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Page No. 1 U.S. TREASURY BONDS
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 139429 16075 80 489097 349668 -101081 452 34 49908 150989 -38348 -16527 33 110601 148949 657643 -1326 11626
1.00 5Jan10 123354 8203 67 494457 371103 -101533 2157 33 49866 151399 -21821 -10360 51 112809 134630 658969 -11454 11527
0.00 29Dec09 115151 4499 61 503468 388317 -103690 -12049 31 46190 149880 -11461 7550 63 118218 129679 670423 -10554 11514
-1.00 22Dec09 110652 19394 57 501756 391104 -91641 8704 44 61035 152676 -19011 -28098 54 114084 133095 680977 -16232 11601
-2.00 15Dec09 91258 17810 42 508925 417667 -100345 -14767 35 55856 156201 9087 -3043 85 127769 118682 697209 -31364 11722
-3.00 8Dec09 73448 8123 28 522207 448759 -85578 -8084 51 60161 145739 12130 -39 88 133148 121018 728573 -83378 11917
-4.00 1Dec09 65325 -37561 21 567182 501857 -77494 28987 59 83244 160738 12169 8574 89 142107 129938 811951 4983 12210
-5.00 24Nov09 102886 -17100 51 579790 476904 -106481 12737 28 69412 175893 3595 4363 79 140126 136531 806968 21150 12117
-6.00 17Nov09 119986 -18210 65 584685 464699 -119218 -5145 14 63182 182400 -768 23355 74 129844 130612 785818 41985 12103
-8.00 9Nov09 138196 24192 79 576800 438604 -114073 -19481 20 50569 164642 -24123 -4711 49 108171 132294 743833 10618 11816
-8.00 3Nov09 114004 5536 60 556105 442101 -94592 1851 41 61904 156496 -19412 -7387 54 109200 128612 733215 6114 11903
-9.00 27Oct09 108468 25125 55 541179 432711 -96443 -20271 39 67368 163811 -12025 -4854 62 114236 126261 727101 -2514 11906
-10.00 20Oct09 83343 17525 35 526383 443040 -76172 115 61 78783 154955 -7171 -17640 67 119186 126357 729615 -16457 12021
-11.00 13Oct09 65818 13245 21 527522 461704 -76287 -14339 61 76184 152471 10469 1094 87 132379 121910 746072 -22778 12012
-12.00 6Oct09 52573 -9131 11 544819 492246 -61948 6777 76 80955 142903 9375 2354 85 133589 124214 768850 16181 12128
-13.00 29Sep09 61704 -5899 18 548672 486968 -68725 8756 69 71422 140147 7021 -2857 83 125408 118387 752669 11283 12117
-14.00 22Sep09 67603 29276 23 543533 475930 -77481 -24500 59 59500 136981 9878 -4776 86 131077 121199 741386 -8652 11910
-15.00 15Sep09 38327 -24401 0 531400 493073 -52981 11872 86 79519 132500 14654 12529 91 134299 119645 750038 -6600 11905
-16.00 8Sep09 62728 -2972 19 563382 500654 -64853 1306 73 67898 132751 2125 1666 78 121126 119001 756638 -19392 11820
-17.00 1Sep09 65700 -35192 21 569541 503841 -66159 57403 71 77116 143275 459 -22211 76 120520 120061 776030 -46137 12111
Page No. 2 U.S. TREASURY BONDS
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 100892 -6594 49 631737 530845 -123562 6371 10 67371 190933 22670 223 100 111019 88349 822167 101932 12014
-19.00 18Aug09 107486 1839 55 544319 436833 -129933 -15320 3 70435 200368 22447 13481 100 96018 73571 720235 33243 11909
-20.00 11Aug09 105647 -1216 53 523078 417431 -114613 -6515 19 65866 180479 8966 7731 85 95274 86308 686992 3599 11621
-21.00 4Aug09 106863 -3169 54 517014 410151 -108098 -29978 26 68975 177073 1235 33147 77 94711 93476 683393 3674 11702
-22.00 28Jul09 110032 13137 57 505472 395440 -78120 -2159 59 71281 149401 -31912 -10978 40 100502 132414 679719 -5793 11600
-23.00 21Jul09 96895 5146 46 510179 413284 -75961 -4171 61 64660 140621 -20934 -975 52 107927 128861 685512 -28871 11802
