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Page No. 1 U.S. TREASURY BONDS
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 37189 45147 60 411882 374693 -41581 -24229 42 72085 113666 4392 -20918 49 136420 132028 624696 -16689 14105
2.00 17Jan12 -7958 -27411 26 399410 407368 -17352 22398 65 90188 107540 25310 5013 77 147813 122503 641385 42182 14500
1.00 10Jan12 19453 3009 47 374335 354882 -39750 -6203 44 67515 107265 20297 3194 70 153888 133591 599203 13675 14228
0.00 3Jan12 16444 -711 45 381042 364598 -33547 -1075 49 63467 97014 17103 1786 66 138175 121072 585528 3626 14300
-1.00 27Dec11 17155 1452 45 384265 367110 -32472 803 50 60024 92496 15317 -2255 64 135242 119925 581902 -17151 14215
-2.00 20Dec11 15703 -2494 44 401372 385669 -33275 -6305 50 59143 92418 17572 8799 67 135962 118390 599053 -2657 14407
-3.00 13Dec11 18197 -6347 46 402990 384793 -26970 3141 56 59268 86238 8773 3206 55 136179 127406 601710 9849 14305
-4.00 6Dec11 24544 8814 51 393785 369241 -30111 2013 53 60828 90939 5567 -10827 51 133878 128311 591861 -66280 14106
-5.00 29Nov11 15730 2845 44 440804 425074 -32124 5533 51 62659 94783 16394 -8378 65 143334 126940 658141 7183 14312
-6.00 22Nov11 12885 -1614 42 422168 409283 -37657 -3568 46 62405 100062 24772 5182 76 156131 131359 650958 16542 14412
-7.00 15Nov11 14499 -3499 43 422095 407596 -34089 0 49 64858 98947 19590 3499 69 142565 122975 634416 12820 14122
-8.00 8Nov11 17998 4334 46 417173 399175 -34089 -4813 49 63873 97962 16091 479 65 134582 118491 621596 -778 14013
-9.00 1Nov11 13664 34053 43 416707 403043 -29276 -30372 54 63986 93262 15612 -3681 64 135740 120128 622374 1854 14207
-10.00 25Oct11 -20389 -23360 17 387426 407815 1096 9380 82 85971 84875 19293 13980 69 137325 118032 620520 8231 14006
-11.00 18Oct11 2971 -17227 35 392352 389381 -8284 15441 74 77353 85637 5313 1786 51 137256 131943 612289 -3513 13912
-12.00 11Oct11 20198 -7423 48 403052 382854 -23725 2242 59 77288 101013 3527 5181 48 129149 125622 615802 -11044 14001
-13.00 4Oct11 27621 10069 53 421612 393991 -25967 -2610 57 65916 91883 -1654 -7459 42 133385 135039 626846 -11444 14420
-14.00 27Sep11 17552 16332 46 423525 405973 -23357 1478 59 69624 92981 5805 -17810 51 136723 130918 638290 -13273 14025
-15.00 20Sep11 1220 -14197 33 425810 424590 -24835 12582 58 72397 97232 23615 1615 74 143474 119859 651563 8249 14224
-16.00 13Sep11 15417 -6053 44 422090 406673 -37417 4005 46 59603 97020 22000 2048 72 152006 130006 643314 734 14013
Page No. 2 U.S. TREASURY BONDS
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 21470 7312 49 420515 399045 -41422 -10382 42 54719 96141 19952 3070 70 158651 138699 642580 -46437 14128
-18.00 30Aug11 14158 -13463 43 459211 445053 -31040 14759 52 61361 92401 16882 -1296 66 158449 141567 689017 32967 13813
-19.00 23Aug11 27621 13461 53 429472 401851 -45799 -2598 38 66295 112094 18178 -10863 67 146319 128141 656050 13949 13829
-20.00 16Aug11 14160 -35300 43 416617 402457 -43201 14382 40 65853 109054 29041 20918 82 147972 118931 642101 -5720 13627
-21.00 9Aug11 49460 12031 70 431488 382028 -57583 2819 27 67374 124957 8123 -14850 54 138930 130807 647821 -3119 13609
-22.00 2Aug11 37429 -3004 61 404901 367472 -60402 11946 24 75680 136082 22973 -8942 74 157211 134238 650940 14104 13029
