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Page No. 1 5YEAR U.S. TREASURY NOTES
04-13-2012
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
14.00 10Apr12 -98707 -45702 67 805533 904240 145058 17678 35 295366 150308 -46351 28024 57 192490 238841 1307839 32967 12308
13.00 3Apr12 -53005 -48178 80 830122 883127 127380 32546 28 258560 131180 -74375 15632 40 170796 245171 1274872 -105813 12207
12.00 27Mar12 -4827 -16872 95 941606 946433 94834 15332 17 264349 169515 -90007 1540 30 157283 247290 1380685 -34421 12216
11.00 20Mar12 12045 99313 100 953000 940955 79502 -63082 12 278363 198861 -91547 -36231 29 173131 264678 1415106 34310 12119
10.00 13Mar12 -87268 106699 70 864499 951767 142584 -73099 34 313071 170487 -55316 -33600 51 193697 249013 1380796 3143 12219
9.00 6Mar12 -193967 10200 39 787064 981031 215683 10926 59 370722 155039 -21716 -21126 72 213301 235017 1377653 -59853 12314
8.00 28Feb12 -204167 -10152 36 824664 1028831 204757 -15348 55 344878 140121 -590 25500 85 237122 237712 1437506 32962 12316
7.00 21Feb12 -194015 41315 39 806110 1000125 220105 -10904 60 370622 150517 -26090 -30411 69 216372 242462 1404544 -31590 12303
6.00 14Feb12 -235330 41665 27 814856 1050186 231009 -41784 64 372296 141287 4321 119 88 238498 234177 1436134 -28683 12317
5.00 7Feb12 -276995 45176 15 817640 1094635 272793 -30092 78 408754 135961 4202 -15084 88 227667 223465 1464817 -12741 12319
4.00 31Jan12 -322171 -68367 1 775997 1098168 302885 46183 88 456111 153226 19286 22184 97 235052 215766 1477558 31082 12401
3.00 24Jan12 -253804 74220 21 798466 1052270 256702 -47889 73 408365 151663 -2898 -26331 84 220678 223576 1446476 21276 12303
2.00 17Jan12 -328024 -17215 0 716350 1044374 304591 899 89 461973 157382 23433 16316 100 237732 214299 1425200 94670 12318
1.00 10Jan12 -310809 -57183 5 656453 967262 303692 51819 89 426281 122589 7117 5364 90 238889 231772 1330530 44061 12307
0.00 3Jan12 -253626 -51325 21 673993 927619 251873 28199 71 381297 129424 1753 23126 87 223108 221355 1286469 62780 12302
-1.00 27Dec11 -202301 33208 36 648011 850312 223674 -16501 61 370371 146697 -21373 -16707 72 197107 218480 1223689 -4639 12221
-2.00 20Dec11 -235509 21739 27 624610 860119 240175 4875 67 382743 142568 -4666 -26614 83 211493 216159 1228328 -86178 12303
-3.00 13Dec11 -257248 -33535 20 701797 959045 235300 2548 65 372768 137468 21948 30987 99 227965 206017 1314506 70145 12303
-4.00 6Dec11 -223713 27915 30 676969 900682 232752 -45501 64 349423 116671 -9039 17586 80 207580 216619 1244361 -92808 12222
-5.00 29Nov11 -251628 7141 22 713717 965345 278253 5942 80 401572 123319 -26625 -13083 69 213193 239818 1337169 52422 12303
Page No. 2 5YEAR U.S. TREASURY NOTES
04-13-2012
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
-6.00 22Nov11 -258769 13499 20 635284 894053 272311 -24272 78 413749 141438 -13542 10773 77 212514 226056 1284747 20581 12305
-7.00 15Nov11 -272268 -12450 16 606500 878768 296583 6633 86 436520 139937 -24315 5817 71 201414 225729 1264166 522 12300
-8.00 8Nov11 -259818 -41668 20 624120 883938 289950 37919 84 423488 133538 -30132 3749 67 203369 233501 1263644 41813 12231
-9.00 1Nov11 -218150 37335 32 632638 850788 252031 -39856 71 370760 118729 -33881 2521 65 202432 236313 1221831 -27286 12301
-10.00 25Oct11 -255485 -52699 21 657155 912640 291887 55483 85 392810 100923 -36402 -2784 63 193098 229500 1249117 76155 12217
-11.00 18Oct11 -202786 -24061 36 644548 847334 236404 6397 66 323677 87273 -33618 17664 65 196314 229932 1172962 -9945 12207