-24.00 14Jul09 91749 250 42 534023 442274 -71790 -11397 65 70876 142666 -19959 11147 53 107672 127631 714383 -4692 11813
-25.00 7Jul09 91499 -20441 42 526768 435269 -60393 23834 78 83997 144390 -31106 -3393 41 106633 137739 719075 20363 11918
-26.00 30Jun09 111940 7672 58 525773 413833 -84227 1312 52 67364 151591 -27713 -8984 45 104748 132461 698712 -4724 11806
-27.00 23Jun09 104268 -1938 52 518424 414156 -85539 241 51 64848 150387 -18729 1697 55 116810 135539 703436 6672 11706
-28.00 16Jun09 106206 7573 54 511441 405235 -85780 -4814 50 68861 154641 -20426 -2759 53 113107 133533 696764 -12177 11531
-29.00 9Jun09 98633 -21987 48 513277 414644 -80966 1234 55 76255 157221 -17667 20753 56 111469 129136 708941 -46662 11320
-30.00 2Jun09 120620 -25664 65 560377 439757 -82200 36073 54 72869 155069 -38420 -10409 33 112155 150575 755603 10988 11630
-31.00 26May09 146284 35 86 560582 414298 -118273 -4900 15 49175 167448 -28011 4865 45 120195 148206 744615 18351 11803
-32.00 19May09 146249 15811 86 558838 412589 -113373 -17287 21 47132 160505 -32876 1476 39 110604 143480 726264 15071 12119
-33.00 12May09 130438 20715 73 546868 416430 -96086 -22056 39 43594 139680 -34352 1341 38 113379 147731 711193 24915 12202
-34.00 5May09 109723 5075 56 526206 416483 -74030 -3588 63 41523 115553 -35693 -1487 36 111878 147571 686278 -8118 12213
-35.00 28Apr09 104648 -1224 52 537514 432866 -70442 3900 67 44562 115004 -34206 -2676 38 104873 139079 694396 -12277 12316
-36.00 21Apr09 105872 8253 53 552254 446382 -74342 922 63 39333 113675 -31530 -9175 41 105960 137490 706673 -20144 12520
-37.00 14Apr09 97619 -20842 47 565618 467999 -75264 10087 62 45006 120270 -22355 10755 51 106733 129088 726817 454 12721
Page No. 3 U.S. TREASURY BONDS
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 118461 17625 63 576971 458510 -85351 -8158 51 39760 125111 -33110 -9467 39 99865 132975 726363 6289 12625
-39.00 31Mar09 100836 -9511 49 559800 458964 -77193 14873 60 46404 123597 -23643 -5362 49 106609 130252 720074 11329 12922
-40.00 24Mar09 110347 -33921 57 549127 438780 -92066 12976 44 44407 136473 -18281 20945 55 108726 127007 708745 7779 12904
-41.00 17Mar09 144268 -7070 84 551732 407464 -105042 -2127 30 34884 139926 -39226 9197 32 106289 145515 700966 -10297 12407
-42.00 10Mar09 151338 2124 90 560081 408743 -102915 -86 32 39116 142031 -48423 -2038 22 98677 147100 711263 -29231 12430
-43.00 3Mar09 149214 12956 88 571646 422432 -102829 -10079 32 38348 141177 -46385 -2877 24 98548 144933 740494 -16791 12524
-44.00 24Feb09 136258 7230 78 571981 435723 -92750 -6218 43 36380 129130 -43508 -1012 28 114757 158265 757285 17447 12728
-45.00 17Feb09 129028 -4092 72 577474 448446 -86532 -1339 50 43731 130263 -42496 5431 29 109650 152146 739838 23467 12911
-46.00 10Feb09 133120 1049 75 565460 432340 -85193 3556 51 37892 123085 -47927 -4605 23 105404 153331 716371 -899 12729
-47.00 3Feb09 132071 15754 74 567192 435121 -88749 -11121 47 38974 127723 -43322 -4633 28 103565 146887 717270 -316 12631
-48.00 27Jan09 116317 -16974 62 561032 444715 -77628 13303 59 42683 120311 -38689 3671 33 107760 146449 717586 -437 13106
-49.00 20Jan09 133291 19390 75 560991 427700 -90931 -14450 45 43617 134548 -42360 -4940 29 105050 147410 718023 -15014 13429
-50.00 13Jan09 113901 -4941 60 554350 440449 -76481 20175 60 62241 138722 -37420 -15234 34 107402 144822 733037 -4389 13426
