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Page No. 1 INTEREST RATE SWAPS
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 2596 174 90 8923 6327 -2351 -208 10 213 2564 -245 34 86 345 590 9655 70 0
1.00 5Jan10 2422 23 89 8872 6450 -2143 117 11 127 2270 -279 -140 86 409 688 9585 359 0
0.00 29Dec09 2399 382 89 8411 6012 -2260 -278 11 104 2364 -139 -104 89 536 675 9226 263 0
-1.00 22Dec09 2017 -67 86 7913 5896 -1982 203 12 145 2127 -35 -136 91 730 765 8963 -312 0
-2.00 15Dec09 2084 -932 87 8608 6524 -2185 929 11 366 2551 101 3 94 206 105 9275 -7364 0
-3.00 8Dec09 3016 -9 92 15600 12584 -3114 -29 6 720 3834 98 38 94 224 126 16639 625 0
-4.00 1Dec09 3025 -271 92 15128 12103 -3085 340 6 585 3670 60 -69 93 206 146 16014 -774 0
-5.00 24Nov09 3296 251 94 15847 12551 -3425 -337 4 530 3955 129 86 94 312 183 16788 185 0
-6.00 17Nov09 3045 199 92 15785 12740 -3088 -293 6 519 3607 43 94 93 198 155 16603 781 0
-8.00 9Nov09 2846 537 91 15235 12389 -2795 -636 8 358 3153 -51 99 91 128 179 15822 279 0
-8.00 3Nov09 2309 696 88 14702 12393 -2159 -555 11 609 2768 -150 -141 88 131 281 15543 463 0
-9.00 27Oct09 1613 823 84 14187 12574 -1604 -752 14 603 2207 -9 -71 91 195 204 15080 -712 0
-10.00 20Oct09 790 -792 79 14509 13719 -852 823 19 808 1660 62 -31 93 228 166 15792 -652 0
-11.00 13Oct09 1582 1538 84 15366 13784 -1675 -1575 14 740 2415 93 37 94 243 150 16444 502 0
-12.00 6Oct09 44 -2471 75 13797 13753 -100 2409 23 1720 1820 56 62 93 228 172 15942 -2067 0
-13.00 29Sep09 2515 820 89 17192 14677 -2509 -862 9 579 3088 -6 42 92 148 154 18009 298 0
-14.00 22Sep09 1695 2841 85 16943 15248 -1647 -2823 14 563 2210 -48 -18 91 115 163 17711 -2383 0
-15.00 15Sep09 -1146 2239 68 16991 18137 1176 -2325 30 2723 1547 -30 86 91 146 176 20094 -8959 0
-16.00 8Sep09 -3385 -1383 56 23899 27284 3501 1330 44 4953 1452 -116 53 89 111 227 29053 3139 0
-17.00 1Sep09 -2002 -434 64 21919 23921 2171 315 36 3559 1388 -169 119 88 58 227 25914 2900 0
Page No. 2 INTEREST RATE SWAPS
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 -1568 -132 66 19023 20591 1856 119 34 3408 1552 -288 13 85 93 381 23014 -162 0
-19.00 18Aug09 -1436 -893 67 19373 20809 1737 877 34 3640 1903 -301 16 85 73 374 23176 248 0
-20.00 11Aug09 -543 -224 72 19957 20500 860 260 29 2824 1964 -317 -36 85 57 374 22928 -340 0
-21.00 4Aug09 -319 423 73 20556 20875 600 -419 27 2563 1963 -281 -4 86 59 340 23268 -1646 0
-22.00 28Jul09 -742 -2569 71 21722 22464 1019 2647 30 3038 2019 -277 -78 86 66 343 24914 -2662 0
-23.00 21Jul09 1827 -1174 85 25926 24099 -1628 1170 14 706 2334 -199 4 87 58 257 27576 -1791 0
-24.00 14Jul09 3001 3109 92 27694 24693 -2798 -3230 8 694 3492 -203 121 87 44 247 29367 -4946 0