-23.00 26Jul11 40433 -9596 63 404563 364130 -72348 -5198 12 66183 138531 31915 14794 85 155001 123086 636836 -8560 12600
-24.00 19Jul11 50029 -36177 70 414699 364670 -67150 18301 17 76001 143151 17121 17876 66 147001 129880 645396 10452 12628
-25.00 12Jul11 86206 8271 98 416127 329921 -85451 -3545 0 71194 156645 -755 -4726 43 140823 141578 634944 36312 12604
-26.00 5Jul11 77935 28390 91 391905 313970 -81906 -17484 3 58780 140686 3971 -10906 49 142242 138271 598632 -43122 12307
-27.00 28Jun11 49545 16615 70 410273 360728 -64422 436 20 74954 139376 14877 -17051 63 149822 134945 641754 -11090 12411
-28.00 21Jun11 32930 -14949 57 405771 372841 -64858 -4406 20 79009 143867 31928 19355 85 159877 127949 652844 -14175 12513
-29.00 14Jun11 47879 41203 69 425118 377239 -60452 -27308 24 76201 136653 12573 -13895 60 156307 143734 667019 -24881 12505
-30.00 7Jun11 6676 -3925 37 422149 415473 -33144 2857 50 94204 127348 26468 1068 78 165639 139171 691900 -49053 12607
-31.00 31May11 10601 -814 40 448653 438052 -36001 -2578 47 112276 148277 25400 3392 77 173432 148032 740953 -33750 12600
-32.00 24May11 11415 18225 41 469772 458357 -33423 -19531 50 112354 145777 22008 1306 72 175923 153915 774703 53650 12510
-33.00 17May11 -6810 -4152 27 418869 425679 -13892 -1494 68 116448 130340 20702 5646 71 171051 150349 721053 60417 12420
-34.00 10May11 -2658 -18001 30 378599 381257 -12398 10158 70 108944 121342 15056 7843 63 161639 146583 660636 53411 12320
-35.00 3May11 15343 -23163 44 357614 342271 -22556 13990 60 88234 110790 7213 9173 53 153874 146661 607225 31530 12303
-36.00 26Apr11 38506 -29556 61 360387 321881 -36546 7999 47 67844 104390 -1960 21557 41 140729 142689 575695 14014 12209
Page No. 3 U.S. TREASURY BONDS
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 68062 -20741 84 366070 298008 -44545 29366 39 58187 102732 -23517 -8625 13 129346 152863 561681 -1003 12108
-38.00 12Apr11 88803 8579 100 367511 278708 -73911 -27248 11 37809 111720 -14892 18669 24 148063 162955 562684 -30477 11910
-39.00 5Apr11 80224 36256 93 383071 302847 -46663 -27479 37 74675 121338 -33561 -8777 0 128906 162467 593161 2251 11930
-40.00 29Mar11 43968 12241 66 376053 332085 -19184 -1861 63 76528 95712 -24784 -10380 11 134376 159160 590910 -6885 11926
-41.00 22Mar11 31727 -13797 56 380748 349021 -17323 15765 65 80514 97837 -14404 -1968 25 132922 147326 597795 1260 12121
-42.00 15Mar11 45524 -1728 67 392094 346570 -33088 -9642 50 67991 101079 -12436 11370 28 133248 145684 596535 -25802 12318
-43.00 8Mar11 47252 -2785 68 399489 352237 -23446 8792 59 84958 108404 -23806 -6007 13 135665 159471 622337 -42418 12002
-44.00 1Mar11 50037 -5153 70 428754 378717 -32238 15690 51 93507 125745 -17799 -10537 21 138589 156388 664755 -962 12200
-45.00 22Feb11 55190 -17088 74 421284 366094 -47928 -9001 36 66349 114277 -7262 26089 34 168028 175290 665717 73869 12024
-46.00 15Feb11 72278 23251 87 401228 328950 -38927 -15774 44 57188 96115 -33351 -7477 0 128435 161786 591848 5878 11900
-47.00 8Feb11 49027 10766 69 382298 333271 -23153 -4712 59 67524 90677 -25874 -6054 10 129655 155529 585970 25447 11705
-48.00 1Feb11 38261 19063 61 377728 339467 -18441 -8643 64 52969 71410 -19820 -10420 18 124596 144416 560523 -7383 12002
-49.00 25Jan11 19198 -15972 47 371297 352099 -9798 1227 72 60222 70020 -9400 14745 31 132211 141611 567906 7916 12116
