 |
|
Page No. 1 U.S. TREASURY BONDS
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 132988 -15249 75 594929 461941 -104188 7603 15 52682 156870 -28800 7646 65 109125 137925 760912 23198 13325
48.00 2Dec08 148237 -7595 81 566219 417982 -111791 -24619 11 50922 162713 -36446 32214 56 114523 150969 737714 -21634 13206
47.00 25Nov08 155832 13573 84 552049 396217 -87172 3794 24 50853 138025 -68660 -17367 19 148127 216787 759348 14778 12629
46.00 18Nov08 142259 -10894 78 583035 440776 -90966 15607 22 60739 151705 -51293 -4713 39 96120 147413 744570 11374 12005
45.00 11Nov08 153153 6009 83 583155 430002 -106573 6678 14 50856 157429 -46580 -12687 44 95751 142331 733196 8591 11814
44.00 4Nov08 147144 4165 80 571361 424217 -113251 -6060 11 49150 162401 -33893 1895 59 100882 134775 724605 -9987 11511
43.00 28Oct08 142979 271 79 571469 428490 -107191 -1485 14 38954 146145 -35788 1214 57 118915 154703 734592 11004 11611
42.00 21Oct08 142708 -18901 79 558430 415722 -105706 26917 15 44296 150002 -37002 -8016 55 116769 153771 723588 -24683 11505
41.00 14Oct08 161609 3152 86 586709 425100 -132623 -21619 1 45910 178533 -28986 18467 65 108090 137076 748271 -44936 11425
40.00 7Oct08 158457 22843 85 601350 442893 -111004 -7313 12 68498 179502 -47453 -15530 43 113484 160937 793207 -9969 12023
39.00 30Sep08 135614 9511 76 609652 474038 -103691 -5968 16 66785 170476 -31923 -3543 61 119499 151422 803176 -16788 11705
38.00 23Sep08 126103 10987 72 608215 482112 -97723 -28560 19 84259 181982 -28380 17573 65 118256 146636 819964 -88681 11701
37.00 16Sep08 115116 22457 67 646840 531724 -69163 -27775 33 107252 176415 -45953 5318 45 136560 182513 908645 -10649 12120
36.00 9Sep08 92659 10585 58 631176 538517 -41388 10454 48 132790 174178 -51271 -21039 39 133079 184350 919294 -9688 12006
35.00 2Sep08 82074 -9109 54 629993 547919 -51842 4436 42 124779 176621 -30232 4673 63 145761 175993 928982 6282 11831
34.00 26Aug08 91183 -18374 57 633780 542597 -56278 9123 40 107438 163716 -34905 9251 58 153240 188145 922700 59568 11820
33.00 19Aug08 109557 8718 65 627464 517907 -65401 -9368 35 104301 169702 -44156 650 47 125601 169757 863132 10302 11718
32.00 12Aug08 100839 2119 61 617053 516214 -56033 -5708 40 113309 169342 -44806 3589 46 118844 163650 852830 -4560 11616
31.00 5Aug08 98720 -21922 60 599524 500804 -50325 18098 43 138518 188843 -48395 3824 42 115829 164224 857390 8729 11509
30.00 29Jul08 120642 18510 69 615296 494654 -68423 -25197 34 120324 188747 -52219 6687 38 110498 162717 848661 -34586 11501
Page No. 2 U.S. TREASURY BONDS
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 102132 15825 62 608543 506411 -43226 -3721 47 150372 193598 -58906 -12104 30 120904 179810 883247 -35849 11405
28.00 15Jul08 86307 2633 55 620029 533722 -39505 -10338 49 161922 201427 -46802 7705 44 133593 180395 919096 9804 11628
27.00 8Jul08 83674 -32790 54 618211 534537 -29167 18438 54 163438 192605 -54507 14352 35 124674 179181 909292 14875 11627
26.00 1Jul08 116464 -29907 68 633286 516822 -47605 35249 44 141015 188620 -68859 -5342 18 111261 180120 894417 5207 11517
25.00 24Jun08 146371 -12800 80 671962 525591 -82854 -6015 26 109556 192410 -63517 18815 25 97453 160970 889210 16973 11404
24.00 17Jun08 159171 12830 85 656551 497380 -76839 -12956 29 103866 180705 -82332 126 3 97126 179458 872237 3539 11205
