US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END DEC 4

                       Dec 4     Nov 20      Rec Long          Rec Short

Fut Only 2Y Notes   -361,560   -361,057   234,808 7/31/12   -362,374 11/13/18

Combined 2Y Notes   -363,293   -362,305   235,621 5/03/11   -365,472 11/13/18

Fut Only 5Y Notes   -347,941   -446,186   402,448 5/06/08   -859,940 10/9/18

Combined 5Y Notes   -349,091   -449,266   387,383 5/06/08   -866,140 10/9/18

Fut Only 10Y Note   -293,186   -367,265   608,492 8/14/07   -700,514 8/21/18

Combined 10Y Note   -248,170   -348,836   668,018 8/7/07    -647,655 10/9/18

Fut Only 30Y Bond    -72,585    -84,963   106,002           -178,500

Combined 30Y Bond    -67,792    -80,050   122,839 12/19/17  -172,009

Fut Only Ultra Bd   -294,701*  -274,782    28,763 6/05/12   -294,701 12/04/18

Combined Ultra Bd   -294,714*  -275,289    28,763 6/05/12   -294,714 12/04/18

Fut Only 3m Euro$ -2,482,808 -2,461,704 1,822,601 3/4/08  -4,051,527 4/17/18

Combined 3m Euro$ -1,823,266 -1,793,341 1,501,690 4/20/10 -3,110,209 5/08/18

Fut Only 30d Fed Fd  -94,787    -91,131   332,320 6/24/08   -286,041 8/8/17

Combined 30d Fed Fd  -94,747    -91,085   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]