-50.00 18Jan11 35170 -7046 59 370285 335115 -11025 7391 71 59911 70936 -24145 -345 12 123520 147665 559990 11600 12100
-51.00 11Jan11 42216 5247 64 373840 331624 -18416 -12744 64 51280 69696 -23800 7497 13 119581 143381 548390 9760 12029
-52.00 4Jan11 36969 -6396 60 364715 327746 -5672 21327 76 63740 69412 -31297 -14931 3 106886 138183 538630 9033 12114
-53.00 28Dec10 43365 -12929 65 363038 319673 -26999 -481 56 44226 71225 -16366 13410 22 117386 133752 529597 -7523 12101
-54.00 21Dec10 56294 42961 75 376169 319875 -26518 -32975 56 48451 74969 -29776 -9986 5 109371 139147 537120 -42142 12209
-55.00 14Dec10 13333 8031 42 383414 370081 6457 -13051 88 75173 68716 -19790 5020 18 117511 137301 579262 -14207 12102
-56.00 7Dec10 5302 -10886 36 398899 393597 19508 31579 100 73797 54289 -24810 -20693 11 117405 142215 593469 -41192 12400
Page No. 4 U.S. TREASURY BONDS
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 16188 -6000 45 428144 411956 -12071 626 70 64585 76656 -4117 5374 38 136567 140684 634661 7779 12819
-58.00 23Nov10 22188 34523 49 413199 391011 -12697 -27409 69 68657 81354 -9491 -7114 31 132514 142005 626882 -20541 12818
-59.00 16Nov10 -12335 -19208 23 407067 419402 14712 17724 95 82755 68043 -2377 1484 41 143283 145660 647423 -34295 12718
-60.00 9Nov10 6873 -1207 37 429912 423039 -3012 15045 79 103408 106420 -3861 -13838 39 136629 140490 681718 6226 12825
-61.00 2Nov10 8080 -6901 38 440480 432400 -18057 5128 64 80616 98673 9977 1773 57 138631 128654 675492 7866 13129
-62.00 26Oct10 14981 35107 44 429397 414416 -23185 -25058 59 77404 100589 8204 -10049 54 144688 136484 667626 -27903 13018
-63.00 19Oct10 -20126 2444 17 442544 462670 1873 9075 83 98486 96613 18253 -11519 67 143944 125691 695529 2639 13211
-64.00 12Oct10 -22570 -5853 15 433639 456209 -7202 5800 75 96571 103773 29772 53 83 153533 123761 692890 18568 13312
-65.00 5Oct10 -16717 12038 20 436823 453540 -13002 -11567 69 79438 92440 29719 -471 82 146352 116633 674322 -2546 13322
-66.00 28Sep10 -28755 14569 11 427868 456623 -1435 -8090 80 78361 79796 30190 -6479 83 150464 120274 676868 10454 13402
-67.00 21Sep10 -43324 -17190 0 422012 465336 6655 7071 88 75122 68467 36669 10119 91 148568 111899 666414 1425 13204
-68.00 14Sep10 -26134 -15188 13 413076 439210 -416 8592 81 85969 86385 26550 6596 78 143183 116633 664989 -16524 13120
-69.00 7Sep10 -10946 -3671 24 420582 431528 -9008 5300 73 91253 100261 19954 -1629 70 145446 125492 681513 -99148 13230
-70.00 31Aug10 -7275 14736 27 458772 466047 -14308 -8537 68 97002 111310 21583 -6199 72 176337 154754 780661 36833 13611
-71.00 24Aug10 -22011 9600 16 472592 494603 -5771 5828 76 96004 101775 27782 -15428 80 160620 132838 743828 28550 13524
-72.00 17Aug10 -31611 544 8 453834 485445 -11599 -3073 70 81336 92935 43210 2529 100 172736 129526 715278 -14303 13300
-73.00 10Aug10 -32155 -37638 8 465416 497571 -8526 33197 73 92435 100961 40681 4441 97 167477 126796 729581 36994 12927
-74.00 3Aug10 5483 -19078 36 452489 447006 -41723 8800 42 96349 138072 36240 10278 91 136777 100537 692587 997 12813
-75.00 27Jul10 24561 0 51 446956 422395 -50523 0 33 88317 138840 25962 0 78 148397 122435 691590 0 12611
Page No. 5 U.S. TREASURY BONDS
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
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