-25.00 7Jul09 -108 1791 74 29658 29766 432 -1795 26 2464 2032 -324 4 85 2103 2427 34313 3394 0
-26.00 30Jun09 -1899 -5926 64 24729 26628 2227 5877 37 4644 2417 -328 49 85 1024 1352 30919 6304 0
-27.00 23Jun09 4027 3731 98 23966 19939 -3650 -3677 3 552 4202 -377 -54 83 11 388 24615 -631 0
-28.00 16Jun09 296 -1120 77 20950 20654 27 -2791 24 4200 4173 -323 3911 85 10 333 25246 -14466 0
-29.00 9Jun09 1416 -2899 83 33646 32230 2818 6926 40 5328 2510 -4234 -4027 0 64 4298 39712 8185 0
-30.00 2Jun09 4315 2076 100 27793 23478 -4108 -2065 0 3040 7148 -207 -11 87 327 534 31527 8907 0
-31.00 26May09 2239 -39 88 20492 18253 -2043 -15 12 1747 3790 -196 54 87 63 259 22620 1685 0
-32.00 19May09 2278 -195 88 18190 15912 -2028 235 12 2299 4327 -250 -40 86 77 327 20935 1009 0
-33.00 12May09 2473 2370 89 17598 15125 -2263 -2293 11 2167 4430 -210 -77 87 82 292 19926 2133 0
-34.00 5May09 103 2693 75 14946 14843 30 -2757 24 2674 2644 -133 64 89 96 229 17793 -1192 0
-35.00 28Apr09 -2590 -6249 60 13796 16386 2787 6186 40 4992 2205 -197 63 87 120 317 18985 -1439 0
-36.00 21Apr09 3659 3408 96 18180 14521 -3399 -3239 4 1940 5339 -260 -169 86 122 382 20424 -1977 0
-37.00 14Apr09 251 5853 76 17053 16802 -160 -5807 23 5028 5188 -91 -46 90 206 297 22401 1058 0
Page No. 3 INTEREST RATE SWAPS
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 -5602 -760 43 10275 15877 5647 866 56 10718 5071 -45 -106 91 200 245 21343 -502 0
-39.00 31Mar09 -4842 -1316 47 11108 15950 4781 1163 51 10442 5661 61 153 93 181 120 21845 720 0
-40.00 24Mar09 -3526 -214 55 11429 14955 3618 213 45 9495 5877 -92 1 90 83 175 21125 4667 0
-41.00 17Mar09 -3312 2625 56 10683 13995 3405 -2681 43 5604 2199 -93 56 90 90 183 16458 -14196 0
-42.00 10Mar09 -5937 127 41 18496 24433 6086 -70 59 10487 4401 -149 -57 88 1239 1388 30654 3477 0
-43.00 3Mar09 -6064 -461 40 15298 21362 6156 -105 59 10650 4494 -92 566 90 396 488 27177 1031 0
-44.00 24Feb09 -5603 -532 43 13743 19346 6261 537 60 10746 4485 -658 -5 77 83 741 26146 -5890 0
-45.00 17Feb09 -5071 -1504 46 21436 26507 5724 2355 57 9958 4234 -653 -851 78 171 824 32036 -4074 0
-46.00 10Feb09 -3567 949 55 26154 29721 3369 -761 43 9611 6242 198 -188 96 258 60 36110 6302 0
-47.00 3Feb09 -4516 104 49 19520 24036 4130 -485 48 9535 5405 386 381 100 596 210 29808 8090 0
-48.00 27Jan09 -4620 1206 49 10992 15612 4615 -1212 50 10189 5574 5 6 92 179 174 21718 -3529 0
-49.00 20Jan09 -5826 -879 42 11337 17163 5827 940 57 13651 7824 -1 -61 92 152 153 25247 -3072 0
-50.00 13Jan09 -4947 5750 47 13142 18089 4887 -5716 52 14701 9814 60 -34 93 264 204 28319 -2701 0
-51.00 6Jan09 -10697 -2082 14 12911 23608 10603 2089 85 17697 7094 94 -7 94 225 131 31020 2307 0