-12.00 11Oct11 -178725 34984 43 667938 846663 230007 -25236 63 326424 96417 -51282 -9748 54 181325 232607 1182907 -46034 12122
-13.00 4Oct11 -213709 21574 33 656964 870673 255243 -42713 72 373793 118550 -41534 21139 60 189594 231128 1228941 -65232 12226
-14.00 27Sep11 -235283 16837 27 695621 930904 297956 3614 87 400270 102314 -62673 -20451 47 190736 253409 1294173 -29798 12212
-15.00 20Sep11 -252120 -27811 22 704268 956388 294342 27398 85 399551 105209 -42222 413 60 205474 247696 1323971 -12600 12302
-16.00 13Sep11 -224309 20557 30 728462 952771 266944 -12549 76 383303 116359 -42635 -8008 59 208480 251115 1336571 -14805 12225
-17.00 6Sep11 -244866 -8530 24 718328 963194 279493 -383 80 393064 113571 -34627 8913 64 217721 252348 1351376 -79791 12227
-18.00 30Aug11 -236336 -865 26 780801 1017137 279876 16115 80 370595 90719 -43540 -15250 59 235824 279364 1431167 15730 12318
-19.00 23Aug11 -235471 -99382 27 748242 983713 263761 89020 75 408230 144469 -28290 10362 68 232950 261240 1415437 -7033 12310
-20.00 16Aug11 -136089 -24774 56 854393 990482 174741 11375 45 325488 150747 -38652 13399 62 222074 260726 1422470 -28411 12312
-21.00 9Aug11 -111315 21293 63 876428 987743 163366 -16343 41 333544 170178 -52051 -4950 53 222432 274483 1450881 -11615 12310
-22.00 2Aug11 -132608 -20963 57 820512 953120 179709 9254 46 376738 197029 -47101 11709 57 236561 283662 1462496 -57935 12201
-23.00 26Jul11 -111645 16036 63 920921 1032566 170455 4026 43 367054 196599 -58810 -20062 49 217389 276199 1520431 -44419 12117
-24.00 19Jul11 -127681 -30902 58 906236 1033917 166429 9082 42 407404 240975 -38748 21820 62 224785 263533 1564850 32075 12026
-25.00 12Jul11 -96779 35427 68 897611 994390 157347 -46466 39 386354 229007 -60568 11039 48 220330 280898 1532775 78504 12012
Page No. 3 5YEAR U.S. TREASURY NOTES
04-13-2012
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
-26.00 5Jul11 -132206 84970 57 842404 974610 203813 -67449 55 383191 179378 -71607 -17521 41 217766 289373 1454271 -110325 11916
-27.00 28Jun11 -217176 59028 32 868094 1085270 271262 -65800 78 448891 177629 -54086 6772 52 232728 286814 1564596 -135386 11925
-28.00 21Jun11 -276204 13106 15 914703 1190907 337062 13156 100 522702 185640 -60858 -26262 48 243135 303993 1699982 103565 11930
-29.00 14Jun11 -289310 -45527 11 828238 1117548 323906 30276 96 462515 138609 -34596 15251 64 282804 317400 1596417 75391 11907
-30.00 7Jun11 -243783 36435 24 824316 1068099 293630 -39218 85 418785 125155 -49847 2783 55 253097 302944 1521026 -34943 11923
-31.00 31May11 -280218 -70076 14 830346 1110564 332848 47318 99 444979 112131 -52630 22758 53 247919 300549 1555969 40108 12008
-32.00 24May11 -210142 -12635 34 837635 1047777 285530 19980 82 408598 123068 -75388 -7345 39 248371 323759 1515861 -44588 11918
-33.00 17May11 -197507 -20681 38 884256 1081763 265550 4233 76 419594 154044 -68043 16448 44 226322 294365 1560449 56409 11914
-34.00 10May11 -176826 -5295 44 861982 1038808 261317 26811 74 405829 144512 -84491 -21516 33 220131 304622 1504040 46252 11826
-35.00 3May11 -171531 -9753 46 831431 1002962 234506 -9309 65 378634 144128 -62975 19062 47 235879 298854 1457788 33858 11817
-36.00 26Apr11 -161778 -74774 48 837397 999175 243815 69667 68 371791 127976 -82037 5107 35 200674 282711 1423930 68976 11801
-37.00 19Apr11 -87004 -29664 70 838360 925364 174148 16311 44 315148 141000 -87144 13353 32 185745 272889 1354954 29318 11719
-38.00 12Apr11 -57340 -54754 79 826713 884053 157837 38441 39 297392 139555 -100497 16313 24 186646 287143 1325636 23256 11630
