US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END DEC 11

                      Dec 11      Dec 4      Rec Long          Rec Short

Fut Only 2Y Notes   -417,237*  -361,560   234,808 7/31/12   -437,237 12/11/18

Combined 2Y Notes   -421,551*  -363,293   235,621 5/03/11   -421,551 12/11/18

Fut Only 5Y Notes   -286,093   -347,941   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -272,952   -349,091   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -393,802   -293,186   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -292,642   -248,170   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -62,194    -72,585   106,002           -178,500

Combined 30Y Bond    -43,501    -67,792   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -283,133   -294,701*   28,763 6/05/12   -294,701 12/04/18

Combined Ultra Bd   -283,135   -294,714*   28,763 6/05/12   -294,714 12/04/18

Fut Only 3m Euro$ -2,566,718 -2,482,808 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -1,888,429 -1,823,266 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  -48,193    -94,787   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  -48,123    -94,747   333,657 6/24/08   -286,025 8/8/17

*Denotes new record

--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com

[TOPICS: MTABLE]