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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END DEC 31

CFTC Resumes COT Data Backlog; Next On 2/8
                      Dec 31     Dec 24      Rec Long          Rec Short
Fut Only 2Y Notes   -235,851   -272,290   234,808 7/31/12   -437,237 12/11/18
Combined 2Y Notes   -243,329   -277,919   235,621 5/03/11   -421,551 12/11/18
Fut Only 5Y Notes   -331,230   -321,069   402,448 5/06/08   -859,940 10/9/18
Combined 5Y Notes   -256,686   -267,996   387,383 5/06/08   -866,140 10/9/18
Fut Only 10Y Note   -308,287   -317,632   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -277,710   -321,209   668,018 8/7/07    -647,655 10/9/18
Fut Only 30Y Bond    -26,513    -25,660   106,002           -178,500
Combined 30Y Bond    -22,962    -23,205   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -260,371   -270,871    28,763 6/05/12   -294,701 12/04/18
Combined Ultra Bd   -260,446   -270,896    28,763 6/05/12   -294,714 12/04/18
Fut Only 3m Euro$ -1,954,421 -2,083,090 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -1,629,449 -1,713,530 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  -56,524    -68,770   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  -56,644    -68,877   333,657 6/24/08   -286,025 8/8/17
*Denotes new record
According to the CFTC, "the last COT report was published on December 21, 2018.
Reports going forward from that date will be published in chronological order
beginning with the report previously scheduled for release on Friday, December
28, 2018 (based on data from Monday, December 24, 2018)."
Going forward, the the CFTC "expects to publish one report on Tuesday and
another on Friday of each week until the reports are current as per the normal
schedule."
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]

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