-51.00 6Jan09 118842 -27785 64 547003 428161 -96656 25193 39 60246 156902 -22186 2592 51 123123 145309 737426 -23756 13222
-52.00 30Dec08 146627 -4646 86 580408 433781 -121849 -2741 12 57765 179614 -24778 7387 48 118231 143009 761182 2876 14113
-54.00 22Dec08 151273 -12354 90 591853 440580 -119108 598 15 57193 176301 -32165 11756 40 103718 135883 758306 -12014 14100
-54.00 16Dec08 163627 30639 100 600103 436476 -119706 -15518 14 59200 178906 -43921 -15121 27 107177 151098 770320 9408 13712
-55.00 9Dec08 132988 -15249 75 594929 461941 -104188 7603 31 52682 156870 -28800 7646 44 109125 137925 760912 23198 13325
-56.00 2Dec08 148237 -7595 87 566219 417982 -111791 -24619 22 50922 162713 -36446 32214 35 114523 150969 737714 -21634 13206
-57.00 25Nov08 155832 13573 93 552049 396217 -87172 3794 49 50853 138025 -68660 -17367 0 148127 216787 759348 14778 12629
Page No. 4 U.S. TREASURY BONDS
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 142259 -10894 82 583035 440776 -90966 15607 45 60739 151705 -51293 -4713 19 96120 147413 744570 11374 12005
-59.00 11Nov08 153153 6009 91 583155 430002 -106573 6678 28 50856 157429 -46580 -12687 24 95751 142331 733196 8591 11814
-60.00 4Nov08 147144 4165 86 571361 424217 -113251 -6060 21 49150 162401 -33893 1895 38 100882 134775 724605 -9987 11511
-61.00 28Oct08 142979 271 83 571469 428490 -107191 -1485 27 38954 146145 -35788 1214 36 118915 154703 734592 11004 11611
-62.00 21Oct08 142708 -18901 83 558430 415722 -105706 26917 29 44296 150002 -37002 -8016 35 116769 153771 723588 -24683 11505
-63.00 14Oct08 161609 3152 98 586709 425100 -132623 -21619 0 45910 178533 -28986 18467 43 108090 137076 748271 -44936 11425
-64.00 7Oct08 158457 22843 95 601350 442893 -111004 -7313 23 68498 179502 -47453 -15530 23 113484 160937 793207 -9969 12023
-65.00 30Sep08 135614 9511 77 609652 474038 -103691 -5968 31 66785 170476 -31923 -3543 40 119499 151422 803176 -16788 11705
-66.00 23Sep08 126103 10987 70 608215 482112 -97723 -28560 37 84259 181982 -28380 17573 44 118256 146636 819964 -88681 11701
-67.00 16Sep08 115116 22457 61 646840 531724 -69163 -27775 68 107252 176415 -45953 5318 25 136560 182513 908645 -10649 12120
-68.00 9Sep08 92659 10585 43 631176 538517 -41388 10454 98 132790 174178 -51271 -21039 19 133079 184350 919294 -9688 12006
-69.00 2Sep08 82074 -9109 34 629993 547919 -51842 4436 87 124779 176621 -30232 4673 42 145761 175993 928982 6282 11831
-70.00 26Aug08 91183 -18374 42 633780 542597 -56278 9123 82 107438 163716 -34905 9251 37 153240 188145 922700 59568 11820
-71.00 19Aug08 109557 8718 56 627464 517907 -65401 -9368 72 104301 169702 -44156 650 27 125601 169757 863132 10302 11718
-72.00 12Aug08 100839 2119 49 617053 516214 -56033 -5708 82 113309 169342 -44806 3589 26 118844 163650 852830 -4560 11616
-73.00 5Aug08 98720 -21922 48 599524 500804 -50325 18098 88 138518 188843 -48395 3824 22 115829 164224 857390 8729 11509
-74.00 29Jul08 120642 18510 65 615296 494654 -68423 -25197 69 120324 188747 -52219 6687 18 110498 162717 848661 -34586 11501
-75.00 22Jul08 102132 15825 50 608543 506411 -43226 -3721 96 150372 193598 -58906 -12104 11 120904 179810 883247 -35849 11405
-76.00 15Jul08 86307 0 38 620029 533722 -39505 0 100 161922 201427 -46802 0 24 133593 180395 919096 0 11628
Page No. 5 U.S. TREASURY BONDS
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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