-39.00 5Apr11 -2586 64060 95 849577 852163 119396 -15366 26 255561 136165 -116810 -48694 14 184403 301213 1302380 46271 11618
-40.00 29Mar11 -66646 41970 76 763154 829800 134762 -33828 31 276794 142032 -68116 -8142 44 199779 267895 1256109 33872 11621
-41.00 22Mar11 -108616 -31927 64 699148 807764 168590 30825 43 307747 139157 -59974 1102 49 204490 264464 1222237 55999 11719
-42.00 15Mar11 -76689 -19110 73 699258 775947 137765 -2149 32 254562 116797 -61076 21259 48 197961 259037 1166238 -46414 11805
-43.00 8Mar11 -57579 -11122 79 750718 808297 139914 -15130 33 270218 130304 -82335 26252 35 175217 257552 1212652 -36761 11619
-44.00 1Mar11 -46457 33152 82 783767 830224 155044 -40332 38 285531 130487 -108587 7180 19 166300 274887 1249413 -77217 11800
-45.00 22Feb11 -79609 -29949 73 786633 866242 195376 13649 52 326767 131391 -115767 16300 14 188343 304110 1326630 -34124 11719
Page No. 4 5YEAR U.S. TREASURY NOTES
04-13-2012
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
-46.00 15Feb11 -49660 16832 81 836891 886551 181727 -23577 47 329563 147836 -132067 6745 4 166843 298910 1360754 70427 11620
-47.00 8Feb11 -66492 80942 76 782138 848630 205304 4141 55 335781 130477 -138812 -85083 0 153263 292075 1290327 170017 11608
-48.00 1Feb11 -147434 -39049 53 624854 772288 201163 29177 54 283233 82070 -53729 9872 52 196588 250317 1120310 -12651 11804
-49.00 25Jan11 -108385 195 64 677810 786195 171986 -3251 44 259763 87777 -63601 3056 46 182769 246370 1132961 34813 11807
-50.00 18Jan11 -108580 -19025 64 667783 776363 175237 14617 45 244799 69562 -66657 4408 44 172510 239167 1098148 46496 11806
-51.00 11Jan11 -89555 -24474 70 635075 724630 160620 21528 40 240403 79783 -71065 2946 42 167549 238614 1051652 63226 11731
-52.00 4Jan11 -65081 -29830 77 612126 677207 139092 49068 32 205497 66405 -74011 -19238 40 162446 236457 988426 -13666 11723
-53.00 28Dec10 -35251 -30099 86 642260 677511 90024 25424 16 173246 83222 -54773 4675 52 173048 227821 1002092 -31947 11629
-54.00 21Dec10 -5152 20533 94 686470 691622 64600 -3545 7 165357 100757 -59448 -16988 49 165305 224753 1034039 28226 11720
-55.00 14Dec10 -25685 -32551 88 628363 654048 68145 24207 8 167157 99012 -42460 8344 59 194215 236675 1005813 -6373 11702
-56.00 7Dec10 6866 12954 98 666482 659616 43938 -8337 0 133026 89088 -50804 -4617 54 191471 242275 1012186 -24520 11819
-57.00 30Nov10 -6088 12743 94 671214 677302 52275 -41543 3 142748 90473 -46187 28800 57 192702 238889 1036706 -110772 12018
-58.00 23Nov10 -18831 35793 90 709769 728600 93818 -9067 17 197215 103397 -74987 -26726 39 187757 262744 1147478 16825 12024
-59.00 16Nov10 -54624 46444 80 704282 758906 102885 -49897 20 213314 110429 -48261 3453 56 185470 233731 1130653 -77474 12009
-60.00 9Nov10 -101068 3299 66 712354 813422 152782 300 37 267919 115137 -51714 -3599 54 199891 251605 1208127 129431 12106
-61.00 2Nov10 -104367 -24538 65 617693 722060 152482 31673 37 243652 91170 -48115 -7135 56 197017 245132 1078696 27091 12122
-62.00 26Oct10 -79829 74571 72 612157 691986 120809 -41976 26 211157 90348 -40980 -32595 60 214478 255458 1051605 2492 12101
-63.00 19Oct10 -154400 -77836 51 542187 696587 162785 59502 41 265586 102801 -8385 18334 80 228872 237257 1049113 56415 12123
-64.00 12Oct10 -76564 0 73 558509 635073 103283 0 20 201412 98129 -26719 0 69 220783 247502 992698 0 12115
Page No. 5 5YEAR U.S. TREASURY NOTES
04-13-2012
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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