 44 1580 1549 -160 -20 23 59 219 15296 651 0
-50.00 18Jan11 286 -44 67 13095 12809 -146 21 40 1448 1594 -140 23 26 85 225 14645 535 0
-51.00 11Jan11 330 -693 68 12349 12019 -167 683 40 1575 1742 -163 10 23 186 349 14110 326 0
-52.00 4Jan11 1023 690 81 12688 11665 -850 -671 27 1046 1896 -173 -19 21 50 223 13784 -388 0
-53.00 28Dec10 333 238 68 12353 12020 -179 -244 40 1775 1954 -154 6 24 44 198 14172 305 0
-54.00 21Dec10 95 572 63 11980 11885 65 -484 44 1828 1763 -160 -88 23 59 219 13867 1033 0
-55.00 14Dec10 -477 -1386 52 10858 11335 549 1407 54 1790 1241 -72 -21 37 186 258 12834 -8528 0
-56.00 7Dec10 909 582 79 18784 17875 -858 -587 27 918 1776 -51 5 40 119 170 21362 2257 0
Page No. 4 INTEREST RATE SWAPS
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 327 263 68 17261 16934 -271 -231 38 766 1037 -56 -32 39 123 179 19105 1842 0
-58.00 23Nov10 64 349 63 16154 16090 -40 -247 42 818 858 -24 -102 44 144 168 17263 1486 0
-59.00 16Nov10 -285 -1626 56 14389 14674 207 1721 47 844 637 78 -95 60 190 112 15777 314 0
-60.00 9Nov10 1341 554 87 14407 13066 -1514 -584 14 789 2303 173 30 74 267 94 15463 1029 0
-61.00 2Nov10 787 468 76 13265 12478 -930 -406 25 924 1854 143 -62 69 245 102 14434 -11 0
-62.00 26Oct10 319 -5 67 12869 12550 -524 34 33 1276 1800 205 -29 79 300 95 14445 1932 0
-63.00 19Oct10 324 -1690 68 11001 10677 -558 1714 33 1202 1760 234 -24 83 310 76 12513 419 0
-64.00 12Oct10 2014 668 100 10572 8558 -2272 -688 0 1188 3460 258 20 87 334 76 12094 931 0
-65.00 5Oct10 1346 62 87 9707 8361 -1584 -145 13 1115 2699 238 83 84 341 103 11163 52 0
-66.00 28Sep10 1284 1729 86 9825 8541 -1439 -1724 16 1006 2445 155 -5 71 280 125 11111 1246 0
-67.00 21Sep10 -445 -684 53 8539 8984 285 674 49 994 709 160 10 72 284 124 9865 -19 0
-68.00 14Sep10 239 -1200 66 8777 8538 -389 1185 36 931 1320 150 15 71 176 26 9884 -7388 0
-69.00 7Sep10 1439 846 89 15511 14072 -1574 -866 13 1049 2623 135 20 68 286 151 17272 2557 0
-70.00 31Aug10 593 308 73 12242 11649 -708 -384 30 946 1654 115 76 65 257 142 14715 1946 0
-71.00 24Aug10 285 1001 67 11238 10953 -324 -988 37 999 1323 39 -13 54 236 197 12769 912 0
-72.00 17Aug10 -716 114 48 9906 10622 664 -32 56 1563 899 52 -82 56 232 180 11857 -2916 0
-73.00 10Aug10 -830 -300 46 12751 13581 696 287 56 1597 901 134 13 68 269 135 14773 942 0
-74.00 3Aug10 -530 -479 51 12212 12742 409 434 51 1319 910 121 45 66 144 23 13831 1211 0
-75.00 27Jul10 -51 0 60 11337 11388 -25 0 43 885 910 76 0 59 242 166 12620 0 0
Page No. 5 INTEREST RATE SWAPS
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
Click here to return to Commodity list