-52.00 30Dec08 -8615 -5009 26 12755 21370 8514 4966 73 15615 7101 101 43 94 230 129 28713 2424 0
-54.00 22Dec08 -3606 1227 54 14728 18334 3548 -1167 44 11204 7656 58 -60 93 186 128 26289 -4097 0
-54.00 16Dec08 -4833 8297 47 13809 18642 4715 -8370 51 12659 7944 118 73 94 3736 3618 30386 -7827 0
-55.00 9Dec08 -13130 -3675 0 15585 28715 13085 3617 99 21091 8006 45 58 93 308 263 38213 7239 0
-56.00 2Dec08 -9455 3776 21 11863 21318 9468 -3759 78 18176 8708 -13 -17 91 271 284 30974 -3122 0
-57.00 25Nov08 -13231 -1223 0 9953 23184 13227 1265 100 22059 8832 4 -42 92 1490 1486 34096 1984 0
Page No. 4 INTEREST RATE SWAPS
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 -12008 -1584 6 10400 22408 11962 1516 93 21068 9106 46 68 93 235 189 32112 30 0
-59.00 11Nov08 -10424 -3812 16 11895 22319 10446 3954 84 19478 9032 -22 -142 91 144 166 32082 753 0
-60.00 4Nov08 -6612 18 37 14976 21588 6492 4 61 15621 9129 120 -22 94 304 184 31329 -1353 0
-61.00 28Oct08 -6630 -462 37 16477 23107 6488 500 61 15441 8953 142 -38 95 336 194 32682 -1600 0
-62.00 21Oct08 -6168 -560 40 18500 24668 5988 520 58 15131 9143 180 40 96 190 10 34282 345 0
-63.00 14Oct08 -5608 -340 43 19155 24763 5468 389 55 13964 8496 140 -49 95 328 188 33937 -2370 0
-64.00 7Oct08 -5268 1291 45 21428 26696 5079 -1407 53 14166 9087 189 116 96 311 122 36307 -834 0
-65.00 30Sep08 -6559 -1496 38 21490 28049 6486 1579 61 15060 8574 73 -83 93 189 116 37141 2202 0
-66.00 23Sep08 -5063 349 46 21078 26141 4907 -384 52 13128 8221 156 35 95 220 64 34939 -1632 0
-67.00 16Sep08 -5412 -154 44 22150 27562 5291 13 54 13635 8344 121 141 94 156 35 36571 -22983 0
-68.00 9Sep08 -5258 -561 45 42904 48162 5278 525 54 14399 9121 -20 36 91 567 587 59554 -1063 0
-69.00 2Sep08 -4697 357 48 44415 49112 4753 -350 51 13872 9119 -56 -7 90 53 109 60617 8550 0
-70.00 26Aug08 -5054 -1890 46 37081 42135 5103 1145 53 14175 9072 -49 745 91 63 112 52067 -1426 0
-71.00 19Aug08 -3164 2019 57 39395 42559 3958 -1386 47 13043 9085 -794 -633 74 57 851 53493 -1984 0
-72.00 12Aug08 -5183 169 45 39846 45029 5344 -142 55 14801 9457 -161 -27 88 37 198 55477 -371 0
-73.00 5Aug08 -5352 1709 44 39797 45149 5486 -1540 55 14965 9479 -134 -169 89 66 200 55848 -3313 0
-74.00 29Jul08 -7061 869 35 43221 50282 7026 -873 64 15171 8145 35 4 92 226 191 59161 1243 0
-75.00 22Jul08 -7930 621 30 41569 49499 7899 -573 69 15484 7585 31 -48 92 219 188 57918 1459 0
-76.00 15Jul08 -8551 0 26 39687 48238 8472 0 73 15728 7256 79 0 93 271 192 56459 0 0
Page No. 5 INTEREST RATE SWAPS
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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