23.00 10Jun08 146341 41417 80 645515 499174 -63883 -42447 36 105162 169045 -82458 1030 3 105351 187809 868698 -37762 11311
22.00 3Jun08 104924 5492 63 648714 543790 -21436 -4279 58 128304 149740 -83488 -1213 2 114144 197632 906460 -60684 11432
21.00 27May08 99432 45717 61 684567 585135 -17157 -21245 60 143902 161059 -82275 -24472 3 122711 204986 967144 24175 11521
20.00 20May08 53715 -8978 42 640746 587031 4088 -2526 71 166969 162881 -57803 11504 31 121689 179492 942969 1790 11710
19.00 13May08 62693 -28129 46 655850 593157 6614 33679 72 162164 155550 -69307 -5550 18 111194 180501 941179 25161 11527
18.00 6May08 90822 -501 57 662542 571720 -27065 2447 55 120051 147116 -63757 -1946 24 121896 185653 916018 8316 11514
17.00 29Apr08 91323 10950 57 658567 567244 -29512 -9541 54 110278 139790 -61811 -1409 27 122599 184410 907702 16859 11604
16.00 22Apr08 80373 598 53 649845 569472 -19971 6121 59 116309 136280 -60402 -6719 28 116539 176941 890843 -14771 11705
15.00 15Apr08 79775 40555 53 631067 551292 -26092 -28024 55 135728 161820 -53683 -12531 36 131338 185021 905614 30254 11814
14.00 8Apr08 39220 -6336 36 592853 553633 1932 1102 70 146628 144696 -41152 5234 51 129572 170724 875360 -29961 11809
13.00 1Apr08 45556 19028 38 627621 582065 830 -26450 69 148994 148164 -46386 7422 44 123809 170195 905321 -36602 11721
12.00 25Mar08 26528 -28131 31 624025 597497 27280 47555 83 186880 159600 -53808 -19424 36 126171 179979 941923 -22463 11902
11.00 18Mar08 54659 -13261 42 648356 593697 -20275 -2942 58 169896 190171 -34384 16203 58 142351 176735 964386 -99877 11913
9.00 4Mar08 67920 27842 48 711405 643485 -17333 -12624 60 192884 210217 -50587 -15218 40 143501 194088 1064263 43828 11818
Page No. 3 U.S. TREASURY BONDS
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 40078 20725 36 687056 646978 -4709 -25938 66 173928 178637 -35369 5213 57 152300 187669 1020435 -28707 11600
7.00 19Feb08 19353 -2762 28 662155 642802 21229 1689 80 226874 205645 -40582 1073 51 147614 188196 1049142 15653 11602
6.00 12Feb08 22115 -21264 29 651865 629750 19540 34602 79 223201 203661 -41655 -13338 50 147929 189584 1033489 -4476 11816
5.00 5Feb08 43379 28424 38 669460 626081 -15062 -31497 61 204414 219476 -28317 3073 65 155670 183987 1037965 -11991 11925
4.00 29Jan08 14955 6593 26 669396 654441 16435 -13875 77 227760 211325 -31390 7282 62 141590 172980 1049956 -42904 11910
3.00 22Jan08 8362 -8245 23 678338 669976 30310 18327 84 257485 227175 -38672 -10082 53 150308 188980 1092860 34441 12025
2.00 15Jan08 16607 -23260 26 672668 656061 11983 14720 75 220764 208781 -28590 8540 65 161246 189836 1058419 58248 11917
1.00 8Jan08 39867 -2457 36 657862 617995 -2737 24657 67 192935 195672 -37130 -22200 55 145781 182911 1000171 79887 11809
0.00 31Dec07 42324 19113 37 633667 591343 -27394 -13014 55 142853 170247 -14930 -6099 81 140888 155818 920284 -10327 11612
-1.00 24Dec07 23211 -8316 29 640007 616796 -14380 5918 61 148626 163006 -8831 2398 88 136031 144862 930611 -11684 11412
-2.00 18Dec07 31527 28511 33 640132 608605 -20298 -15723 58 147595 167893 -11229 -12788 85 149228 160457 942295 563 11512
-3.00 11Dec07 3016 42097 21 615032 612016 -4575 -62633 66 158315 162890 1559 20536 100 159549 157990 941732 -62194 11615
-4.00 4Dec07 -39081 9527 3 611125 650206 58058 -2656 99 225590 167532 -18977 -6871 76 159356 178333 1003926 -30254 11802
-5.00 27Nov07 -48608 -38627 0 619594 668202 60714 16408 100 224479 163765 -12106 22219 84 171152 183258 1034180 -6365 11720
-6.00 20Nov07 -9981 -13659 15 674434 684415 44306 40418 92 210239 165933 -34325 -26759 58 147578 181903 1040545 18259 11608
-7.00 13Nov07 3678 25358 21 657349 653671 3888 -25430 71 191318 187430 -7566 72 89 164852 172418 1022286 23557 11413
-8.00 6Nov07 -21680 -33252 11 624574 646254 29318 30991 84 203795 174477 -7638 2261 89 162576 170214 998729 19184 11324
-9.00 30Oct07 11572 -16264 24 642160 630588 -1673 19949 68 180185 181858 -9899 -3685 87 152001 161900 979545 22436 11319
-10.00 23Oct07 27836 -45692 31 657675 629839 -21622 27701 58 142280 163902 -6214 17991 91 149220 155434 957109 15919 11306
-11.00 16Oct07 73528 -17830 50 676517 602989 -49323 11036 44 120781 170104 -24205 6794 70 136501 160706 941190 15588 11013
Page No. 4 U.S. TREASURY BONDS
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 91358 4494 57 670103 578745 -60359 6377 38 112563 172922 -30999 -10871 62 139504 170503 925602 385 11025
-13.00 2Oct07 86864 2931 55 667850 580986 -66736 -12301 35 110988 177724 -20128 9370 75 142511 162639 925217 45611 11200
-14.00 25Sep07 83933 30865 54 632548 548615 -54435 -7670 41 102689 157124 -29498 -23195 64 140789 170287 879606 -23870 11026
-15.00 18Sep07 53068 2001 42 621300 568232 -46765 -17214 45 129868 176633 -6303 15213 91 148529 154832 903476 -41930 11218
-16.00 11Sep07 51067 -14418 41 639439 588372 -29551 13882 54 158490 188041 -21516 536 73 143292 164808 945406 -10484 11325
-17.00 4Sep07 65485 13369 47 642897 577412 -43433 -18672 47 151846 195279 -22052 5303 73 149552 171604 955890 -51971 11113
-18.00 28Aug07 52116 -50687 41 698595 646479 -24761 63573 56 156005 180766 -27355 -12886 67 142529 169884 1007861 16619 11120
-19.00 21Aug07 102803 -42047 62 700453 597650 -88334 45812 24 144855 233189 -14469 -3765 81 137764 152233 991242 -13057 11020
-20.00 14Aug07 144850 8546 79 731357 586507 -134146 -35371 0 126857 261003 -10704 26825 86 138698 149402 1004299 -14399 10926
-21.00 7Aug07 136304 -1091 76 728399 592095 -98775 -868 18 146703 245478 -37529 1959 55 133257 170786 1018698 6148 11006
-22.00 31Jul07 137395 -20447 76 733182 595787 -97907 22267 19 133332 231239 -39488 -1820 52 140235 179723 1012550 26477 11002
-23.00 24Jul07 157842 -24791 85 723398 565556 -120174 3624 7 130986 251160 -37668 21167 55 122806 160474 986073 4741 10815
-24.00 17Jul07 182633 781 95 728462 545829 -123798 374 5 114083 237881 -58835 -1155 30 129941 188776 981332 -13061 10709
-25.00 10Jul07 181852 -11512 95 730660 548808 -124172 -15610 5 118694 242866 -57680 27122 31 136015 193695 994393 334 10721
-26.00 3Jul07 193364 15001 100 727067 533703 -108562 11624 13 146913 255475 -84802 -26625 0 110804 195606 994059 -5470 10716
-27.00 26Jun07 178363 10544 93 711256 532893 -120186 -3370 7 148864 269050 -58177 -7174 31 129490 187667 999529 -8893 10625
-28.00 19Jun07 167819 1591 89 702193 534374 -116816 63 9 157107 273923 -51003 -1654 39 139582 190585 1008422 31825 10701
-29.00 12Jun07 166228 0 88 662570 496342 -116879 0 9 149778 266657 -49349 0 41 148102 197451 976597 0 10511
Click here to return to Commodity list
